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QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere.

Johann S. BrauchartEdward B. SaffIan H. SloanRobert S. Womersley
Published in: Math. Comput. (2014)
Keyphrases
  • quasi monte carlo
  • monte carlo
  • variance reduction
  • dynamic programming
  • particle filter
  • decision trees
  • generative model
  • training data
  • optimal solution
  • state space