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Walsh functions, scrambled (0, m, s)-nets, and negative covariance: Applying symbolic computation to quasi-Monte Carlo integration.

Jaspar WiartElaine Wong
Published in: Math. Comput. Simul. (2021)
Keyphrases
  • quasi monte carlo
  • positive and negative
  • monte carlo
  • covariance matrix
  • variance reduction
  • machine learning
  • reinforcement learning
  • least squares