[PDF][PDF] QUASI-MONTE CARLO TECHNIQUES FOR THE APPROXIMATION OF HIGH-DIMENSIONAL INTEGRALS
R Cools, B VANDEWOESTYNE - 2008 - lirias.kuleuven.be
High-dimensional multivariate integrals are often computed using Monte Carlo methods.
The main advantage of these methods is that they do not suffer from the curse of …
The main advantage of these methods is that they do not suffer from the curse of …