RandomizedQuasiMonteCarlo.jl
Résumé
Some randomization methods for Randomized Quasi Monte Carlo e.g. scrambling, shift
Domaines
![]()
Cite hal-03631879 Preprint Emmanuel Gobet, Matthieu Lerasle, David Métivier. Accelerated Convergence of Error Quantiles using Robust Randomized Quasi Monte Carlo Methods. 2024. ⟨hal-03631879v4⟩