Quasi-Monte Carlo#
Low-discrepancy points instead of random ones: Halton and Sobol sequences, the Koksma-Hlawka error bound, randomized QMC with error bars, and high-dimensional path integrals with and without the Brownian bridge.
Low-discrepancy points instead of random ones: Halton and Sobol sequences, the Koksma-Hlawka error bound, randomized QMC with error bars, and high-dimensional path integrals with and without the Brownian bridge.
