Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin

Chris J. Oates, Daniel Simpson, Mark Girolami

Research output: Contribution to journalArticle

Abstract

A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applications. Further details are provided in the accompanying paper "Variance Reduction for Quasi-Monte Carlo".
Original languageEnglish
JournalJournal of the Royal Statistical Society: Series B - Statistical Methodology
Early online date14 Jan 2015
Publication statusE-pub ahead of print - 14 Jan 2015

Keywords

  • stat.CO

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