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

Chris J. Oates; Daniel Simpson; Mark Girolami

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

Chris J. Oates, Daniel Simpson, Mark Girolami

Department of Mathematical Sciences

Research output: Contribution to journal › Article

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 language	English
Journal	Journal of the Royal Statistical Society: Series B - Statistical Methodology
Early online date	14 Jan 2015
Publication status	E-pub ahead of print - 14 Jan 2015

Keywords

stat.CO

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title = "Discussion of {"}Sequential Quasi-Monte Carlo{"} by Mathieu Gerber and Nicolas Chopin",

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{"}.",

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author = "Oates, \{Chris J.\} and Daniel Simpson and Mark Girolami",

year = "2015",

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journal = "Journal of the Royal Statistical Society: Series B - Statistical Methodology",

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AU - Oates, Chris J.

AU - Simpson, Daniel

AU - Girolami, Mark

PY - 2015/1/14

Y1 - 2015/1/14

N2 - 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".

AB - 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".

KW - stat.CO

M3 - Article

SN - 1467-9868

JO - Journal of the Royal Statistical Society: Series B - Statistical Methodology

JF - Journal of the Royal Statistical Society: Series B - Statistical Methodology

ER -

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

Abstract

Keywords

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