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Monte Carlo, Quasi-Monte Carlo, and Randomized Quasi-Monte Carlo

  • Art B. Owen
Conference paper

Abstract

This paper surveys recent research on using Monte Carlo techniques to improve quasi-Monte Carlo techniques. Randomized quasi-Monte Carlo methods provide a basis for error estimation. They have, in the special case of scrambled nets, also been observed to improve accuracy. Finally through Latin supercube sampling it is possible to use Monte Carlo methods to extend quasi-Monte Carlo methods to higher dimensional problems.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Art B. Owen
    • 1
  1. 1.Department of StatisticsStanford UniversityStanfordUSA

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