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Beyond Numerical Integration

  • Christiane Lemieux
Chapter
Part of the Springer Series in Statistics book series (SSS)

In this chapter, we discuss areas of application for quasi–Monte Carlo that go beyond numerical integration. Taking a step back, we recall that the general task discussed in this book is that of sampling. As mentioned before, we can think of numerical integration as using the produced sample average to approximate the true mean of the distribution of interest. But sampling can be used for many other tasks. For example, we briefly discussed percentile/ quantile estimation in Chaps. 1 and 7.

Keywords

Markov Chain Monte Carlo Orthogonal Array Computer Experiment Sampling Plan Monte Carlo Sampling 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York 2009

Authors and Affiliations

  1. 1.University of WaterlooDept. Statistics & Actuarial ScienceWaterlooCanada

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