Mi, 24.03.2021 16:00
Introduction to Quasi-Monte Carlo Sampling - Part 1
Speaker: Art Owen (Stanford University)
Type: Group Seminar
Ask for zoom-link via officesfb(at)jku.at
Lecture 1 will introduce QMC, starting from its goals, connecting it to Bahkvalov's curse of dimensionality and the Koksma-Hlawka inequality. The talk will include some of the most widely used constructions for QMC and mention some of the application areas, both old and new. It will end with a presentation of weighted Hilbert spaces of low effective dimension.