Introduction to Quasi-Monte Carlo Sampling - Part 1
Speaker: Art Owen (Stanford University)
Type: Group Seminar
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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.