Thu, 25.03.2021 16:00

Introduction to Quasi-Monte Carlo Sampling - Part 3

Speaker: Art Owen (Stanford University)
Type: Group Seminar

Ask for zoom-link via officesfb(at)jku.at

Lecture 3 will look at how QMC and RQMC, hereafter (R)QMC can be used in settings outside integration over the unit cube. This includes some work with Kinjal Basu on integration over triangles, balls and Cartesian products of similar things. If time permits, RQMC versions of Markov chain Monte Carlo and particle sampling will be included.

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