quasi-Monte Carlo methods

A survey of [the 60’s] Monte Carlo methods

May 16, 2011 | xi'an

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]

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