Science Fair Project Encyclopedia
Talk:Quasi-Monte Carlo method
What is the exponent s in this formula?
- The discrepancy of sequences typically used for the quasi-Monte Carlo method is bounded by a constant times
Michael Ward 19:55, 22 Dec 2004 (UTC)
- s is the dimensionality of the integral, and therefore it's also the dimensionality of the elements x of the low-discrepancy sequence. The problem statement shows a 1-dimensional integral; that should be generalized to show an integral over s dimensions. Hope this helps, Wile E. Heresiarch 07:23, 24 Dec 2004 (UTC)
Last updated: 06-05-2005 00:21:31
10-26-2009 08:16:03
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