Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin
Computation
2015-01-15 v1
Abstract
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applications. Further details are provided in the accompanying paper "Variance Reduction for Quasi-Monte Carlo".
Cite
@article{arxiv.1501.03386,
title = {Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin},
author = {Chris. J. Oates and Daniel Simpson and Mark Girolami},
journal= {arXiv preprint arXiv:1501.03386},
year = {2015}
}