Dear Spiral user, We’re pleased to introduce Helix, https://helix.imperial.ac.uk/ Imperial’s new repository for research datasets. Please use Helix for all future dataset deposits. There is no change to Spiral -continue depositing as usual. For queries, contact the Research Data Management team at rdm-enquiries@imperial.ac.uk. Kind regards, the Spiral Team.
 
Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin
File(s)
1501.03386v1.pdf (177.17 KB)
Accepted version
Author(s)
Oates, Chris J
Simpson, Daniel
Girolami, Mark
Type
Journal Article
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".
Date Issued
2017-05-23
Date Acceptance
2017-05-01
Citation
Bernoulli, 2017, 23 (4B)
URI
DOI
ISSN
1350-7265
Publisher
Bernoulli
Journal / Book Title
Bernoulli
Volume
23
Issue
4B
Copyright Statement
© 2017 Bernoulli.
Identifier
http://arxiv.org/abs/1501.03386v1
Subjects
stat.CO
stat.CO
Publication Status
Published
Date Publish Online
2017-05-23