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I having a look at how to calculate using PC a multivariable integrals.

I am reading about the Quasi Montecarlo methods using the following

  • (t, m, s)-Nets and (t, s)-Sequences
  • Faure sequences

My readings are pdf and various tutorial produced during year 2005.

Do you know if these methods are still used and effective or if I should focus my efforts to new and improved techniques?

I have a problem of about 20 variables and I would like to use C++.

Thanks a lot

AFG

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    Hi Dls. Regarding the benchmark tests you mention, if you are interested on specific aspect I can try to report you how the lib perform while playing with 20 vars. Could it be of your interest? Are you interested in speed of convergence, precision,...or do you benchmark against a specific library or using a specific tool so that we can have a common measure?2011-09-14

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