Article View: sci.math.num-analysis
Article #1115Monte Carlo w/quasirandom pts
From: Bradley Moskowitz
Date: Tue, 26 Jan 1993 21:52
Date: Tue, 26 Jan 1993 21:52
16 lines
1326 bytes
1326 bytes
I'm curious as to how many people are using so-called quasirandom sequences of points (such as Halton, Sobol, or Niederreiter) instead of more traditional pseudorandom points for their Monte Carlo computations. If anyone is using quasirandom sequences, I'd be interested in hearing which variety you use, what applications you use it for, and any comments about their usefulness. Also if anyone has tried to use them or thought about using them, but decided not to, I'd be interested in why you decided against them. You can email me any responses, and I will summarize the results that I get. Also if anyone is curious about quasirandom Monte Carlo methods I could email you a list of some good references. -- Bradley Moskowitz UCLA Dept. of Mathematics mosko@math.ucla.edu
Technical Details
Message-ID:
<1993Jan26.215217.2136@math.ucla.edu>Path:
arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!decwrl!elroy.jpl.nasa.gov!sdd.hp.com!zaphod.mps.ohio-state.edu!howland.reston.ans.net!usc!news.service.uci.edu!ucivax!ucla-cs!ucla-ma!sylmar!moskoShow Full Headers
Complete Article Headers
Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!decwrl!elroy.jpl.nasa.gov!sdd.hp.com!zaphod.mps.ohio-state.edu!howland.reston.ans.net!usc!news.service.uci.edu!ucivax!ucla-cs!ucla-ma!sylmar!mosko From: mosko@sylmar.math.ucla.edu (Bradley Moskowitz) Subject: Monte Carlo w/quasirandom pts Message-ID: <1993Jan26.215217.2136@math.ucla.edu> Keywords: Monte Carlo Sender: news@math.ucla.edu Organization: UCLA Mathematics Department Date: Tue, 26 Jan 93 21:52:17 GMT Lines: 16