Boosting Numerical Efficiency with Low Discrepancy Sampling: Enhancing Estimation and Integration in Diverse Fields from Fred Hickernell and the QMCPy Library

This talk will discuss how low discrepancy sampling can improve the efficiency of estimating an expectation or integral, which is an important topic in various fields such as high energy physics, Bayesian inference, image rendering, quantitative finance, and uncertainty quantification. The talk will emphasize low discrepancy sampling and its ability to improve the efficiency ofContinue reading “Boosting Numerical Efficiency with Low Discrepancy Sampling: Enhancing Estimation and Integration in Diverse Fields from Fred Hickernell and the QMCPy Library”