[PDF] Top 20 QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND

... derivatives, and then indicates alternative settings, such as non-Hilbert spaces, that can sometimes be more ...include the extension of the fast component-by-component (CBC) construction of lattice ... Voir le document complet

... Schwab and I. H. Sloan, “Quasi Monte-Carlo methods for high-dimensional integration: The standard (weighted Hilbert space) setting ... Voir le document complet

... Mathematics and Statistics, University of New South Wales, Sydney NSW 2052, Australia; e-mail: ...Seminar for Applied Mathematics, ETH Z¨urich, ETH Zentrum, HG ... Voir le document complet

... close the gap between the RMSE of SF with 512 rays and that of the other methods depends on the rate of convergence for the given configuration: scene, sampling ... Voir le document complet

... low-discrepancy and quasi-random se- quences lie in the ancient field of Diophantine Approxima- tion – the theory of approximating sets of real numbers by rational ones, especially in its ... Voir le document complet

... results for high dimensional sam- pling In this section, we focus on the problem of controlling the approximation error of a sam- pling ...in the sequel. The choice of a ... Voir le document complet

... LLNL Monte Carlo Transport Research E fforts for Advanced Computing Archi- ...Computational Methods Applied to Nuclear Science & Engineering, Jeju, ... Voir le document complet

... deviational Monte Carlo methods for phonon transport calculations Jean-Philippe ...P´eraud and Nicolas ...In the field of linear transport, adjoint formulations exploit linearity ... Voir le document complet

... address the problem of tracking an unknown and time varying number of targets and their states from noisy observa- tions available at discrete intervals of ...on the role of simulation-based ... Voir le document complet

... reflects the fact that these two particular dates are close to the extreme ...cases. For March 21 st at noon, there is nearly no optical losses (blocking, shading and spillage phenomena) ... Voir le document complet

... the seed node for the Personalized PageRank is the article Jim Jackson (ice hockey), in Table 2 the seed node is the article Jim Jackson (sportscaster), and in Table 3 ... Voir le document complet

... translation and rotation: [γ(F )](p) := F σ −1 (p − τ )
. Unfortunately, the analysis in Section 3 does not apply to this con- text because we assumed that the group is ...over the results, ... Voir le document complet

... of the rays and still have unbiased estimators. Finally, the angular symmetry of the problem, allows us to replicate observed rays by applying ...account and named the resulting ... Voir le document complet

... shielding and reactor physics, the adjoint approach might yield faster and more accurate answers than the regular forward Monte Carlo approach ...when the detector is ... Voir le document complet

... Monte Carlo (MCMC) methods have drawn con- siderable attention. The idea of Markov chain simulation is to simulate a Markov process of the parameter vector which converges to the ... Voir le document complet

... is the local diffusion constant directly proportional to the algorithm’s ...of the method, and carefully ana- lyzed the autocorrelation function of the orientational order ... Voir le document complet

... investigate the effects of a cloudy atmosphere having 3D spatial heterogeneities un- der a multiple-scattering regime on HSR lidar and Doppler data by using McRALI-FR ...of the simplest shapes of ... Voir le document complet

... Dans l’équation (3.2), on peut voir que si la somme des covariances est négative, alors on obtient une réduction de la variance par rapport à l’estimateur Monte Carlo standard. On veut m[r] ... Voir le document complet

... Let the base mea- sure have density ω(x) = (1 − x) 4 (1 + x), and let N = ...be the orthonormal polynomials in L 2 (µ), that is, deg(φ k ) = k for all k ≥ 0, the leading coefficient of ... Voir le document complet

... these methods can be very effective in estimating the coefficients, these meth- ods usually require that the objective function be ...those methods which require weaker or even no conditions ... Voir le document complet