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When Random Numbers Are Too Random: Low Discrepancy Sequences

3 pointsby Atrix256almost 8 years ago

1 comment

gwernalmost 8 years ago
Particularly useful for <a href="https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Quasi-Monte_Carlo_method" rel="nofollow">https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Quasi-Monte_Carlo_method</a> - O(1&#x2F;n) convergence rather than O(n^-0.5).