The quasi-monte-carlo tag has no wiki summary.
19
votes
5answers
757 views
Fake uniform random numbers: More evenly distributed than true uniform data
I'm looking for a way to generate random numbers that appear to be uniform distributed -- and every test will show them to be uniform -- except that they are more evenly distributed than true uniform ...
1
vote
1answer
95 views
Do quasi random number generators sample only uniform distribution?
From Wikipedia
quasi-Monte Carlo method is a method for numerical integration and
solving some other problems using low-discrepancy sequences (also
called quasi-random sequences or sub-random ...
8
votes
2answers
376 views
Solving a simple integral equation by random sampling
Let $f$ be a nonnegative function. I am interested in finding $z \in [0,1]$ such that
$$ \int_0^{z} f(x)\,dx = \frac{1}{2}\int_0^1 f(x)\,dx$$ The caveat: all I can do is sample $f$ at points in ...
9
votes
2answers
199 views
How to estimate the accuracy of an integral?
An extremely common situation in computer graphics is that the colour of some pixel is equal to the integral of some real-valued function. Often the function is too complicated to solve analytically, ...
2
votes
1answer
249 views
Increase the sample size of a Latin Hypercube study?
I want to create a climate model ensemble, testing 5 parameters (real, uniformly distributed between two values), using a latin hypercube approach. The problem is that I'm not sure how many ...
1
vote
1answer
455 views
Orthogonal sampling, latin hypercubes and low discrepancy sequences
What is the difference between each of them?
this wiki page - http://en.wikipedia.org/wiki/Latin_hypercube_sampling says that:
"In Orthogonal Sampling, the sample space is divided into equally ...
