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6. Quasi-Monte Carlo methods
6.1 Principles
Compared with conventional numerical analysis methods, Monte Carlo methods have the great advantage of having a convergence speed in (for a sample of n points), which is independent of the problem's dimension. Nevertheless, there must be sequences of numbers that converge faster, by eliminating the random aspect. This leads to an interest in so-called quasi-Monte Carlo (QMC) methods [16].
These methods approximate
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Quasi-Monte Carlo methods
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