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Colloquium
Seminar information archive ～04/25｜Next seminar｜Future seminars 04/26～
| Organizer(s) | ASUKE Taro, TERADA Itaru, HASEGAWA Ryu, MIYAMOTO Yasuhito (chair) |
|---|---|
| URL | https://www.ms.u-tokyo.ac.jp/seminar/colloquium/index_e.html |
2012/05/25
16:30-17:30 Room #002 (Graduate School of Math. Sci. Bldg.)
Harald Niederreiter (RICAM, Austrian Academy of Sciences)
Quasi-Monte Carlo methods: deterministic is often better than random (ENGLISH)
https://www.ms.u-tokyo.ac.jp/~matumoto/WORKSHOP/workshop2012.html
Harald Niederreiter (RICAM, Austrian Academy of Sciences)
Quasi-Monte Carlo methods: deterministic is often better than random (ENGLISH)
[ Abstract ]
Quasi-Monte Carlo (QMC) methods are deterministic analogs of statistical Monte Carlo methods in computational mathematics. QMC methods employ evenly distributed low-discrepancy sequences instead of the random samples used in Monte Carlo methods. For many types of computational problems, QMC methods are more efficient than Monte Carlo methods. After a general introduction to QMC methods, the talk focuses on the problem of constructing low-discrepancy sequences which has fascinating links with subjects such as finite fields, error-correcting codes, and algebraic curves.
This talk also serves as the first talk of the four lecture series. The other three are on 5/28, 5/29, 5/30, 14:50-16:20 at room 123.
[ Reference URL ]Quasi-Monte Carlo (QMC) methods are deterministic analogs of statistical Monte Carlo methods in computational mathematics. QMC methods employ evenly distributed low-discrepancy sequences instead of the random samples used in Monte Carlo methods. For many types of computational problems, QMC methods are more efficient than Monte Carlo methods. After a general introduction to QMC methods, the talk focuses on the problem of constructing low-discrepancy sequences which has fascinating links with subjects such as finite fields, error-correcting codes, and algebraic curves.
This talk also serves as the first talk of the four lecture series. The other three are on 5/28, 5/29, 5/30, 14:50-16:20 at room 123.
https://www.ms.u-tokyo.ac.jp/~matumoto/WORKSHOP/workshop2012.html
