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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Sequential Quasi-Monte Carlo

## Sequential Quasi-Monte CarloAdd to your list(s) Download to your calendar using vCal - Chopin, N (Centre de Recherche en conomie et Statistique (CREST))
- Tuesday 22 April 2014, 10:30-11:05
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Advanced Monte Carlo Methods for Complex Inference Problems Co-author: Mathieu Gerber (Universit de Lausanne and CREST ) We develop a new class of algorithms, SQMC (Sequential Quasi-Monte Carlo), as a variant of SMC (Sequential Monte Carlo) based on low-discrepancy points. The complexity of SQMC is O(Nlog N), where N is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate O(N This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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