Parallel Quasi-Monte Carlo Integration Using (t, s)-Sequences
نویسندگان
چکیده
Currently, the most eeective constructions of low-discrepancy point sets and sequences are based on the theory of (t; m; s)-nets and (t; s)-sequences. In this work we discuss parallelization techniques for quasi-Monte Carlo integration using (t; s)-sequences. We show that leapfrog parallelization may be very dangerous whereas block-based paral-lelization turns out to be robust.
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1 Florida State University, Department of Computer Science, Tallahassee, FL 32306-4530, USA 2 Bulgarian Academy of Sciences, Central Laboratory for Parallel Processing, 1113 Sofia, Bulgaria Abstract The convergence of Monte Carlo methods for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers known as quasirandom numbers (...
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