P
Pierre l'Ecuyer
Publications - 1
Pierre l'Ecuyer is an academic researcher. The author has co-authored 1 publications.
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Journal Article
Comment on "Sequential Quasi-Monte Carlo Sampling"
TL;DR: In this article, Gerber and Chopin combine SMC with RQMC to accelerate the convergence rate of the array-RQMC method, achieving O(N −1/2) convergence rate.