Quasi-Monte Carlo: structure in the randomness for better sampling

Add to your list(s) Download to your calendar using vCal

• Isaac Reid, University of Cambridge
• Wednesday 18 October 2023, 11:00-12:30
• Cambridge University Engineering Department, CBL Seminar room BE4-38..

If you have a question about this talk, please contact Isaac Reid.

Quasi-Monte Carlo (QMC) sampling is well-established as a universal tool to improve the convergence of MC methods, improving the concentration properties of estimators by using low-discrepancy samples to reduce integration error. They replace i.i.d. samples with a correlated ensemble, carefully constructed to be more ‘diverse’ and hence improve approximation quality. In this reading group we will discuss both traditional QMC schemes for approximating integrals R^d and recently-proposed counterparts for discrete space, teasing out their common themes as we progress towards a general recipe for more efficient sampling.

This talk is part of the Machine Learning Reading Group @ CUED series.

This talk is included in these lists:

• All Talks (aka the CURE list)
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge University Engineering Department Talks
• Cambridge University Engineering Department, CBL Seminar room BE4-38.
• Cambridge talks
• Centre for Smart Infrastructure & Construction
• Chris Davis' list
• Computational Continuum Mechanics Group Seminars
• Featured lists
• Guy Emerson's list
• Hanchen DaDaDash
• Inference Group Journal Clubs
• Inference Group Summary
• Information Engineering Division seminar list
• Interested Talks
• ML
• Machine Learning Reading Group
• Machine Learning Reading Group @ CUED
• Machine Learning Summary
• Quantum Matter Journal Club
• Required lists for MLG
• School of Technology
• Simon Baker's List
• TQS Journal Clubs
• Trust & Technology Initiative - interesting events
• bld31
• custom
• ndk22's list
• ob366-ai4er
• rp587
• yk373's list

Note that ex-directory lists are not shown.