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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concept of low-discrepancy point sets in stochastic simulation, focusing on quantifying the discrepancy of a given family of point sets. The instructor explains how to determine if a point set has low-discrepancy and provides examples of regular lattices and their discrepancies. Various algorithms for constructing low-discrepancy point sets are discussed, along with the unbiased estimators and confidence intervals associated with them.