Discrepancy Function: Estimation and Applications

In course

Description

This lecture covers the concept of discrepancy function estimation and its applications in various fields. Starting with the basics of Monte Carlo methods, the instructor explains the idea behind constructing estimators and introduces the Quasi Monte Carlo method. The lecture then delves into the construction of discrepancy functions and their significance in generating new sets with low discrepancy. Examples of point sets and lattice structures are discussed to illustrate the practical implications of discrepancy functions.

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Official source

https://mediaspace.epfl.ch/media/0_qn2htj9g

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