Lecture

Stochastic Simulation: Uncertainty Quantification

Description

This lecture covers the mathematical and algorithmic aspects of uncertainty quantification, focusing on Quasi Monte Carlo methods, crude Monte Carlo, and discrepancy measures. It explains how to approximate integrals using equal weight cubature formulas and discusses applications in estimating volumes and discrepancy functions.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.