- Vivi Padova
- Il Bo
Seminario di probabilità
Giovedì 18 Giugno 2015 alle ore 12:00 in Aula 2BC30, Piero Foscari terrà un seminario dal titolo "Quasi Monte Carlo methods - Low discrepancy sets and sequences for approximation and integration".
This talk reviews a broad class of techniques to distribute points according to a uniform density in high dimensions. This can often be a deterministic alternative to Monte Carlo methods to improve speed of convergence for numerical integration, as well as providing a basis for efficient approximation. Research spans various decades and is seeing renewed interest lately together with new applications. Examples in financial modeling and a comparison to optimal quantization will be presented.