25 citations · 48 across the 10 of their papers we have counts for
3 papers · 1 filter
Policy Learning and Evaluation with Randomized Quasi-Monte Carlo
Sebastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen +2
Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytica…
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
Takashi Goda, Pierre L'Ecuyer
We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new constructio…
clrng: A tool set for parallel random numbergeneration on GPUs in R
Ruoyong Xu, Patrick Brown, Pierre L'Ecuyer
We introduce the R package clrng which leverages the gpuR package and is able to generate random numbers in parallel on a Graphics Processing Unit (GPU) with the clRNG (OpenCL) lib…