2 papers
math.NA2024
Transport Quasi-Monte Carlo
Sifan Liu
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforw…
stat.CO2023
Langevin Quasi-Monte Carlo
Sifan Liu
Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with…