Jia-Heng Chen

A Simpler Analysis of the Bansal-Jiang Quasi Monte-Carlo Algorithm via Haar Wavelets

Numerical integration---approximating the integral of a function $f$ using $n$ point evaluations---is a central task in science and engineering. The two main paradigms for this problem, the Monte Carlo and quasi-Monte Carlo methods, have distinct strengths and limitations, and a fundamental question is to design a meth...