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Record W2158000635 · doi:10.5555/1030818.1030832

Quasi-Monte Carlo methods for simulation

2003· article· en· W2158000635 on OpenAlexaff
Pierre L’Ecuyer

Bibliographic record

VenueWinter Simulation Conference · 2003
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsMonte Carlo methodComputer scienceHypercubeQuasi-Monte Carlo methodStatistical physicsMonte Carlo method in statistical physicsRange (aeronautics)Monte Carlo molecular modelingHybrid Monte CarloKey (lock)Perspective (graphical)Applied mathematicsMathematical optimizationMarkov chain Monte CarloMathematicsArtificial intelligencePhysicsEngineeringStatistics

Abstract

fetched live from OpenAlex

Quasi-Monte Carlo (QMC) methods are numerical techniques for estimating large-dimensional integrals, usually over the unit hypercube. They can be applied, at least in principle, to any simulation whose aim is to estimate a mathematical expectation. This covers a very wide range of applications.In this paper, we review some of the key ideas of quasi-Monte Carlo methods from a broad perspective, with emphasis on some recent results. We visit lattice rules in different types of spaces and make the connections between these rules and digital nets, thus covering the two most widely used QMC methods.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.014
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.012
Threshold uncertainty score0.040

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.014
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0010.003
Scholarly communication0.0030.003
Open science0.0030.002
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0120.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.192
GPT teacher head0.466
Teacher spread0.275 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2003
Admission routes1
Has abstractyes

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