Introduction to RQMC methods in simulation
Slides for ETICS 2024

Web site of Pierre L'Ecuyer

This page gives links to the slides used for my presentations on randomized quasi-Monte Carlo (RQMC) methods in simulation at the ETICS 2024 summer school in Saissac, in September 2024.

Slides made specifically for ETICS 2024

  1. etics24-rqmc-tutorial-REF.pdf P. L'Ecuyer, ``Introduction to RQMC methods in simulation: outline, links, and references,'' ETICS 2024.
  2. etics24-rqmc-tutorial-A.pdf P. L'Ecuyer, ``Introduction to RQMC methods in simulation, Part A,'' ETICS 2024.
  3. (A venir) etics24-rqmc-tutorial-B.pdf P. L'Ecuyer, ``Introduction to RQMC methods in simulation, Part B,'' ETICS 2024.
  4. etics24-ssj.pdf P. L'Ecuyer, ``Random Numbers and RQMC Points in SSJ,'' ETICS 2024.

Slides taken from recent related talks on RQMC

  1. Euro24-cirqmc.pdf P. L'Ecuyer, M. K. Nakayama, A. B. Owen, B. Tuffin, ``Confidence Intervals for Randomized Quasi-Monte Carlo Estimators'', EURO Conference, Copenhagen, July 2024.
  2. iciam2023density-talk.pdf P. L'Ecuyer, ``Density estimation by Monte Carlo and quasi-Monte Carlo,'' International Conference on Industrial and Applied Mathematics (ISIAM), Tokyo, Japan, August 2023.
  3. MCM19-tau-leaping-arrayRQMC.pdf F. Puchhammer, A. Ben Abdellah, P. L'Ecuyer,, ``Variance reduction for chemical reaction networks with Array-RQMC,'' MCM 2019 Conference, Sydney, July 2019.
  4. Array-rqmc, Stanford, Janv 2017 P. L'Ecuyer, ``Supercanonical Convergence rates in Quasi-Monte Carlo Simulation of Markov Chains'', Stanford University, January 2017.

GitHub Pages for ETICS 2024

  1. Page GitHub de SSJ
  2. Exemples additionnels
  3. Page GitHub de LatNet Builder