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
- etics24-rqmc-tutorial-REF.pdf
P. L'Ecuyer,
``Introduction to RQMC methods in simulation: outline, links, and references,'' ETICS 2024.
- etics24-rqmc-tutorial-A.pdf
P. L'Ecuyer,
``Introduction to RQMC methods in simulation, Part A,'' ETICS 2024.
- (A venir) etics24-rqmc-tutorial-B.pdf
P. L'Ecuyer,
``Introduction to RQMC methods in simulation, Part B,'' ETICS 2024.
- etics24-ssj.pdf
P. L'Ecuyer,
``Random Numbers and RQMC Points in SSJ,'' ETICS 2024.
Slides taken from recent related talks on RQMC
- 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.
- 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.
- 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.
- 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
- Page GitHub de SSJ
- Exemples additionnels
- Page GitHub de LatNet Builder