PyData Chicago August Meetup - Shared screen with speaker view
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Is the advantage (lower cost) of QMC over MC dependent on the fact that you're sampling from a uniform distribution? I would guess that the cost benefit wouldn't be as good if the distribution wasn't uniform... right?
Aleksei will show a case where the measure is not uniform. You do a transform from uniform to the pdf that you want. If you can’t, that could be a problem.
@Rebecca can’t speak for the speaker, but the idea is that you aren’t sampling at all when you use quasi-random number generators. This eliminates the sampling noise. (I got to use some low-discrepancy stuff back when I did research and had a great experience!)
Thanks Fred & Raman!
Thanks for the talk :)
Can we get the recording link?
Thank you so much, this was so informative!
This was really cool and I hope to put it to use someday!