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Thursday, September 1st, 2005

Quasi-Monte Carlo Metropolis algorithm

According to the PNAS Journal (a favorite of Berkely Groks), the quasi-Monte Carlo Metropolis algorithm can get your results much quicker if your MC problem happens to fit their conditions: it has to be “completely uniformly distributed” (CUD). If you have a CUD problem, PNAS can solve it (those of your giggling at this are immature).

Thanks to my friend Sotos for pointing this one out.

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