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Discussion of: \Sequential Quasi-Monte-Carlo Sampling" by Mathieu Gerber and Nicolas Chopin
Mathieu Gerber Nicolas Chopin
2015/8/21
We congratulate Gerber and Chopin for a very interesting paper with much
promise for applications. SQMC is similar to array-RQMC (L'Ecuyer et al.,
2008), in using T sets of N points in [0;1]d
inste...
Other space-lling
curves, such as those due to Sierpinski and Peano, also attain these
rates, while upper bounds for the Lebesgue curve are somewhat worse,
as if the dimension were log2
(3) times...