quasi-random sequence

См. также в других словарях:

• Quasi-Monte Carlo method — In numerical analysis, a quasi Monte Carlo method is a method for the computation of an integral (or some other problem) that is based on low discrepancy sequences. This is in contrast to a regular Monte Carlo method, which is based on sequences… …   Wikipedia

• Quasi-Monte Carlo methods in finance — High dimensional integrals in hundreds or thousands of variables occur commonly in finance. These integrals have to be computed numerically to within a threshold epsilon. If the integral is of dimension d then in the worst case, where one has a… …   Wikipedia

• Random access machine — In computer science, random access machine (RAM) is an abstract machine in the general class of register machines. The RAM is very similar to the counter machine but with the added capability of indirect addressing of its registers. Like the… …   Wikipedia

• Low-discrepancy sequence — In mathematics, a low discrepancy sequence is a sequence with the property that for all values of N , its subsequence x 1, ..., x N has a low discrepancy.Roughly speaking, the discrepancy of a sequence is low if the number of points in the… …   Wikipedia

• Halton sequence — In statistics, Halton sequences are sequences used to generate points in space for numerical methods such as Monte Carlo simulations. Although these sequences are deterministic they are of low discrepancy, that is, appear to be random for many… …   Wikipedia

• Conditional random field — A conditional random field (CRF) is a statistical modelling method often applied in pattern recognition. More specifically it is a type of discriminative undirected probabilistic graphical model. It is used to encode known relationships between… …   Wikipedia

• Conditional Random Field — Ein Conditional Random Field (CRF) ist ein ungerichtetes graphisches Modell. Oft werden CRFs zum Taggen von sequentiellen Daten verwendet. Das bedeutet, das CRF erhält eine Sequenz X als Eingabe und gibt eine gleichlange Sequenz Y aus. Im… …   Deutsch Wikipedia

• Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

• Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …   Wikipedia

• Cryptographically secure pseudorandom number generator — A cryptographically secure pseudo random number generator (CSPRNG) is a pseudo random number generator (PRNG) with properties that make it suitable for use in cryptography. Many aspects of cryptography require random numbers, for example: Key… …   Wikipedia

• Pseudorandom number generator — A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG),[1] is an algorithm for generating a sequence of numbers that approximates the properties of random numbers. The sequence is not truly random in… …   Wikipedia