I having a look at how to calculate using PC a multivariable integrals.
I am reading about the Quasi Montecarlo methods using the following
- (t, m, s)-Nets and (t, s)-Sequences
- Faure sequences
My readings are pdf and various tutorial produced during year 2005.
Do you know if these methods are still used and effective or if I should focus my efforts to new and improved techniques?
I have a problem of about 20 variables and I would like to use C++.
Thanks a lot
AFG