3min chapter

Quantcast – a Risk.net Cutting Edge podcast cover image

Antonov and Piterbarg – 22/11/22

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

Generalized Stochastic Sampling in Multi-Dimensional Space

The first is called generalized stochastic sampling. The centers of these Bells are situated, which is very importantly in a randomly distributed points. So this is actually the key of this basis to come up with a high dimensional problems. Monte Carlo integration is more efficient and the only available method in multi-dimensional space.

00:00

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode