Golden integration
( go to the article → https://www.johndcook.com/blog/2023/04/29/golden-integration/ )
Let φ be the golden ratio. The fractional parts of nφ bounce around in the unit interval in a sort of random way. Technically, the sequence is quasi-random. Quasi-random sequences are like random sequences but better in the sense that they explore a space more efficiently than random sequences. For this reason, Monte Carlo integration […]
The post Golden integration first appeared on John D. Cook.
April 29, 2023, 2:56 p.m.
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