Quasi Monte Carlo
Quasi Monte Carlo (QMC) method is a numerical integration method using low-descrepancy sequence. The name comes from Monte Carlo (MC) methods, which is well-known numerical integration method using pseud-random sequence. As MC method, QMC method approximate a integal by summation of the values of integrand at points given by the sequence.
\[\int_{0}^{1} f(x) \ dx \approx \sum_{i=1}^{n} f(x_{i})\]where $f: [0, 1]^{s} \rightarrow \mathbb{R}$ and \(\{x^{i}\} \subset \mathbb{R}^{s}\) is low-descrepancy sequence.