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aquarin
on Nov 23, 2020
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It is high time we let go of the Mersenne Twister ...
PRNG are used for MC in both finance and physics.
pvitz
on Nov 26, 2020
[–]
I agree, but I wrote "good engines". If one can choose between convergence with 1/N over 1/sqrt(N), the choice shouldn't be difficult especially in real-time systems.
jacobolus
on Nov 27, 2020
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Try
http://extremelearning.com.au/unreasonable-effectiveness-of-...
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