Quasi-Monte Carlo integration is a method of numerical integration that operates in the same way as Monte Carlo integration, but instead uses sequences of quasirandom numbers to compute the integral. Quasirandom numbers are generated algorithmically by computer, and are similar to pseudorandom numbers while having the additional important property of being deterministically chosen based on equidistributed sequences in order to minimize errors.

cubature | Monte Carlo integration | numerical integration | quasi-Monte Carlo method | quasirandom number