Algorithm 823
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Software:16645
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Related Items (37)
Unnamed Item ⋮ Quasi-random numbers for copula models ⋮ Generating parallel quasirandom sequences via randomization ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ Grid-based Quasi-Monte Carlo Applications ⋮ An empirical analysis of scenario generation methods for stochastic optimization ⋮ Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling ⋮ Improving simulated annealing through derandomization ⋮ Discrepancy behaviour in the non-asymptotic regime ⋮ Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods ⋮ Dependence properties of scrambled Halton sequences ⋮ Comparison of Sobol' sequences in financial applications ⋮ Unnamed Item ⋮ Evaluating nearly singular multinormal expectations with application to wave distributions ⋮ Reliable error estimation for Sobol' indices ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Generation of space-filling uniform designs in unit hypercubes ⋮ Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics ⋮ Combination of General Antithetic Transformations and Control Variables ⋮ Unnamed Item ⋮ Hybrid method for the chemical master equation ⋮ Randomized quasi-Monte Carlo methods in pricing securities ⋮ On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo ⋮ A hierarchy of approximations of the master equation scaled by a size parameter ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Silver mean conjectures for 15-dimensional volumes and 14-dimensional hyperareas of the separable two-qubit systems ⋮ Error trends in quasi-Monte Carlo integration ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ On the dependence structure and quality of scrambled \((t,m,s)\)-nets ⋮ Unnamed Item ⋮ Parallel quasirandom number generations for heterogeneous computing environments ⋮ Tuning the Generation of Sobol Sequence with Owen Scrambling ⋮ Computation of multivariate normal and \(t\) probabilities ⋮ Novel algorithms for fast statistical analysis of scaled circuits ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences ⋮ Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models ⋮ The discrepancy and gain coefficients of scrambled digital nets.
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