TOMS659
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A constructive approach to strong tractability using quasi-Monte Carlo algorithms ⋮ The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets ⋮ A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems ⋮ Analysis of variance designs for model output ⋮ Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ Sequential experimental design based generalised ANOVA ⋮ Derivative-free methods for mixed-integer nonsmooth constrained optimization ⋮ Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation ⋮ An algorithm to compute bounds for the star discrepancy ⋮ Numerical quadrature for high-dimensional singular integrals over parallelotopes ⋮ Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels ⋮ Testing the topographical global initialization strategy in the framework of an unconstrained optimization method ⋮ Topographical global initialization for finding all solutions of nonlinear systems with constraints ⋮ Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation ⋮ Monte Carlo integration with quasi-random numbers: Some experience ⋮ An Introduction to Computational Stochastic PDEs ⋮ Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher ⋮ Quasi-Monte Carlo Image Synthesis in a Nutshell ⋮ Quasi-random integration in high dimensions ⋮ Numerical integration of singular integrands using low-discrepancy sequences ⋮ Efficient randomized quasi-Monte Carlo methods for portfolio market risk ⋮ A novel particle swarm niching technique based on extensive vector operations ⋮ Numerical integration in statistical decision-theoretic methods for robust design optimization ⋮ Quasi-Monte-Carlo methods and the dispersion of point sequences ⋮ A variance reducing multiplier for Monte Carlo integrations ⋮ On initial populations of a genetic algorithm for continuous optimization problems ⋮ Studying the effect of using low-discrepancy sequences to initialize population-based optimization algorithms ⋮ An alternative way to compute Fourier amplitude sensitivity test (FAST). ⋮ Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination ⋮ Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index ⋮ Parallel line integral convolution ⋮ Monte Carlo methods for security pricing ⋮ Comparison of Sobol' sequences in financial applications ⋮ A compound trend renewal model for medical/professional liabilities ⋮ Monte Carlo algorithms for evaluating Sobol' sensitivity indices ⋮ Unnamed Item ⋮ Optimization of high-order diagonally-implicit Runge-Kutta methods ⋮ A comparison of two sampling methods for global sensitivity analysis ⋮ Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance. ⋮ Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Generation of space-filling uniform designs in unit hypercubes ⋮ Quasi-Monte Carlo for highly structured generalised response models ⋮ Recent trends in random number and random vector generation ⋮ A new measure of irregularity of distribution ⋮ Quasi-Monte Carlo method in population genetics parameter estimation ⋮ A semi-analytical framework for structural reliability analysis ⋮ Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model ⋮ Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis ⋮ Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics ⋮ Space-time adaptive finite difference method for European multi-asset options ⋮ Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing ⋮ On global optimization using interval arithmetic ⋮ Simulation and optimization approaches to scenario tree generation ⋮ Support points ⋮ On the comparison of initialisation strategies in differential evolution for large scale optimisation ⋮ Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch ⋮ Quasi-Monte Carlo methods for lattice systems: a first look ⋮ Generating inverse Gaussian random variates by approximation ⋮ A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind ⋮ Maximin design on non hypercube domains and kernel interpolation ⋮ Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Designing a computer experiment that involves switches ⋮ Verifying reification with application to a rainfall-runoff computer simulator ⋮ Quasi-random initial population for genetic algorithms ⋮ Constructing Sobol Sequences with Better Two-Dimensional Projections ⋮ Numerical maximum log likelihood estimation for generalized lambda distributions ⋮ Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior ⋮ Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys ⋮ A study on algorithms for optimization of Latin hypercubes ⋮ Implementing de-biased estimators using mixed sequences ⋮ Parallel quasirandom number generations for heterogeneous computing environments ⋮ Tuning the Generation of Sobol Sequence with Owen Scrambling ⋮ Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers ⋮ A surrogate based multi-fidelity approach for robust design optimization ⋮ Irreducible Sobol’ sequences in prime power bases ⋮ An aspect of optimal regression design for LSMC ⋮ Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model ⋮ Numerical integration in logistic-normal models ⋮ Time series simulation with quasi-Monte-Carlo methods ⋮ An efficient implementation of a least squares Monte Carlo method for valuing American-style options ⋮ Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation ⋮ On improving the least squares Monte Carlo option valuation method ⋮ Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models ⋮ Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis ⋮ Novel algorithms for fast statistical analysis of scaled circuits ⋮ Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models ⋮ Loading and injection of Maxwellian distributions in particle simulations ⋮ Market makers activity: behavioural and agent based approach ⋮ A computational investigation of the optimal Halton sequence in QMC applications ⋮ MOAQ and ant-Q algorithm for multiple objective optimization problems ⋮ Quasi-Monte Carlo methods for linear two-stage stochastic programming problems ⋮ Determinantal Point Processes for Machine Learning ⋮ Using Emulators to Estimate Uncertainty in Complex Models ⋮ Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces ⋮ Multiscale modelling and material design of woven textiles using Gaussian processes ⋮ Adaptive random search in quasi-Monte Carlo methods for global optimization ⋮ Random and quasirandom sequences: Numerical estimates of uniformity of distribution
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