Pages that link to "Item:Q2518249"
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The following pages link to Monte Carlo and quasi-Monte Carlo sampling (Q2518249):
Displayed 50 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Quasi-Monte Carlo integration using digital nets with antithetics (Q273389) (← links)
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- On the lower bound of the discrepancy of \((t, s)\) sequences. I (Q282846) (← links)
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- New star discrepancy bounds for \((t,m,s)\)-nets and \((t,s)\)-sequences (Q372815) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- A construction of digital \((0,s)\)-sequences involving finite-row generator matrices (Q413562) (← links)
- Using the continuous price as control variate for discretely monitored options (Q433633) (← links)
- Tractability using periodized generalized Faure sequences (Q478997) (← links)
- Efficient simulation of (\(\log\))normal random fields for hydrogeological applications (Q500748) (← links)
- On an example of finite hybrid quasi-Monte Carlo point sets (Q691031) (← links)
- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations (Q830465) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data (Q830615) (← links)
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules (Q898073) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Model selection via Bayesian information capacity designs for generalised linear models (Q1658158) (← links)
- Monte Carlo efficiency improvement by multiple sampling of conditioned integration variables (Q1674649) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Reliable error estimation for Sobol' indices (Q1704013) (← links)
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm (Q1715796) (← links)
- Identification of elastic properties in the belief function framework (Q1726234) (← links)
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise (Q1753578) (← links)
- The generalized and modified Halton sequences in Cantor bases (Q1757397) (← links)
- Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation (Q1790387) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- Implementation of irreducible Sobol' sequences in prime power bases (Q1997553) (← links)
- Computer experiments: a review (Q2006874) (← links)
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets (Q2031301) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- System reliability analyses of static and dynamic structures via direct probability integral method (Q2060171) (← links)
- Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models (Q2080366) (← links)
- Huff-n-Puff (HNP) design for shale reservoirs using local dual-porosity, dual-permeability compositional simulation (Q2085064) (← links)
- A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
- Computing statistical divergences with sigma points (Q2117925) (← links)
- Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
- Lattice meets lattice: application of lattice cubature to models in lattice gauge theory (Q2132606) (← links)
- Multi-fidelity design optimisation strategy under uncertainty with limited computational budget (Q2139153) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Image analysis for patterns in solutions of reaction-diffusion equations (Q2151615) (← links)
- Sensitivity analysis methods in the biomedical sciences (Q2173061) (← links)
- A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo (Q2222057) (← links)
- Recent constructions of low-discrepancy sequences (Q2229031) (← links)
- On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators (Q2229848) (← links)
- Optimising Poisson bridge constructions for variance reduction methods (Q2239250) (← links)
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
- Using rngstreams for parallel random number generation in C++ and R (Q2259788) (← links)
- Approximating concept stability using variance reduction techniques (Q2286394) (← links)
- A survey on kriging-based infill algorithms for multiobjective simulation optimization (Q2289950) (← links)