Pages that link to "Item:Q92176"
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The following pages link to Constructing Sobol Sequences with Better Two-Dimensional Projections (Q92176):
Displayed 50 items.
- sobol.cc (Q51726) (← links)
- spacefillr (Q92184) (← links)
- SobolSequence (Q153714) (← links)
- Numerical quadrature for high-dimensional singular integrals over parallelotopes (Q316195) (← links)
- A search for extensible low-WAFOM point sets (Q350301) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- Iterative construction of replicated designs based on Sobol' sequences (Q501872) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM (Q1643374) (← links)
- Reliable error estimation for Sobol' indices (Q1704013) (← links)
- Implementation of irreducible Sobol' sequences in prime power bases (Q1997553) (← links)
- Systematic sensor placement for structural anomaly detection in the absence of damaged states (Q2021134) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- Linearization of McCormick relaxations and hybridization with the auxiliary variable method (Q2046304) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation (Q2079620) (← links)
- Propagation of uncertainties in density-driven flow (Q2091293) (← links)
- Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions (Q2121499) (← links)
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis (Q2121622) (← links)
- Physics-informed distribution transformers via molecular dynamics and deep neural networks (Q2168329) (← links)
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability (Q2176414) (← links)
- Covering of high-dimensional cubes and quantization (Q2225655) (← links)
- Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling (Q2231105) (← links)
- A quasi-Monte Carlo data compression algorithm for machine learning (Q2238850) (← links)
- An aspect of optimal regression design for LSMC (Q2293277) (← links)
- An algorithm to compute the \(t\)-value of a digital net and of its projections (Q2297127) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- The nonzero gain coefficients of Sobol's sequences are always powers of two (Q2685064) (← links)
- Irreducible Sobol’ sequences in prime power bases (Q2804252) (← links)
- Automatic evaluations of cross-derivatives (Q2862529) (← links)
- Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)
- QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (Q2895760) (← links)
- Quasi-Monte Carlo Image Synthesis in a Nutshell (Q2926216) (← links)
- Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217) (← links)
- Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC (Q2957028) (← links)
- Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions (Q3005816) (← links)
- Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences (Q3075263) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- High-performance financial simulation using randomized quasi-Monte Carlo methods (Q4619507) (← links)
- A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- (Q5053263) (← links)