Pages that link to "Item:Q3114648"
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The following pages link to Variance Reduction via Lattice Rules (Q3114648):
Displayed 44 items.
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design (Q340870) (← links)
- Variance bounds and existence results for randomly shifted lattice rules (Q421840) (← links)
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032) (← links)
- Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations (Q830465) (← links)
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach (Q843729) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- Combined generators with components from different families (Q1873044) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- Discrepancy of stratified samples from partitions of the unit cube (Q2031030) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- On the effective dimension and multilevel Monte Carlo (Q2157920) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Negative association, ordering and convergence of resampling methods (Q2313285) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Searching for extensible Korobov rules (Q2465292) (← links)
- Exact sampling with highly uniform point sets (Q2473094) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions (Q2489151) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- Efficient lattice assessment for LCG and GLP parameter searches (Q4529715) (← links)
- Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives (Q4629327) (← links)
- Tensor Algorithms for Advanced Sensitivity Metrics (Q4689171) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
- On Figures of Merit for Randomly-Shifted Lattice Rules (Q5326103) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- Preintegration via Active Subspace (Q5886240) (← links)
- On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo (Q5886241) (← links)
- On selection criteria for lattice rules and other quasi-Monte Carlo point sets (Q5938372) (← links)
- A Tool for Custom Construction of QMC and RQMC Point Sets (Q6154305) (← links)
- On Dropping the First Sobol’ Point (Q6154306) (← links)