Algorithm 647
From MaRDI portal
Cited in
(60)- The Problem of Dimensionality in Stratified Sampling
- On the optimal Halton sequence
- Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
- scientific article; zbMATH DE number 4082826 (Why is no real title available?)
- Randomized Halton sequences
- scientific article; zbMATH DE number 1390121 (Why is no real title available?)
- An Efficient Sampling Technique for Off-Line Quality Control
- A computational investigation of the optimal Halton sequence in QMC applications
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
- An algorithm for generating low discrepancy sequences on vector computers
- Generating parallel quasirandom sequences via randomization
- Reduced-order modeling of parameterized PDEs using time-space-parameter principal component analysis
- On numerical approximation of electrostatic energy in 3D
- Continuous approximation schemes for stochastic programs
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
- Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- Fast, portable, and reliable algorithm for the calculation of Halton numbers
- The new scramble for Faure sequence based on irrational numbers
- High-dimensional integration: The quasi-Monte Carlo way
- Quasi-Monte Carlo mesh-free integration for meshless weak formulations
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Estimation of the Generalized Lambda Distribution Parameters for Grouped Data
- scientific article; zbMATH DE number 1390116 (Why is no real title available?)
- scientific article; zbMATH DE number 1728308 (Why is no real title available?)
- EVPI
- SPECTRE
- Algorithm 823
- TOMS659
- CUBTRI
- AS 183
- RANRTH
- rhalton
- OApackage
- QMC4PDE
- sobol.cc
- Latin Hypercube Sampling
- scientific article; zbMATH DE number 1103058 (Why is no real title available?)
- scientific article; zbMATH DE number 1402569 (Why is no real title available?)
- Algorithm 247
- Computational investigations of scrambled Faure sequences
- scientific article; zbMATH DE number 1246221 (Why is no real title available?)
- Epi-convergent discretizations of stochastic programs via integration quadratures
- Monte Carlo modelling of imperfections in two-dimensional photonic crystals
- Implementation and tests of low-discrepancy sequences
- Remark on algorithm 659
- Modeling uncertainty. An examination of stochastic theory, methods, and applications
- Recent trends in random number and random vector generation
- Novel algorithms for fast statistical analysis of scaled circuits
- INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
- Applications of randomized low discrepancy sequences to the valuation of complex securities
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
- Uncertainty quantification and predictive computational science. A foundation for physical scientists and engineers
- Variance reduction in sample approximations of stochastic programs
- scientific article; zbMATH DE number 1438352 (Why is no real title available?)
- Hybridization of a multi-objective genetic algorithm, a neural network and a classical optimizer for a complex design problem in fluid dynamics
- scientific article; zbMATH DE number 4213311 (Why is no real title available?)
- A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
- Quasi-Monte-Carlo methods and the dispersion of point sequences
- Quasi-Monte Carlo Methods in Numerical Finance
This page was built for software: Algorithm 647