Algorithm 659
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- Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
- Remark on algorithm 659
- scientific article; zbMATH DE number 1969616
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Cited in
(only showing first 100 items - show all)- Smooth supersaturated models
- Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics
- On Dropping the First Sobol’ Point
- Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
- On the comparison of initialisation strategies in differential evolution for large scale optimisation
- Quantifying uncertainties on excursion sets under a Gaussian random field prior
- An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals
- Designing a computer experiment that involves switches
- Monte Carlo method for numerical integration based on Sobol's sequences
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
- Stable approximation of Helmholtz solutions in the disk by evanescent plane waves
- scientific article; zbMATH DE number 1950388 (Why is no real title available?)
- Analysis of variance designs for model output
- Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
- Quasi-Monte Carlo method in population genetics parameter estimation
- Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
- Output probability distribution estimation of stochastic static and dynamic systems using Laplace transform and maximum entropy
- Dimension reduction for quasi-Monte Carlo methods via quadratic regression
- A study on algorithms for optimization of Latin hypercubes
- Quasi-Monte Carlo for highly structured generalised response models
- Advanced biased stochastic approaches based on modified sobol sequences for the Fredholm integral equation
- Implementation of a random number generator in OCCAM
- Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis
- Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
- Challenges in developing great quasi-Monte Carlo software
- Optimization under uncertainty using the generalized inverse distribution function
- Irreducible Sobol' sequences in prime power bases
- Pricing Discrete Dynamic Fund Protections
- The new scramble for Faure sequence based on irrational numbers
- Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- A surrogate based multi-fidelity approach for robust design optimization
- An algorithm to compute bounds for the star discrepancy
- Monte Carlo methods for security pricing
- Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Isovolumetric adaptations to space-filling design of experiments
- A novel particle swarm niching technique based on extensive vector operations
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Quasi-Random Sampling Importance Resampling
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Approximating distributions by extended generalized lambda distribution (XGLD)
- Implementing de-biased estimators using mixed sequences
- Generation of space-filling uniform designs in unit hypercubes
- Simulation and optimization approaches to scenario tree generation
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
- Numerical integration in logistic-normal models
- The distribution of the discrepancy of scrambled digital (t,m,s)-nets
- Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
- A comparison of two sampling methods for global sensitivity analysis
- Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation
- Quantum-critical properties of the one- and two-dimensional random transverse-field Ising model from large-scale quantum Monte Carlo simulations
- Quasi-random initial population for genetic algorithms
- Verifying reification with application to a rainfall-runoff computer simulator
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- Quasi-Monte Carlo methods for lattice systems: a first look
- Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
- TOMS659
- On initial populations of a genetic algorithm for continuous optimization problems
- Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- Solving ALM problems via sequential stochastic programming
- Sensitivity measures,anova-like Techniques and the use of bootstrap
- Efficient maximin distance designs for experiments in mixtures
- Generating inverse Gaussian random variates by approximation
- Functional-input Gaussian processes with applications to inverse scattering problems
- A semi-analytical framework for structural reliability analysis
- Monte Carlo integration with quasi-random numbers: Some experience
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- Numerical maximum log likelihood estimation for generalized lambda distributions
- On improving the least squares Monte Carlo option valuation method
- Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
- Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
- MCMC methods for inference in a mathematical model of pulmonary circulation
- Quasi-random integration in high dimensions
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
- Loading and injection of Maxwellian distributions in particle simulations
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- Advanced Monte Carlo optimizations for multidimensional European style options
- A new measure of irregularity of distribution
- Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
- Topographical global initialization for finding all solutions of nonlinear systems with constraints
- Remark on algorithm 659
- Cuba -- a library for multidimensional numerical integration
- On the crude multidimensional search
- On global optimization using interval arithmetic
- A variance reducing multiplier for Monte Carlo integrations
- Stochastic dynamic analysis of composite plates in thermal environments using nonlinear autoregressive model with exogenous input in polynomial chaos expansion surrogate
- Bayesian buckling load optimisation for structures with geometric uncertainties
- Recent trends in random number and random vector generation
- The asymptotic efficiency of randomized nets for quadrature
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
- A hybrid approach for the dynamic instability analysis of single-layer latticed domes with uncertainties
- Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
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