Algorithm 659
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- scientific article; zbMATH DE number 1969616
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Cited in
(only showing first 100 items - show all)- Numerical integration in logistic-normal models
- On improving the least squares Monte Carlo option valuation method
- Implementation of a random number generator in OCCAM
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- Recent trends in random number and random vector generation
- A new measure of irregularity of distribution
- On global optimization using interval arithmetic
- Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- An algorithm to compute bounds for the star discrepancy
- Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation
- Monte Carlo integration with quasi-random numbers: Some experience
- Numerical integration of singular integrands using low-discrepancy sequences
- Monte Carlo methods for security pricing
- Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
- Loading and injection of Maxwellian distributions in particle simulations
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- Analysis of variance designs for model output
- Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- A compound trend renewal model for medical/professional liabilities
- A semi-analytical framework for structural reliability analysis
- Quasi-random initial population for genetic algorithms
- Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
- Low-noise electromagnetic and relativistic particle-in-cell plasma simulation models
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
- The distribution of the discrepancy of scrambled digital (t,m,s)-nets
- A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
- On the crude multidimensional search
- Quasi-Monte-Carlo methods and the dispersion of point sequences
- A variance reducing multiplier for Monte Carlo integrations
- Estimation of global sensitivity indices for models with dependent variables
- A comparison of two sampling methods for global sensitivity analysis
- Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics
- Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
- Implementation of irreducible Sobol' sequences in prime power bases
- A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
- Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys
- Implementing de-biased estimators using mixed sequences
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis
- Market makers activity: behavioural and agent based approach
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
- Quasi-Monte Carlo method in population genetics parameter estimation
- Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis
- Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
- The new scramble for Faure sequence based on irrational numbers
- Verifying reification with application to a rainfall-runoff computer simulator
- TOMS659
- A surrogate based multi-fidelity approach for robust design optimization
- An aspect of optimal regression design for LSMC
- Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Sequential experimental design based generalised ANOVA
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Comparison of Sobol' sequences in financial applications
- Space-time adaptive finite difference method for European multi-asset options
- A study on algorithms for optimization of Latin hypercubes
- MOAQ and ant-Q algorithm for multiple objective optimization problems
- Irreducible Sobol' sequences in prime power bases
- Approximating distributions by extended generalized lambda distribution (XGLD)
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- Monte Carlo method for numerical integration based on Sobol's sequences
- Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
- Topographical global initialization for finding all solutions of nonlinear systems with constraints
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
- Solving ALM problems via sequential stochastic programming
- An efficient implementation of a least squares Monte Carlo method for valuing American-style options
- Numerical integration in statistical decision-theoretic methods for robust design optimization
- Studying the effect of using low-discrepancy sequences to initialize population-based optimization algorithms
- The asymptotic efficiency of randomized nets for quadrature
- Sensitivity measures,anova-like Techniques and the use of bootstrap
- scientific article; zbMATH DE number 1950388 (Why is no real title available?)
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- Generation of space-filling uniform designs in unit hypercubes
- Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
- Quasi-Random Sampling Importance Resampling
- Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
- Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
- Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling
- Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems
- Efficient maximin distance designs for experiments in mixtures
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
- Smooth supersaturated models
- Quasi-Monte Carlo methods for lattice systems: a first look
- Optimization under uncertainty using the generalized inverse distribution function
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- Designing a computer experiment that involves switches
- Remark on algorithm 659
- Pricing Discrete Dynamic Fund Protections
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
- A novel particle swarm niching technique based on extensive vector operations
- MCMC methods for inference in a mathematical model of pulmonary circulation
- Stochastic dynamic analysis of composite plates in thermal environments using nonlinear autoregressive model with exogenous input in polynomial chaos expansion surrogate
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