Algorithm 823
From MaRDI portal
Cited in
(58)- Combination of General Antithetic Transformations and Control Variables
- Quasi-random numbers for copula models
- scientific article; zbMATH DE number 5797591 (Why is no real title available?)
- scientific article; zbMATH DE number 1827977 (Why is no real title available?)
- A construction of polynomial lattice rules with small gain coefficients
- Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling
- Silver mean conjectures for 15-dimensional volumes and 14-dimensional hyperareas of the separable two-qubit systems
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Generating parallel quasirandom sequences via randomization
- Hybrid method for the chemical master equation
- Tuning the generation of Sobol sequence with Owen scrambling
- Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- scientific article; zbMATH DE number 2084532 (Why is no real title available?)
- Discrepancy behaviour in the non-asymptotic regime
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets
- Generation of space-filling uniform designs in unit hypercubes
- DCUHRE
- MinT
- SPECTRE
- AS 6
- RandQMC
- SSJ
- TOMS659
- Algorithm 647
- TESTPACK
- GAIL
- AS 195
- rhalton
- FReET
- LatNet Builder
- Lattice Builder
- Magic Point Shop
- QMCPy
- manYPoints
- sobol.cc
- An empirical analysis of scenario generation methods for stochastic optimization
- Error trends in quasi-Monte Carlo integration
- Algorithm 247
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
- A hierarchy of approximations of the master equation scaled by a size parameter
- Improving simulated annealing through derandomization
- Multidimensional sensitivity analysis of large-scale mathematical models
- gmvjoint
- Randomized quasi-Monte Carlo methods in pricing securities
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Novel algorithms for fast statistical analysis of scaled circuits
- Dependence properties of scrambled Halton sequences
- Comparison of Sobol' sequences in financial applications
- Computation of multivariate normal and \(t\) probabilities
- Grid-based Quasi-Monte Carlo Applications
- Reliable error estimation for Sobol' indices
- The discrepancy and gain coefficients of scrambled digital nets.
- Parallel quasirandom number generations for heterogeneous computing environments
- An algorithm-driven approach to error analysis for multidimensional integration
- Quasi-Monte Carlo methods with applications in finance
- Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods
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