An economic method of computing LPτ-sequences
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- Transformation of uniformly distributed particle ensembles
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- Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics
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- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- An evaluation of adaptive numerical integration algorithms on parallel systems
- High-performance financial simulation using randomized quasi-Monte Carlo methods
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
- Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
- Quasi random resampling designs for multiple frame surveys
- On a Full Monte Carlo Approach to Computational Finance
- An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals
- Multi-country real business cycle models: accuracy tests and test bench
- Signal processing, Sobol sequences and hot sampling: calculation of incident heat flux distributions surrounding diffusion flames
- Quantum-critical properties of the one- and two-dimensional random transverse-field Ising model from large-scale quantum Monte Carlo simulations
- Advanced Monte Carlo optimizations for multidimensional European style options
- Bayesian buckling load optimisation for structures with geometric uncertainties
- An optimization approach for sensitivity analysis of UNI-DEM framework
- Highly accurate scrambled stochastic approaches for multidimensional sensitivity analysis in air pollution modeling
- An augmented Lagrangian-based method using primitive directions for mixed-integer nonlinear problems
- Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
- Quasi-random integration in high dimensions
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