Challenges in developing great quasi-Monte Carlo software
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Cites work
- A Tool for Custom Construction of QMC and RQMC Point Sets
- Adaptive Multidimensional Integration Based on Rank-1 Lattices
- Adaptive Quasi-Monte Carlo Methods for Cubature
- Algorithm 659
- Algorithm 823
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Approximation of high-dimensional periodic functions with Fourier-based methods
- Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Fast automatic Bayesian cubature using lattice sampling
- Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling
- High-dimensional integration: The quasi-Monte Carlo way
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- Implementation and tests of low-discrepancy sequences
- Lattice Rules
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- On Dropping the First Sobol’ Point
- Quasi-Monte Carlo Software
- Reliable adaptive cubature using digital sequences
- Reliable error estimation for Sobol' indices
- Remark on algorithm 659
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
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