Constructing Sobol Sequences with Better Two-Dimensional Projections
From MaRDI portal
Recommendations
Cited in
(82)- SobolSequence
- Quasi-Monte Carlo point sets with small t-values and WAFOM
- Reliable error estimation for Sobol' indices
- Implementation of irreducible Sobol' sequences in prime power bases
- Systematic sensor placement for structural anomaly detection in the absence of damaged states
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Linearization of McCormick relaxations and hybridization with the auxiliary variable method
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Propagation of uncertainties in density-driven flow
- Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Covering of high-dimensional cubes and quantization
- Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling
- A quasi-Monte Carlo data compression algorithm for machine learning
- An aspect of optimal regression design for LSMC
- An algorithm to compute the \(t\)-value of a digital net and of its projections
- Comparison of Sobol' sequences in financial applications
- The nonzero gain coefficients of Sobol's sequences are always powers of two
- Irreducible Sobol' sequences in prime power bases
- Automatic evaluations of cross-derivatives
- Fast Ninomiya-Victoir calibration of the double-mean-reverting model
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Quasi-Monte Carlo image synthesis in a nutshell
- Conditional sampling for barrier option pricing under the Heston model
- Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
- Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions
- Monte Carlo method for numerical integration based on Sobol's sequences
- Numerical quadrature for high-dimensional singular integrals over parallelotopes
- A search for extensible low-WAFOM point sets
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Efficient long-dated swaption volatility approximation in the forward-LIBOR model
- Construction of a third-order K-scheme and its application to financial models
- High-performance financial simulation using randomized quasi-Monte Carlo methods
- Cubature methods for stochastic (partial) differential equations in weighted spaces
- A Strong Law of Large Numbers for Scrambled Net Integration
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Efficient simulation methods for the quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme
- Iterative construction of replicated designs based on Sobol' sequences
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Mean Dimension of Ridge Functions
- Optimization of the Direction Numbers of the Sobol Sequences
- Computing Shapley effects for sensitivity analysis
- sobol.cc
- New modified scrambled Faure sequences
- Quasi-Monte Carlo methods for lattice systems: a first look
- Calculation of discrepancy measures and applications
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Approximation methods for piecewise deterministic Markov processes and their costs
- Moment approximations of displaced forward-LIBOR rates with application to swaptions
- Robust design optimization for enhancing delamination resistance of composites
- Sensitivity analysis of an air pollution model with using innovative Monte Carlo methods in calculating multidimensional integrals
- Past, current and future trends and challenges in non-deterministic fracture mechanics: a review
- A Monte Carlo Thermal Radiative Transfer Solver with Nonlinear Elimination
- A Tool for Custom Construction of QMC and RQMC Point Sets
- On Dropping the First Sobol’ Point
- Isovolumetric adaptations to space-filling design of experiments
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Combining dynamic XFEM with machine learning for detection of multiple flaws
- Quantifying domain uncertainty in linear elasticity
- Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
- Machine learning algorithm for the Monge-Ampère equation with transport boundary conditions
- Fixed length low discrepancy sequences
- Automatic optimal-rate convergence of randomized nets using median-of-means
- Skewness of a randomized quasi-Monte Carlo estimate
- Generator matrices by solving integer linear programs
- Quasi-Monte Carlo algorithms (not only) for graphics software
- Numerical computation of risk functionals in PDMP risk models
- Challenges in developing great quasi-Monte Carlo software
- A resolvent quasi-Monte Carlo method for estimating the minimum eigenvalues using the error balancing
- A non-parametric optimal design algorithm for population pharmacokinetics
- Randomized quasi-Monte Carlo and Owen's boundary growth condition: a spectral analysis
- High dimensional integration of kinks and jumps -- smoothing by preintegration
- Quasi-Monte Carlo confidence intervals using quantiles of randomized nets
- Coarse scrambling for Sobol' and Niederreiter sequences
- spacefillr
- Quasi-Monte Carlo methods with applications in finance
This page was built for publication: Constructing Sobol Sequences with Better Two-Dimensional Projections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q92176)
