| Publication | Date of Publication | Type |
|---|
An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimation
Communications in Statistics. Simulation and Computation | 2026-06-04 | Paper |
Robust joint estimation of state of charge and electrochemical parameters for lithium-ion batteries under model uncertainty and measurement outliers
Mathematical Foundations of Computing | 2026-05-11 | Paper |
Leveraging nested MLMC for sequential neural posterior estimation with intractable likelihoods
SIAM Journal on Scientific Computing | 2026-04-14 | Paper |
Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
SIAM/ASA Journal on Uncertainty Quantification | 2025-09-30 | Paper |
GMM-based procedure for multiple hypotheses testing
Communications in Statistics. Simulation and Computation | 2025-06-12 | Paper |
Extensible grid sampling for quantile estimation
Mathematics of Computation | 2025-01-06 | Paper |
Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
SIAM Journal on Numerical Analysis | 2024-11-05 | Paper |
| Quasi-Monte Carlo for unbounded integrands with importance sampling | 2023-10-01 | Paper |
Spatial structure of a Bose–Einstein condensate in a combined trap*
Communications in Theoretical Physics | 2023-06-27 | Paper |
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo
SIAM Journal on Numerical Analysis | 2023-03-31 | Paper |
Unbiased MLMC-based variational Bayes for likelihood-free inference
SIAM Journal on Scientific Computing | 2022-07-13 | Paper |
On the error rate of importance sampling with randomized quasi-Monte Carlo
(available as arXiv preprint) | 2022-03-07 | Paper |
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
European Journal of Operational Research | 2022-02-22 | Paper |
| An adaptive mixture-population Monte Carlo method for likelihood-free inference | 2021-12-01 | Paper |
Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
SIAM Journal on Scientific Computing | 2021-03-29 | Paper |
| Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation | 2020-11-24 | Paper |
Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
Mathematics of Computation | 2020-10-31 | Paper |
QMC Sampling from Empirical Datasets
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Asymptotic normality of extensible grid sampling
Statistics and Computing | 2019-10-18 | Paper |
Extensible Grids: Uniform Sampling on a Space Filling Curve
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
On the error rate of conditional quasi-Monte Carlo for discontinuous functions
SIAM Journal on Numerical Analysis | 2019-05-06 | Paper |
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
European Journal of Operational Research | 2018-12-18 | Paper |
Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
Mathematics of Computation | 2018-08-01 | Paper |
| An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering | 2017-09-08 | Paper |
Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction
SIAM Journal on Scientific Computing | 2017-05-31 | Paper |
Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
(available as arXiv preprint) | 2017-02-10 | Paper |
Van der Corput and Golden ratio sequences along the Hilbert space-filling curve
Springer Proceedings in Mathematics & Statistics | 2017-01-20 | Paper |
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
European Journal of Operational Research | 2016-10-07 | Paper |
On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
SIAM Journal on Numerical Analysis | 2015-10-30 | Paper |
Good path generation methods in quasi-Monte Carlo for pricing financial derivatives
SIAM Journal on Scientific Computing | 2014-08-13 | Paper |
Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
(available as arXiv preprint) | N/A | Paper |
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems
(available as arXiv preprint) | N/A | Paper |
