Low-discrepancy and low-dispersion sequences
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- A Sequence Well Dispersed in the Unit Square
- Discrépance de suites associées à un système de numération (en dimension s)
- Discrépances de suites associées à un système de numération (en dimension un)
- Irregularities of distribution, VII
- On irregularities of distribution
- Optimization of functions by quasi-random search methods
- Point sets and sequences with small discrepancy
- Quasi-Monte Carlo methods and pseudo-random numbers
- The dispersion of a special sequence
- The dispersion of the Hammersley sequence in the unit square
Cited in
(only showing first 100 items - show all)- On Atanassov's methods for discrepancy bounds of low-discrepancy sequences
- Comparison of Sobol' sequences in financial applications
- Mixed-integer programming for cycle detection in nonreversible Markov processes
- Variance reduction in sample approximations of stochastic programs
- On computing the exact value of dispersion of a sequence
- Improved sampling strategies for ensemble-based optimization
- Infinite-dimensional integration on weighted Hilbert spaces
- Central limit theorem for \((t,s)\)-sequences in base 2
- Alternative sampling methods for estimating multivariate normal probabilities
- Golden ratio versus pi as random sequence sources for Monte Carlo integration
- My dream quadrature rule
- Kronecker-Halton sequences in \(\mathbb{F}_p((X^{-1}))\)
- Halton-type sequences from global function fields
- Discrepancy bounds for deterministic acceptance-rejection samplers
- Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
- On a method of constructing well-dispersed sequences
- Über die isotrope Diskrepanz von Folgen. (On the isotropic discrepancy of sequences)
- Pricing Options Using Lattice Rules
- New construction of two dimensional low discrepancy sequences
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Bayesian model selection for complex geological structures using polynomial chaos proxy
- The discrepancy and gain coefficients of scrambled digital nets.
- HIGH-DISCREPANCY SEQUENCES
- The dynamical point of view of low-discrepancy sequences
- Distribution of Korobov-Hlawka sequences
- A standardized distance-based index to assess the quality of space-filling designs
- Low-discrepancy point sets obtained by digital constructions over finite fields
- Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators
- Numerical integration of singular integrands using low-discrepancy sequences
- Particle simulations of the Kac model of the Boltzmann equation
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- Variance-based adaptive sequential sampling for polynomial chaos expansion
- Adelic constructions of low discrepancy sequences
- On scrambled Halton sequences
- Error Estimates Arising from Certain Pseudorandom Sequences in a Quasi- Random Search Method
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
- Quasi-Monte-Carlo methods and the dispersion of point sequences
- Compositional falsification of cyber-physical systems with machine learning components
- Comparison of descriptive statistics for multidimensional point sets
- Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
- A construction of low-discrepancy sequences involving finite-row digital \((t,s)\)-sequences
- Sequential Monto Carlo techniques for the solution of linear systems
- Estimation of DSGE models with the effective lower bound
- A novel hybrid adaptive scheme for kriging-based reliability estimation -- a comparative study
- Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
- Multidimensional quasi-Monte Carlo methods
- The Sobol' sequence is not quasi-uniform in dimension 2
- Monte Carlo method for numerical integration based on Sobol's sequences
- Quasi-Monte Carlo integration using digital nets with antithetics
- Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Implementation of irreducible Sobol' sequences in prime power bases
- A construction of digital \((0,s)\)-sequences involving finite-row generator matrices
- Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems
- Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
- Recent constructions of low-discrepancy sequences
- A new class of equal-weight integration rules on the hypercube
- Error in Monte Carlo, quasi-error in quasi-Monte Carlo
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
- Irregularities of point distributions relative to homothetic convex bodies. I
- Digital net properties of a polynomial analogue of Frolov's construction
- Generation of non-uniform low-discrepancy sequences in the multidimensional case
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
- Quasi-Monte Carlo simulation of diffusion
- Orthogonal arrays and other combinatorial aspects in the theory of uniform point distributions in unit cubes
- An evaluation of adaptive numerical integration algorithms on parallel systems
- Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
- Statistical measures of two dimensional point set uniformity
- Fast generation of low-discrepancy sequences
- Searching for targets of nonuniform size using mixing transformations: constructive upper bounds and limit laws
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
- Irreducible Sobol' sequences in prime power bases
- Weighted integration over a hyperrectangle based on digital nets and sequences
- Nearly uniform design construction on flexible region
- scientific article; zbMATH DE number 5286803 (Why is no real title available?)
- Monte Carlo methods for security pricing
- Discrepancy behaviour in the non-asymptotic regime
- Point sets and sequences with small discrepancy
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
- Dynamically defined sequences with small discrepancy
- An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
- scientific article; zbMATH DE number 4106971 (Why is no real title available?)
- Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
- scientific article; zbMATH DE number 1790438 (Why is no real title available?)
- On existence and discrepancy of certain digital Niederreiter--Halton sequences
- Low discrepancy sequences failing Poissonian pair correlations
- On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
- On the Numerical Integration of Walsh Series by Number-Theoretic Methods
- On the convergence of quasi-random sampling/importance resampling
- Particle approximation of convection-diffusion equations
- On the exact \(t\)-value of Niederreiter and Sobol' sequences
- Error trends in quasi-Monte Carlo integration
- Combinatorial methods in the construction of point sets with uniformity properties
- A Universal Median Quasi-Monte Carlo Integration
- \(d\)-dimensional hypercubes and the Euler and MacNeish conjectures
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