Recommendations
Cited in
(only showing first 100 items - show all)- Comparison of descriptive statistics for multidimensional point sets
- Computing Bayes-Nash Equilibria in Combinatorial Auctions with Verification
- On an interpolatory method for high dimensional integration
- A painless intrusive polynomial chaos method with RANS-based applications
- On the one-point quadrature discretization in peridynamics: a novel perspective from Monte Carlo integration
- The trio identity for quasi-Monte Carlo error
- Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions
- Robust prediction interval estimation for Gaussian processes by cross-validation method
- Non-Archimedean Koksma inequalities, variation, and Fourier analysis
- Monte Carlo with determinantal point processes
- scientific article; zbMATH DE number 4082826 (Why is no real title available?)
- Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
- Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians
- Variance reduction techniques and quasi-Monte Carlo methods
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- scientific article; zbMATH DE number 1790443 (Why is no real title available?)
- Practical uncertainty quantification analysis involving statistically dependent random variables
- Discrepancy between QMC and RQMC
- Robust stability optimization for linear delay systems in a probabilistic framework
- Signatures of Earth-scattering in the direct detection of Dark Matter
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems
- 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
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
- All over the map: A worldwide comparison of risk preferences
- Discrepancy estimates for acceptance-rejection samplers using stratified inputs
- Quasi-Monte Carlo Software
- Probabilistic analysis of a general class of nonlinear random differential equations with state-dependent impulsive terms via probability density functions
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Deep learning in computational mechanics: a review
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification
- Monte Carlo methods for security pricing
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- Numerical integration in logistic-normal models
- A Bayesian-variational cyclic method for solving estimation problems characterized by non-uniqueness (equifinality)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- Comparing estimation methods for the FPLD
- Monte Carlo integration with subtraction
- Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance
- A comparison of two sampling methods for global sensitivity analysis
- On the degree of ill-posedness of multi-dimensional magnetic particle imaging
- Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis
- Quantum-critical properties of the one- and two-dimensional random transverse-field Ising model from large-scale quantum Monte Carlo simulations
- Quasi-Monte Carlo for an integrand with a singularity along a diagonal in the square
- Consistent inference in fixed-effects stochastic frontier models
- Empirically estimating error of integration by quasi-Monte Carlo method
- Statistical analysis of fracture-length distribution sampled under the truncation and censoring effects
- A stochastic Galerkin lattice Boltzmann method for incompressible fluid flows with uncertainties
- A Bayesian motivated Laplace inversion for multivariate probability distributions
- Stochastic model order reduction in randomly parametered linear dynamical systems
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- Error trends in quasi-Monte Carlo integration
- QMC integration errors and quasi-asymptotics
- scientific article; zbMATH DE number 1390118 (Why is no real title available?)
- Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
- Parallel optimized sampling for stochastic equations
- Functional-input Gaussian processes with applications to inverse scattering problems
- Issues with the expected information matrix of linear mixed models provided by popular statistical packages under missingness at random dropout
- Misspecifying the covariance structure in a linear mixed model under MAR drop-out
- Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters
- On improving the least squares Monte Carlo option valuation method
- Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
- Computational Science – ICCS 2005
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Error reduction techniques in quasi-Monte Carlo integration.
- A random walk algorithm to estimate a lower bound of the star discrepancy
- Statistical Modeling of the Effectiveness of Preventive Maintenance for Repairable Systems
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations
- Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Physics-aware neural implicit solvers for multiscale, parametric PDEs with applications in heterogeneous media
- Smoothness and dimension reduction in quasi-Monte Carlo methods
- A comparative study of numerical approaches to risk assessment of contaminant transport
- Improving the rejection sampling method in quasi-Monte Carlo methods
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
- Polynomial surrogates for Bayesian traveltime tomography
- Pfosm: an efficient algorithm for aerodynamic robust design based on continuous adjoint and matrix-vector products
- Monte Carlo Simulation of Numerical Integration
- A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy
- Sequential stratified splitting for efficient Monte Carlo integration
- On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes
- scientific article; zbMATH DE number 1786482 (Why is no real title available?)
- Applications of randomized low discrepancy sequences to the valuation of complex securities
- Quasi-random simulation of linear kinetic equations
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- A polynomial chaos framework for probabilistic predictions of storm surge events
- Improved sampling strategies for ensemble-based optimization
- Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints
- Discrepancy bounds for deterministic acceptance-rejection samplers
- Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties
- Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
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