Quasi-Monte Carlo integration
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Publication:1908724
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- Stochastic model order reduction in randomly parametered linear dynamical systems
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- On scrambled Halton sequences
- Improving the rejection sampling method in quasi-Monte Carlo methods
- Numerical integration in logistic-normal models
- Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
- 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
- Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters
- Statistical analysis of fracture-length distribution sampled under the truncation and censoring effects
- QMC integration errors and quasi-asymptotics
- Probabilistic analysis of a general class of nonlinear random differential equations with state-dependent impulsive terms via probability density functions
- Computing Bayes-Nash Equilibria in Combinatorial Auctions with Verification
- Particle simulations of the Kac model of the Boltzmann equation
- Using Box-Muller with Low Discrepancy Points
- Error reduction techniques in quasi-Monte Carlo integration.
- Improved sampling strategies for ensemble-based optimization
- Discrepancy bounds for deterministic acceptance-rejection samplers
- Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions
- On improving the least squares Monte Carlo option valuation method
- scientific article; zbMATH DE number 822302 (Why is no real title available?)
- All over the map: A worldwide comparison of risk preferences
- Comparison of descriptive statistics for multidimensional point sets
- Applications of randomized low discrepancy sequences to the valuation of complex securities
- On the degree of ill-posedness of multi-dimensional magnetic particle imaging
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
- scientific article; zbMATH DE number 2000358 (Why is no real title available?)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- A random walk algorithm to estimate a lower bound of the star discrepancy
- Topology optimization considering material and geometric uncertainties using stochastic collocation methods
- Error trends in quasi-Monte Carlo integration
- Robust stability optimization for linear delay systems in a probabilistic framework
- A comparison of two sampling methods for global sensitivity analysis
- Comparing estimation methods for the FPLD
- Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians
- Monte Carlo methods for security pricing
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks
- Pfosm: an efficient algorithm for aerodynamic robust design based on continuous adjoint and matrix-vector products
- Smoothness and dimension reduction in quasi-Monte Carlo methods
- Monte Carlo integration with subtraction
- Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification
- On the \(L_2\)-discrepancy for anchored boxes
- Quasi-random simulation of linear kinetic equations
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- scientific article; zbMATH DE number 1790443 (Why is no real title available?)
- Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance
- Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
- Quasi–Monte Carlo integration over $\mathbb {R}^d$
- scientific article; zbMATH DE number 4082826 (Why is no real title available?)
- Implementing quasi-Monte Carlo simulations with linear transformations
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- The price of pessimism for multidimensional quadrature
- Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- Monte Carlo with determinantal point processes
- A comparative study of numerical approaches to risk assessment of contaminant transport
- Discrepancy between QMC and RQMC
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Empirically estimating error of integration by quasi-Monte Carlo method
- A polynomial chaos framework for probabilistic predictions of storm surge events
- Functional-input Gaussian processes with applications to inverse scattering problems
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Issues with the expected information matrix of linear mixed models provided by popular statistical packages under missingness at random dropout
- Polynomial surrogates for Bayesian traveltime tomography
- Misspecifying the covariance structure in a linear mixed model under MAR drop-out
- A Bayesian motivated Laplace inversion for multivariate probability distributions
- Practical uncertainty quantification analysis involving statistically dependent random variables
- Signatures of Earth-scattering in the direct detection of Dark Matter
- On an interpolatory method for high dimensional integration
- Quantum-critical properties of the one- and two-dimensional random transverse-field Ising model from large-scale quantum Monte Carlo simulations
- Robust boundary conditions for stochastic incompletely parabolic systems of equations
- A Bayesian-variational cyclic method for solving estimation problems characterized by non-uniqueness (equifinality)
- Discrepancy estimates for acceptance-rejection samplers using stratified inputs
- Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
- The trio identity for quasi-Monte Carlo error
- Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals
- Simulation of the 3D hyperelastic behavior of ventricular myocardium using a finite-element based neural-network approach
- A stochastic Galerkin lattice Boltzmann method for incompressible fluid flows with uncertainties
- Consistent inference in fixed-effects stochastic frontier models
- A painless intrusive polynomial chaos method with RANS-based applications
- A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy
- Variance reduction techniques and quasi-Monte Carlo methods
- \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
- Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
- Monte Carlo Simulation of Numerical Integration
- scientific article; zbMATH DE number 822314 (Why is no real title available?)
- Quasi-Monte Carlo for an integrand with a singularity along a diagonal in the square
- Machine learning post-Minkowskian integrals
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
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