Using Box-Muller with Low Discrepancy Points

DOI10.1007/11751649_86MaRDI QIDQ3603100zbMATHOpenAlexDBLPWikidataFDO

Authors Tim Pillards, Ronald Cools

Publication date 12 February 2009

Published in Computational Science and Its Applications - ICCSA 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11751649_86

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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(5)

• MCQMC Methods for Multivariate Statistical Distributions
• Transforming low-discrepancy sequences from a cube to a simplex
• Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
• Quasi-random numbers for copula models
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?

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