Using Box-Muller with Low Discrepancy Points

DOI10.1007/11751649_86zbMATH Open1175.65006DBLPconf/iccsa/PillardsC06OpenAlexW1512158122WikidataQ57778936 ScholiaQ57778936MaRDI QIDQ3603100FDOQ3603100

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

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Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (5)

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

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