MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS

Cited in

(70)

Comparison of descriptive statistics for multidimensional point sets
A measure-theoretic interpretation of sample based numerical integration with applications to inverse and prediction problems under uncertainty
The Effect of Initial Population Sampling on the Convergence of Multi-Objective Genetic Algorithms
A supplement to sowey's bibliography on random number generation and related topics
Fifty years of the number-theoretic method in approximate analysis: problems and achievements
Efficient non-myopic value-of-information computation for influence diagrams
Conditioning for variance reduction in estimating the sensitivity of simulations
Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
A framework for data-driven analysis of materials under uncertainty: countering the curse of dimensionality
Gauss Newton method for solving variational problems of PDEs with neural network discretizaitons
A sequential designing-modeling technique when the input factors are not equally important
Number-theoretic method in approximate analysis
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
Multicriteria engineering optimization problems: statement, solution and applications
On the number of maximum empty boxes amidst \(n\) points
Numerical interpolation and differentiation of multivariable functions
Algorithmic construction of low-discrepancy point sets via dependent randomized rounding
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
The model-specific Markov embedding problem for symmetric group-based models
Quasi-Monte Carlo methods and pseudo-random numbers
An unsupervised machine-learning checkpoint-restart algorithm using Gaussian mixtures for particle-in-cell simulations
On the numerical integration of non-periodic functions of several variables
Extension of van der Corput algorithm to LS-sequences
On sampling methods for costly multi-objective black-box optimization
Estimating parameter and discretization uncertainties using a laminar-turbulent transition model
A conservative implicit-PIC scheme for the hybrid kinetic-ion fluid-electron plasma model on curvilinear meshes
Point sets and sequences with small discrepancy
A generalization of Kakutani's splitting procedure
A sample-efficient deep learning method for multivariate uncertainty qualification of acoustic-vibration interaction problems
Projective multiscale time-integration for electrostatic particle-in-cell methods
Tighter bounds for the discrepancy of boxes and polytopes
Generation of space-filling uniform designs in unit hypercubes
Interpolation of multivariable functions with respect to random points
Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes
Multi-objective actuator placement optimization for local sound control evaluated in a stochastic domain
On the largest empty axis-parallel box amidst \(n\) points
Model order reduction accelerated Monte Carlo stochastic isogeometric method for the analysis of structures with high-dimensional and independent material uncertainties
Approximation of multivariable functions with respect to random points less than \(2^k,k\) dimension of space
Parameter estimation for mechanical systems via an explicit representation of uncertainty
Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
A simple geometric method for navigating the energy landscape of centroidal Voronoi tessellations
Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
On classical number-theoretic nets
Epi-convergent discretizations of stochastic programs via integration quadratures
Expected integration approximation under general equal measure partition
Multicriteria analysis tools in real-life problems
Reduced-order modeling of time-dependent PDEs with multiple parameters in the boundary data
Comparison between \(LS\)-sequences and \(\beta \)-adic van der Corput sequences
Approximation of high-dimensional rank one tensors
A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation
Calculation of discrepancy measures and applications
The method of forced probabilities: a computation trick for Bayesian model evidence
On effective computation of expectations in large or infinite dimension
Piercing random boxes
Tolerance-based process plan evaluation using Monte Carlo simulation
Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations
Variance reduction in sample approximations of stochastic programs
On computing the exact value of dispersion of a sequence
Impact of data assimilation on cost-accuracy tradeoff in multifidelity models
On a number-theoretical integration method
Discrepancy of Hammersley points in Besov spaces of dominating mixed smoothness
The dispersion of the Hammersley sequence in the unit square
On irregularities of distribution. IV
Quasi-Monte Carlo methods with applications in finance
On the \(L_2\)-discrepancy for anchored boxes
Allgemeiner Bericht über Monte-Carlo-Methoden
Proper orthogonal decomposition and Monte Carlo based isogeometric stochastic method for material, geometric and force multi-dimensional uncertainties
On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
Quasi Monte Carlo time-frequency analysis
A Modified Monte-Carlo Quadrature

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