Randomization of Number Theoretic Methods for Multiple Integration

Cited In (65)

Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation
Modification of the Maximin and ϕ_p (Phi) Criteria to Achieve Statistically Uniform Distribution of Sampling Points
Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
Randomized quasi-random sampling/importance resampling
Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
Construction algorithms for polynomial lattice rules for multivariate integration
Importance sampling the union of rare events with an application to power systems analysis
Quasi-random numbers for copula models
Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
Normal variance mixtures: distribution, density and parameter estimation
Randomized Halton sequences
Evaluating nearly singular multinormal expectations with application to wave distributions
Random sampling from low-discrepancy sequences: applications to option pricing
Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
Asymptotic properties of the spectral test, diaphony, and related quantities
Quasi-Monte Carlo methods and pseudo-random numbers
Parameterization based on randomized quasi-Monte Carlo methods
Variance reduction order using good lattice points in Monte Carlo methods
Lattice methods for multiple integration
Discrepancy of stratified samples from partitions of the unit cube
A quasi-Monte Carlo Metropolis algorithm
Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
Title not available (Why is that?)
A comparison of two sampling methods for global sensitivity analysis
Construction of weakly CUD sequences for MCMC sampling
On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space
Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
A comparison of random and quasirandom points for nonparametric response surface design
The Representation of Lattice Quadrature Rules as Multiple Sums
On figures of merit for randomly-shifted lattice rules
Error trends in quasi-Monte Carlo integration
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
On the Warnock-Halton quasi-standard error
Exact sampling with highly uniform point sets
What Monte Carlo models can do and cannot do efficiently?
Quasi-Monte Carlo image synthesis in a nutshell
A Strong Law of Large Numbers for Scrambled Net Integration
Control variates for quasi-Monte Carlo (with comments and rejoinder)
A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
Randomized quasi-Monte Carlo methods in pricing securities
Sensitivity analysis approaches to high-dimensional screening problems at low sample size
Dependence properties of scrambled Halton sequences
Periodizing transformations for numerical integration
On selection criteria for lattice rules and other quasi-Monte Carlo point sets
Robust inversion methods for aerosol spectroscopy
Randomization of lattice rules for numerical multiple integration
Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
Applications of randomized low discrepancy sequences to the valuation of complex securities
Variance reduction in sample approximations of stochastic programs
Alternative sampling methods for estimating multivariate normal probabilities
Numerical evaluation of singular multivariate normal distributions
On the distribution of integration error by randomly-shifted lattice rules
New inputs and methods for Markov chain quasi-Monte Carlo
My dream quadrature rule
Pricing Bermudan options using low-discrepancy mesh methods
Pricing Options Using Lattice Rules
Consistency of randomized integration methods
Searching for extensible Korobov rules
Quasi-Monte Carlo methods with applications in finance
The price of pessimism for multidimensional quadrature
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
Comparison of Exact and Resampling Based Multiple Testing Procedures

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