Computational investigations of low-discrepancy sequences

From MaRDI portal
Publication:4375506

DOI10.1145/264029.264064zbMath0887.65031OpenAlexW2044973463WikidataQ56386183 ScholiaQ56386183MaRDI QIDQ4375506

Ladislav Kocis, William J. Whiten

Publication date: 8 February 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1997-23/




Related Items (38)

Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancyA comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problemsNumerical differentiation on scattered data through multivariate polynomial interpolationPhysics-informed distribution transformers via molecular dynamics and deep neural networksDependence properties of scrambled Halton sequencesA machine learning-based viscoelastic-viscoplastic model for epoxy nanocomposites with moisture contentOn Sampling Methods for Costly Multi-Objective Black-Box Optimization\(\mathcal{H}\)-inverses for RBF interpolationOn Dropping the First Sobol’ PointAdaptive ANOVA decomposition of stochastic incompressible and compressible flowsA quasi-meshfree method for constructing boundary-aware reproducing bases on geometrically complex domains using manifold geodesicsGenerating correlated random vector involving discrete variablesNeural-net-induced Gaussian process regression for function approximation and PDE solutionWhich path to choose in sequential Gaussian simulationA method for solving stochastic equations by reduced order models and local approximationsNumerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problemAN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART IQUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETSMultiGLODS: global and local multiobjective optimization using direct searchProjections of digital nets and sequencesTechniques for parallel quasi-Monte Carlo integration with digital sequences and associated problemsError trends in quasi-Monte Carlo integrationEfficient uncertainty quantification with the polynomial chaos method for stiff systemsGeneralized von Neumann-Kakutani transformation and random-start scrambled Halton sequencesBAS: Balanced Acceptance Sampling of Natural ResourcesImproved Halton sequences and discrepancy boundsUncertainty analysis for structures with hybrid random and interval parameters using mathematical programming approachAn effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional momentsStructural reliability analysis with imprecise random and interval fieldsStochastic reduced-order models for stable nonlinear ordinary differential equationsNumerical integration in logistic-normal modelsDimensionality reduction for uncertain dynamic systemsDefects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog techniqueGlobal optimization using Gaussian processes to estimate biological parameters from image dataRare-event detection by Quasi-Wang-Landau Monte Carlo sampling with approximate Bayesian computationA computational investigation of the optimal Halton sequence in QMC applicationsOn the optimal Halton sequenceGLODS: global and local optimization using direct search


Uses Software



This page was built for publication: Computational investigations of low-discrepancy sequences