scientific article; zbMATH DE number 822320
From MaRDI portal
Publication:4856469
Recommendations
Cited in
(only showing first 100 items - show all)- Numerical inverse Lévy measure method for infinite shot noise series representation
- The two-dimensional small ball inequality and binary nets
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Transformations and Hardy-Krause variation
- On the optimal Halton sequence
- Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- On the variance of quadrature over scrambled nets and sequences
- On Dropping the First Sobol’ Point
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Pricing American-style securities using simulation
- Quasi-random numbers for copula models
- Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport
- Asymptotic normality of extensible grid sampling
- Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
- A construction of polynomial lattice rules with small gain coefficients
- Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
- A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
- On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo
- Random sampling from low-discrepancy sequences: applications to option pricing
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- Space-filling orthogonal arrays of strength two
- Convergence results for a class of time-varying simulated annealing algorithms
- Asymptotic properties of the spectral test, diaphony, and related quantities
- Metamodeling of aircraft infrared signature dispersion
- On Monte Carlo and quasi-Monte Carlo methods for series representation of infinitely divisible laws
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation
- A spectral approach for the design of experiments: design, analysis and algorithms
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unanchored Boxes
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
- Parameterization based on randomized quasi-Monte Carlo methods
- On negative dependence properties of Latin hypercube samples and scrambled nets
- Local antithetic sampling with scrambled nets
- Deterministic Consistent Density Estimation for Light Transport Simulation
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Mean Dimension of Ridge Functions
- Monte Carlo methods for security pricing
- Discrepancy behaviour in the non-asymptotic regime
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets
- The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets
- Unbiased MLMC-based variational Bayes for likelihood-free inference
- On the efficient numerical solution of lattice systems with low-order couplings
- Preintegration via Active Subspace
- Quasi-Monte Carlo simulation for American option sensitivities
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Some current issues in quasi-Monte Carlo methods
- A characterization of strong orthogonal arrays of strength three
- scientific article; zbMATH DE number 1790438 (Why is no real title available?)
- On integration methods based on scrambled nets of arbitrary size
- Dimension reduction for pricing options under multidimensional Lévy processes
- Quasi-Monte Carlo methods for lattice systems: a first look
- Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
- An irregular grid approach for pricing high-dimensional American options
- A comparison of random and quasirandom points for nonparametric response surface design
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Designing combined physical and computer experiments to maximize prediction accuracy
- Optimal quadrature for Haar wavelet spaces
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- Error trends in quasi-Monte Carlo integration
- A Universal Median Quasi-Monte Carlo Integration
- Conditional quasi-Monte Carlo with constrained active subspaces
- Computational investigations of scrambled Faure sequences
- Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs
- Minimax and Minimax Projection Designs Using Clustering
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods
- Improving simulated annealing through derandomization
- Scrambling non-uniform nets
- A maximum-entropy length-orientation closure for short-fiber reinforced composites
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- On the asymptotic distribution of scrambled net quadrature.
- Quasi-Monte Carlo image synthesis in a nutshell
- Randomized quasi-Monte Carlo methods in pricing securities
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Low discrepancy sequences in high dimensions: how well are their projections distributed?
- A Strong Law of Large Numbers for Scrambled Net Integration
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
- Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
- The asymptotic efficiency of randomized nets for quadrature
- Dependence properties of scrambled Halton sequences
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
- Sensitivity analysis approaches to high-dimensional screening problems at low sample size
- Strong tractability of integration using scrambled Niederreiter points
- Density estimation by randomized quasi-Monte Carlo
- Low discrepancy constructions in the triangle
- Variations on \((0,s)\)-sequences
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4856469)
