scientific article; zbMATH DE number 822320
From MaRDI portal
Publication:4856469
Recommendations
Cited in
(only showing first 100 items - show all)- Minimax and Minimax Projection Designs Using Clustering
- Scrambling Sobol' and Niederreiter-Xing points
- Orthogonal hypercubes and related designs
- Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs
- The price of pessimism for multidimensional quadrature
- Variations on \((0,s)\)-sequences
- Integration and approximation based on scramble sampling in arbitrary dimensions
- Scrambled net variance for integrals of smooth functions
- Monte Carlo methods for security pricing
- Pricing American-style securities using simulation
- My dream quadrature rule
- Some current issues in quasi-Monte Carlo methods
- On the asymptotic distribution of scrambled net quadrature.
- Applications of randomized low discrepancy sequences to the valuation of complex securities
- The discrepancy and gain coefficients of scrambled digital nets.
- Quasi-Monte Carlo point sets with small t-values and WAFOM
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
- Designing combined physical and computer experiments to maximize prediction accuracy
- Reliable error estimation for Sobol' indices
- Convergence results for a class of time-varying simulated annealing algorithms
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods
- The effective dimension and quasi-Monte Carlo integration
- The distribution of the discrepancy of scrambled digital (t,m,s)-nets
- Random sampling from low-discrepancy sequences: applications to option pricing
- Recycling physical random numbers
- On the variance of quadrature over scrambled nets and sequences
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
- Metamodeling of aircraft infrared signature dispersion
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
- A sequential addition and migration method for generating microstructures of short fibers with prescribed length distribution
- Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport
- Quasi-Monte Carlo simulation for American option sensitivities
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- On negative dependence properties of Latin hypercube samples and scrambled nets
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- Asymptotic normality of extensible grid sampling
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Quasi-random numbers for copula models
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Improving simulated annealing through derandomization
- Scrambled geometric net integration over general product spaces
- Dimension reduction for pricing options under multidimensional Lévy processes
- The two-dimensional small ball inequality and binary nets
- Alternative sampling methods for estimating multivariate normal probabilities
- Efficient Monte Carlo simulation for integral functionals of Brownian motion
- Numerical inverse Lévy measure method for infinite shot noise series representation
- Low discrepancy sequences in high dimensions: how well are their projections distributed?
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- Constructions of (t,m,s)-nets and (t,s)-sequences
- On the optimal Halton sequence
- Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices
- Dependence properties of scrambled Halton sequences
- Central limit theorem for \((t,s)\)-sequences in base 2
- The nonzero gain coefficients of Sobol's sequences are always powers of two
- Improved bounds on the gain coefficients for digital nets in prime power base
- Consistency of randomized integration methods
- Centered L₂-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs
- Asymptotic properties of the spectral test, diaphony, and related quantities
- Numerical integration using sequences generating permutations
- Quasi-Monte Carlo image synthesis in a nutshell
- Deterministic Consistent Density Estimation for Light Transport Simulation
- Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
- On the efficient numerical solution of lattice systems with low-order couplings
- Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Scrambling non-uniform nets
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- The asymptotic efficiency of randomized nets for quadrature
- Optimal quadrature for Haar wavelet spaces
- Accurate emulators for large-scale computer experiments
- scientific article; zbMATH DE number 1790438 (Why is no real title available?)
- A spectral approach for the design of experiments: design, analysis and algorithms
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- A characterization of strong orthogonal arrays of strength three
- A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
- Sensitivity analysis approaches to high-dimensional screening problems at low sample size
- A Strong Law of Large Numbers for Scrambled Net Integration
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
- Unbiased MLMC-based variational Bayes for likelihood-free inference
- Mean Dimension of Ridge Functions
- Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
- A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
- Space-filling orthogonal arrays of strength two
- Low discrepancy constructions in the triangle
- Quasi-Monte Carlo methods for lattice systems: a first look
- Discrepancy theory and quasi-Monte Carlo integration
- Strong tractability of integration using scrambled Niederreiter points
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)
