Algorithm 823
From MaRDI portal
Publication:5461052
DOI10.1145/779359.779360zbMath1068.11049OpenAlexW1965102867WikidataQ113309753 ScholiaQ113309753MaRDI QIDQ5461052
Fred J. Hickernell, Hee Sun Hong
Publication date: 21 July 2005
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/779359.779360
Number-theoretic algorithms; complexity (11Y16) Random number generation in numerical analysis (65C10) Prefix, length-variable, comma-free codes (94A45) Pseudo-random numbers; Monte Carlo methods (11K45)
Related Items
Quasi-random numbers for copula models, EXACT SIMULATION OF THE 3/2 MODEL, Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?, Grid-based Quasi-Monte Carlo Applications, An empirical analysis of scenario generation methods for stochastic optimization, Improving simulated annealing through derandomization, Discrepancy behaviour in the non-asymptotic regime, Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods, Dependence properties of scrambled Halton sequences, Comparison of Sobol' sequences in financial applications, A Tool for Custom Construction of QMC and RQMC Point Sets, Evaluating nearly singular multinormal expectations with application to wave distributions, Reliable error estimation for Sobol' indices, Alternative sampling methods for estimating multivariate normal probabilities, A construction of polynomial lattice rules with small gain coefficients, Generation of space-filling uniform designs in unit hypercubes, Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics, Hybrid method for the chemical master equation, On scrambled Halton sequences, Randomized quasi-Monte Carlo methods in pricing securities, On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo, A hierarchy of approximations of the master equation scaled by a size parameter, Quasi-Monte Carlo methods with applications in finance, Silver mean conjectures for 15-dimensional volumes and 14-dimensional hyperareas of the separable two-qubit systems, Error trends in quasi-Monte Carlo integration, Control variates for quasi-Monte Carlo (with comments and rejoinder), On the dependence structure and quality of scrambled \((t,m,s)\)-nets, Parallel quasirandom number generations for heterogeneous computing environments, Algorithm 823, Qubit-qutrit separability-probability ratios, Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences, Discrepancy Theory and Quasi-Monte Carlo Integration
Uses Software
