On the distribution of points in a cube and the approximate evaluation of integrals

Cited In (only showing first 100 items - show all)

The smoothed particle hydrodynamics method via residual iteration
Comparing dengue and chikungunya emergence and endemic transmission in \textit{A. aegypti} and \textit{A. albopictus}
Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
Multidimensional quasi-Monte Carlo methods
Randomized Halton sequences
Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
Improved Halton sequences and discrepancy bounds
Analyzing stochastic computer models: a review with opportunities
An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos
Analysis of variance designs for model output
A QMC approach for high dimensional Fokker-Planck equations modelling polymeric liquids
Good lattice rules in weighted Korobov spaces with general weights
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
On corner avoidance of \(\beta\)-adic Halton sequences
Application of deterministic low-discrepancy sequences in global optimization
Versatile sequential sampling algorithm using kernel density estimation
Sparse radial basis function approximation with spatially variable shape parameters
A fast computational method for moment-independent uncertainty importance measure
Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
Galerkin methods in dynamic stochastic programming
An algorithm to compute bounds for the star discrepancy
Monte Carlo methods for security pricing
Discrepancy Theory and Quasi-Monte Carlo Integration
Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
Generation of space-filling uniform designs in unit hypercubes
Simulation and optimization approaches to scenario tree generation
Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
On the efficient numerical solution of lattice systems with low-order couplings
Metamodelling with independent and dependent inputs
A characterization of strong orthogonal arrays of strength three
Particle approximation of convection-diffusion equations
Quasi-Monte Carlo methods for lattice systems: a first look
On the convergence of quasi-random sampling/importance resampling
Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
On the exact \(t\)-value of Niederreiter and Sobol' sequences
Error trends in quasi-Monte Carlo integration
An alternative way to compute Fourier amplitude sensitivity test (FAST).
A goal-oriented field measurement filtering technique for the identification of material model parameters
Minimax and Minimax Projection Designs Using Clustering
Quasi-random integration in high dimensions
Epi-convergent discretizations of stochastic programs via integration quadratures
Tractability using periodized generalized Faure sequences
Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
A review of discrepancy bounds for \((t, s)\) and \((t, \mathbf{e}, s)\)-sequences with numerical comparisons
Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
Functional optimal estimation problems and their solution by nonlinear approximation schemes
Control variates for quasi-Monte Carlo (with comments and rejoinder)
Low discrepancy sequences in high dimensions: how well are their projections distributed?
A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
Topographical global initialization for finding all solutions of nonlinear systems with constraints
Probabilistic CFD analysis on the flow field and performance of the FDA centrifugal blood pump
On the necessity of low-effective dimension
Improving the rejection sampling method in quasi-Monte Carlo methods
Optimal Site Charge Models for Molecular Electrostatic Potentials
On the flow field and performance of a centrifugal pump under operational and geometrical uncertainties
valuation of options on joint minima and maxima
Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach
Stochastic computation based on orthogonal expansion of random fields
Variance reduction in sample approximations of stochastic programs
Alternative sampling methods for estimating multivariate normal probabilities
Sensitivity analysis in model calibration: GSA-GLUE approach
Iterative construction of replicated designs based on Sobol' sequences
My dream quadrature rule
Discrepancy bounds for deterministic acceptance-rejection samplers
Computer experiments: a review
New star discrepancy bounds for \((t,m,s)\)-nets and \((t,s)\)-sequences
Pricing Options Using Lattice Rules
The effective dimension and quasi-Monte Carlo integration
Simulation methods in ruin models with nonlinear dividend barriers.
FOXTAIL: modeling the nonlinear interaction between Alfvén eigenmodes and energetic particles in tokamaks
Mixed-integer programming techniques for the minimum sum-of-squares clustering problem
Quasi-Monte Carlo-based conditional pathwise method for option Greeks
Quasi-Monte Carlo methods with applications in finance
On designs in compact metric spaces and a universal bound on their size
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
Finite-order weights imply tractability of multivariate integration
Low-discrepancy point sets obtained by digital constructions over finite fields
Numerical study of discretizations of multistage stochastic programs
A simplicial homology algorithm for Lipschitz optimisation
Space-time adaptive finite difference method for European multi-asset options
From screening to quantitative sensitivity analysis. A unified approach
On scrambled Halton sequences
Quasi-Monte-Carlo methods and the dispersion of point sequences
Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics
Uncertainty quantification in multiscale simulation of woven fiber composites
Systems of Gaussian process models for directed chains of solvers
Highlighting numerical insights of an efficient SPH method
Quasi-random numbers for copula models
Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport
Parameter subset selection techniques for problems in mathematical biology
Implementation of irreducible Sobol' sequences in prime power bases
An FE-DMN method for the multiscale analysis of short fiber reinforced plastic components
Quasi-random ranked set sampling
Symmetrical design for symmetrical global sensitivity analysis of model output

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