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

Cited in

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On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
Bounding the plastic strength of polycrystalline solids by linear-comparison homogenization methods
A framework for data-driven analysis of materials under uncertainty: countering the curse of dimensionality
Physics-informed neural networks for shell structures
A CUDA-based implementation of an improved SPH method on GPU
Exact sampling with highly uniform point sets
Quasi-Monte Carlo image synthesis in a nutshell
Golden ratio versus pi as random sequence sources for Monte Carlo integration
Normal variance mixtures: distribution, density and parameter estimation
Simultaneous determination of spatially varying thermal conductivity and specific heat using boundary temperature measurements
On the numerical simulation of a confined cavitating tip leakage vortex under geometrical and operational uncertainties
Orthogonal arrays for the estimation of global sensitivity indices based on ANOVA high-dimensional model representation
Numerical integration of singular integrands using low-discrepancy sequences
A variant of Atanassov's method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences
On global optimization using interval arithmetic
Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
Uncertainty quantification for acoustic wave propagation in a shallow water environment
On improving the least squares Monte Carlo option valuation method
Applications of randomized low discrepancy sequences to the valuation of complex securities
Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
Quasi-Random Sampling Importance Resampling
Fast Bayesian inversion for high dimensional inverse problems
Variance reduction techniques and quasi-Monte Carlo methods
A new hybrid real-coded genetic algorithm and its application to parameters identification of soils
Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
A stochastic analysis of greedy routing in a spatially dependent sensor network
A comparison of two sampling methods for global sensitivity analysis
Equal angle distribution of polling directions in direct-search methods
On low discrepancy sequences and low discrepancy ergodic transformations of the multidimensional unit cube
Scrambling non-uniform nets
Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
Two-point heterogeneous connections in a continuum neural field model
A new measure of irregularity of distribution
Smoothing the payoff for efficient computation of Basket option prices
Modeling of the ARMA random effects covariance matrix in logistic random effects models
A normalized iterative smoothed particle hydrodynamics method
Comparison of deterministic and stochastic approaches to global optimization
Designing a computer experiment that involves switches
Scrambled Soboĺ sequences via permutation
Inverse multiquadratic functions as the basis for the rectangular collocation method to solve the vibrational Schrödinger equation
QMC Sampling from Empirical Datasets
Ruin theory with risk proportional to the free reserve and securitization
Data-driven polynomial chaos expansion for machine learning regression
Radiative heat transfer with quasi-monte carlo methods
A new dependence measure for importance analysis: application to an environmental model
Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization
A global tolerance approach to sensitivity analysis in linear programming
Adaptive random search in quasi-Monte Carlo methods for global optimization
A new algorithm for importance analysis of the inputs with distribution parameter uncertainty
Projections of digital nets and sequences
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
Density estimation by randomized quasi-Monte Carlo
A critical appraisal of design of experiments for uncertainty quantification
Emulation engines: choice and quantification of uncertainty for complex hydrological models
A characterization of strong orthogonal arrays of strength three
Variance reduction in sample approximations of stochastic programs
Control variates for quasi-Monte Carlo (with comments and rejoinder)
On scrambled Halton sequences
Space-time adaptive finite difference method for European multi-asset options
Low discrepancy sequences in high dimensions: how well are their projections distributed?
A fast computational method for moment-independent uncertainty importance measure
Analyzing stochastic computer models: a review with opportunities
Improving the rejection sampling method in quasi-Monte Carlo methods
Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
Sparse radial basis function approximation with spatially variable shape parameters
Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
Epi-convergent discretizations of stochastic programs via integration quadratures
A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos
My dream quadrature rule
From screening to quantitative sensitivity analysis. A unified approach
Finite-order weights imply tractability of multivariate integration
Topographical global initialization for finding all solutions of nonlinear systems with constraints
Sparse polynomial chaos expansions: literature survey and benchmark
On corner avoidance of \(\beta\)-adic Halton sequences
Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
Particle approximation of convection-diffusion equations
Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
Optimal Site Charge Models for Molecular Electrostatic Potentials
A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
Quasi-Monte-Carlo methods and the dispersion of point sequences
Simulation methods in ruin models with nonlinear dividend barriers.
Galerkin methods in dynamic stochastic programming
On the exact \(t\)-value of Niederreiter and Sobol' sequences
Discrepancy bounds for deterministic acceptance-rejection samplers
An alternative way to compute Fourier amplitude sensitivity test (FAST).
Computer experiments: a review
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
On the flow field and performance of a centrifugal pump under operational and geometrical uncertainties
Quasi-Monte Carlo methods for lattice systems: a first look
The smoothed particle hydrodynamics method via residual iteration
Low-discrepancy point sets obtained by digital constructions over finite fields
Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
Analysis of variance designs for model output
A goal-oriented field measurement filtering technique for the identification of material model parameters
Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach

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