On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

Cites Work

On irregularities of distribution
MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS
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Cited In (only showing first 100 items - show all)

Approximation of a ball by zonotopes using uniform distribution on the sphere
Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
Sequential Monto Carlo techniques for the solution of linear systems
Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
Sparse polynomial chaos expansions: literature survey and benchmark
The smoothed particle hydrodynamics method via residual iteration
Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
Estimating the joint survival probabilities of married individuals
Multidimensional quasi-Monte Carlo methods
An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables
Randomized Halton sequences
Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
EP-based adaptive tracker with observer and fault estimator for nonlinear time-varying sampled-data systems against actuator failures
Meshless techniques for anisotropic diffusion
Quasi-Monte Carlo integration using digital nets with antithetics
A construction of digital \((0,s)\)-sequences involving finite-row generator matrices
A spectrally accurate numerical implementation of the Fokas transform method for Helmholtz-type PDEs
Numerical experiments in semi-infinite programming
From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
Irregularities of point distributions relative to homothetic convex bodies. I
Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
Quasi-Monte Carlo methods and pseudo-random numbers
On the lower bound of the discrepancy of Halton's sequence. II
The ring of \(k\)-regular sequences
Masking identification of discrete choice models under simulation methods
Optimal constant shape parameter for multiquadric based RBF-FD method
Metrical results on the discrepancy of Halton-Kronecker sequences
On variants of the Halton sequence
Application of deterministic low-discrepancy sequences in global optimization
Extension of van der Corput algorithm to LS-sequences
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
An algorithm to compute bounds for the star discrepancy
Monte Carlo methods for security pricing
Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
The Halton sequence and its discrepancy in the Cantor expansion
Point sets and sequences with small discrepancy
Dubins traveling salesman problem with neighborhoods: a graph-based approach
A generalization of Kakutani's splitting procedure
Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
Generation of space-filling uniform designs in unit hypercubes
Numerical integration in logistic-normal models
On the largest empty axis-parallel box amidst \(n\) points
An alternative procedure for selecting a good value for the parameter \(c\) in RBF-interpolation
On the convergence of quasi-random sampling/importance resampling
Numerical experiments on the condition number of the interpolation matrices for radial basis functions
Error trends in quasi-Monte Carlo integration
A goal-oriented field measurement filtering technique for the identification of material model parameters
Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix
Epi-convergent discretizations of stochastic programs via integration quadratures
Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
Ergodic properties of \(\beta\)-adic Halton sequences
Multicriteria analysis tools in real-life problems
Comparison between \(LS\)-sequences and \(\beta \)-adic van der Corput sequences
Reduced-order modeling of time-dependent PDEs with multiple parameters in the boundary data
Discrepancy bounds for \(\boldsymbol{\beta}\)-adic Halton sequences
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
Analysis of the domain mapping method for elliptic diffusion problems on random domains
The extreme and \(L^2\) discrepancies of some plane sets
Globalization strategies for mesh adaptive direct search
Smoothness and dimension reduction in quasi-Monte Carlo methods
Improving the rejection sampling method in quasi-Monte Carlo methods
Optimal Halton Sequence via Inversive Scrambling
DISTRIBUTION PROPERTIES OF GENERALIZED VAN DER CORPUT–HALTON SEQUENCES AND THEIR SUBSEQUENCES
Optimal variable shape parameter for multiquadric based RBF-FD method
valuation of options on joint minima and maxima
Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach
Variance reduction in sample approximations of stochastic programs
Infinite-dimensional integration on weighted Hilbert spaces
Alternative sampling methods for estimating multivariate normal probabilities
BAS: balanced acceptance sampling of natural resources
Halton-type sequences from global function fields
Discrepancy bounds for deterministic acceptance-rejection samplers
Extensions of Atanassov’s Methods for Halton Sequences
Pricing Options Using Lattice Rules
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
Quasi-Monte Carlo-based conditional pathwise method for option Greeks
A backward doubly stochastic differential equation approach for nonlinear filtering problems
On the \(L_2\)-discrepancy for anchored boxes
Quasi-Monte Carlo methods with applications in finance
On scrambled Halton sequences
On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
A constructive approach to strong tractability using quasi-Monte Carlo algorithms
A method for exact calculation of the stardiscrepancy of plane sets applied to the sequences of Hammersley
On the diaphony of the van der Corput-Halton sequence
Modified controlled random search algorithms
Generation and application of multivariate polynomial quadrature rules
On the optimal Halton sequence
Multilevel interpolation of scattered data using \(\mathcal{H}\)-matrices
On an example of finite hybrid quasi-Monte Carlo point sets
An equi-directional generalization of adaptive cross approximation for higher-order tensors
RBF based quadrature on the sphere
Designing a computer experiment that involves switches
Space-time meshfree collocation method: methodology and application to initial-boundary value problems
A CARTopt method for bound-constrained global optimization
A new class of equal-weight integration rules on the hypercube
Error in Monte Carlo, quasi-error in quasi-Monte Carlo
Preconditioning for radial basis function partition of unity methods
Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy

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