Quasi-Random Sequences and Their Discrepancies

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Experimental design for dynamics identification of cellular processes
Quasi-Monte Carlo methods with applications in finance
On the \(L_2\)-discrepancy for anchored boxes
Extreme and periodic \(L_2\) discrepancy of plane point sets
Uniformly distributed sequences generated by a greedy minimization of the \(L_2\) discrepancy
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
On scrambled Halton sequences
Error Estimates Arising from Certain Pseudorandom Sequences in a Quasi- Random Search Method
Van der Corput sequences towards general \((0,1)\)-sequences in base \(b\)
A constructive approach to strong tractability using quasi-Monte Carlo algorithms
A generalized discrepancy and quadrature error bound
Compositional falsification of cyber-physical systems with machine learning components
Comparison of descriptive statistics for multidimensional point sets
Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
On the optimal Halton sequence
Enumerating quasi-Monte Carlo point sequences in elementary intervals
Quasi-random numbers for copula models
Mixture discrepancy for quasi-random point sets
Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
Global optimization using Gaussian processes to estimate biological parameters from image data
Toward real-time pricing of complex financial derivatives
The Sobol' sequence is not quasi-uniform in dimension 2
On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
Rare-event detection by Quasi-Wang-Landau Monte Carlo sampling with approximate Bayesian computation
A computational investigation of the optimal Halton sequence in QMC applications
Iterative estimation of Sobol' indices based on replicated designs
Improved Halton sequences and discrepancy bounds
Constructing optimal star discrepancy sets
Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
Discrepancy between QMC and RQMC
How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
On the L₂-discrepancy of Latin hypercubes
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Probabilistically induced domain decomposition methods for elliptic boundary-value problems
Fast Deterministic Approximation of Symmetric Indefinite Kernel Matrices with High Dimensional Datasets
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
Quasirandom sequences in random process simulation algorithms
Metamodeling of aircraft infrared signature dispersion
A spectral approach for the design of experiments: design, analysis and algorithms
On obtaining quadratic and cubic error convergence using weighted Kronecker-sequences
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
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A uniform sampling method for permutation space
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Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
Computation of optimal portfolios using simulation-based dimension reduction
The acceptance-rejection method for low-discrepancy sequences
Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
An algorithm to compute bounds for the star discrepancy
Discrepancy behaviour in the non-asymptotic regime
Monte Carlo and Quasi-Monte Carlo Methods 2004
The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
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A comparison of two sampling methods for global sensitivity analysis
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Quasi-random initial population for genetic algorithms
On initial populations of a genetic algorithm for continuous optimization problems
Quasi-random points keep their distance
Effective discrepancy and numerical experiments
A comparison of random and quasirandom points for nonparametric response surface design
Scrambled Soboĺ sequences via permutation
Agent-based model calibration using machine learning surrogates
Sequential Design of Experiment for Sparse Polynomial Chaos Expansions
Conditional quasi-Monte Carlo with constrained active subspaces
Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
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Hereditary quasirandomness without regularity
Error analysis of randomized quasi-Monte Carlo: non-asymptotic error bound, importance sampling and application to linear elliptic PDEs with lognormal coefficients
A random walk algorithm to estimate a lower bound of the star discrepancy
Ruin theory with risk proportional to the free reserve and securitization
Uniformly distributed points on the sphere
On the use of dimension reduction techniques in quasi-Monte Carlo methods
Physics-informed distribution transformers via molecular dynamics and deep neural networks
Goodness-of-fit statistics, discrepancies and robust designs
Good point methods for computing prices and sensitivities of multi-asset European style options
Low discrepancy sequences in high dimensions: how well are their projections distributed?
Projections of digital nets and sequences
Smoothness and dimension reduction in quasi-Monte Carlo methods
The asymptotic efficiency of randomized nets for quadrature
A comparative study of numerical approaches to risk assessment of contaminant transport
Transforming low-discrepancy sequences from a cube to a simplex
Van der Corput and Golden ratio sequences along the Hilbert space-filling curve
Calculation of discrepancy measures and applications
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Systematic alias sampling: an efficient and low-variance way to sample from a discrete distribution
A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
Low discrepancy constructions in the triangle
Optimal Halton Sequence via Inversive Scrambling
A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy
Discrepancy theory and quasi-Monte Carlo integration
Applications of randomized low discrepancy sequences to the valuation of complex securities
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods
Uniform point sets and the collision test
Iterative construction of replicated designs based on Sobol' sequences
BAS: balanced acceptance sampling of natural resources

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