Quasi-Random Sequences and Their Discrepancies

Recommendations

scientific article; zbMATH DE number 1103071
scientific article; zbMATH DE number 4068143
Random and quasirandom sequences: Numerical estimates of uniformity of distribution
On randomization of Halton quasi-random sequences
On the discrepancy and pseudorandomness of new sequences
Quasirandom sequences in random process simulation algorithms
On the Discrepancy of Well-Distributed Sequences
scientific article; zbMATH DE number 4066203
On quasirandom sequences for numerical computations

Cited in

(only showing first 100 items - show all)

BAS: balanced acceptance sampling of natural resources
On the \(L_2\)-discrepancy for anchored boxes
Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
Multidimensional quasi-Monte Carlo methods
An algorithm to compute bounds for the star discrepancy
Scrambled net variance for integrals of smooth functions
Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
Quasirandom sequences in random process simulation algorithms
Applications of randomized low discrepancy sequences to the valuation of complex securities
The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
Agent-based model calibration using machine learning surrogates
Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
Transforming low-discrepancy sequences from a cube to a simplex
Quasi-random initial population for genetic algorithms
The effective dimension and quasi-Monte Carlo integration
A constructive approach to strong tractability using quasi-Monte Carlo algorithms
Smoothness and dimension reduction in quasi-Monte Carlo methods
A comparison of two sampling methods for global sensitivity analysis
Goodness-of-fit statistics, discrepancies and robust designs
Ruin theory with risk proportional to the free reserve and securitization
Metamodeling of aircraft infrared signature dispersion
Iterative estimation of Sobol' indices based on replicated designs
Uniformly distributed sequences generated by a greedy minimization of the \(L_2\) discrepancy
A random walk algorithm to estimate a lower bound of the star discrepancy
Physics-informed distribution transformers via molecular dynamics and deep neural networks
Multilevel Monte Carlo by using the Halton sequence
Experimental design for dynamics identification of cellular processes
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
A comparative study of numerical approaches to risk assessment of contaminant transport
Global optimization using Gaussian processes to estimate biological parameters from image data
Compositional falsification of cyber-physical systems with machine learning components
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
Uniform point sets and the collision test
Quasi-random numbers for copula models
On obtaining quadratic and cubic error convergence using weighted Kronecker-sequences
Quasi-random points keep their distance
Effective discrepancy and numerical experiments
On the use of dimension reduction techniques in quasi-Monte Carlo methods
Minimizing the \(L_{2}\) and \(L_{\infty}\) star discrepancies of a single point in the unit hypercube
Mixture discrepancy for quasi-random point sets
Low discrepancy sequences in high dimensions: how well are their projections distributed?
Computation of optimal portfolios using simulation-based dimension reduction
Uniformly distributed points on the sphere
Probabilistically induced domain decomposition methods for elliptic boundary-value problems
On the optimal Halton sequence
Van der Corput sequences towards general \((0,1)\)-sequences in base \(b\)
scientific article; zbMATH DE number 1698718 (Why is no real title available?)
The acceptance-rejection method for low-discrepancy sequences
Van der Corput and Golden ratio sequences along the Hilbert space-filling curve
Improved Halton sequences and discrepancy bounds
scientific article; zbMATH DE number 426138 (Why is no real title available?)
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
Monte Carlo and Quasi-Monte Carlo Methods 2004
scientific article; zbMATH DE number 5667555 (Why is no real title available?)
Scrambled Soboĺ sequences via permutation
Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration
Error Estimates Arising from Certain Pseudorandom Sequences in a Quasi- Random Search Method
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
Parallel quasirandom number generations for heterogeneous computing environments
Comparison of descriptive statistics for multidimensional point sets
scientific article; zbMATH DE number 4068143 (Why is no real title available?)
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
How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
The asymptotic efficiency of randomized nets for quadrature
scientific article; zbMATH DE number 1103074 (Why is no real title available?)
A generalized discrepancy and quadrature error bound
Comments on “On the use of low discrepancy sequences in Monte Carlo methods”
Toward real-time pricing of complex financial derivatives
Good point methods for computing prices and sensitivities of multi-asset European style options
scientific article; zbMATH DE number 1790454 (Why is no real title available?)
A spectral approach for the design of experiments: design, analysis and algorithms
Hereditary quasirandomness without regularity
Sequential Design of Experiment for Sparse Polynomial Chaos Expansions
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
scientific article; zbMATH DE number 3999100 (Why is no real title available?)
Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
scientific article; zbMATH DE number 1872987 (Why is no real title available?)
Iterative construction of replicated designs based on Sobol' sequences
scientific article; zbMATH DE number 7626793 (Why is no real title available?)
Fast Deterministic Approximation of Symmetric Indefinite Kernel Matrices with High Dimensional Datasets
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
Extreme and periodic \(L_2\) discrepancy of plane point sets
Low discrepancy constructions in the triangle
Discrepancy theory and quasi-Monte Carlo integration
Calculation of discrepancy measures and applications
Systematic alias sampling: an efficient and low-variance way to sample from a discrete distribution
Optimal Halton Sequence via Inversive Scrambling
scientific article; zbMATH DE number 5200717 (Why is no real title available?)
Enumerating quasi-Monte Carlo point sequences in elementary intervals
Discrepancy between QMC and RQMC
HIGH-DISCREPANCY SEQUENCES
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
Projections of digital nets and sequences

This page was built for publication: Quasi-Random Sequences and Their Discrepancies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4316305)