Randomization of Number Theoretic Methods for Multiple Integration
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(68)- What Monte Carlo models can do and cannot do efficiently?
- Lattice methods for multiple integration
- Variance reduction order using good lattice points in Monte Carlo methods
- The price of pessimism for multidimensional quadrature
- My dream quadrature rule
- Applications of randomized low discrepancy sequences to the valuation of complex securities
- Randomized Halton sequences
- Importance sampling the union of rare events with an application to power systems analysis
- Random sampling from low-discrepancy sequences: applications to option pricing
- Periodizing transformations for numerical integration
- A comparison of two sampling methods for global sensitivity analysis
- Construction of weakly CUD sequences for MCMC sampling
- On the distribution of integration error by randomly-shifted lattice rules
- Discrepancy of stratified samples from partitions of the unit cube
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- Quasi-random numbers for copula models
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Alternative sampling methods for estimating multivariate normal probabilities
- Searching for extensible Korobov rules
- Exact sampling with highly uniform point sets
- Variance reduction in sample approximations of stochastic programs
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Dependence properties of scrambled Halton sequences
- Consistency of randomized integration methods
- Asymptotic properties of the spectral test, diaphony, and related quantities
- Quasi-Monte Carlo image synthesis in a nutshell
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
- On the Warnock-Halton quasi-standard error
- Pricing Options Using Lattice Rules
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- The Representation of Lattice Quadrature Rules as Multiple Sums
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Quasi-Monte Carlo methods and pseudo-random numbers
- Numerical evaluation of singular multivariate normal distributions
- Comparison of Exact and Resampling Based Multiple Testing Procedures
- A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
- Sensitivity analysis approaches to high-dimensional screening problems at low sample size
- A Strong Law of Large Numbers for Scrambled Net Integration
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
- Randomized quasi-random sampling/importance resampling
- Construction algorithms for polynomial lattice rules for multivariate integration
- On figures of merit for randomly-shifted lattice rules
- New inputs and methods for Markov chain quasi-Monte Carlo
- Robust inversion methods for aerosol spectroscopy
- A quasi-Monte Carlo Metropolis algorithm
- Pricing Bermudan options using low-discrepancy mesh methods
- On selection criteria for lattice rules and other quasi-Monte Carlo point sets
- A comparison of random and quasirandom points for nonparametric response surface design
- On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space
- Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
- Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation
- Modification of the Maximin and ϕp (Phi) Criteria to Achieve Statistically Uniform Distribution of Sampling Points
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
- Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
- Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
- Error trends in quasi-Monte Carlo integration
- Hidden low-discrepancy structures in random point sets
- Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
- Normal variance mixtures: distribution, density and parameter estimation
- Randomization of lattice rules for numerical multiple integration
- Randomized quasi-Monte Carlo methods in pricing securities
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
- Quasi-Monte Carlo methods with applications in finance
- Parameterization based on randomized quasi-Monte Carlo methods
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