Algorithm 823
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Software:16645
swMATH4470MaRDI QIDQ16645FDOQ16645
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Cited In (37)
- Title not available (Why is that?)
- Quasi-random numbers for copula models
- Title not available (Why is that?)
- A construction of polynomial lattice rules with small gain coefficients
- Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Silver mean conjectures for 15-dimensional volumes and 14-dimensional hyperareas of the separable two-qubit systems
- Generating parallel quasirandom sequences via randomization
- Hybrid method for the chemical master equation
- Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Title not available (Why is that?)
- Discrepancy behaviour in the non-asymptotic regime
- Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets
- Generation of space-filling uniform designs in unit hypercubes
- An empirical analysis of scenario generation methods for stochastic optimization
- Title not available (Why is that?)
- Error trends in quasi-Monte Carlo integration
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
- Tuning the Generation of Sobol Sequence with Owen Scrambling
- A hierarchy of approximations of the master equation scaled by a size parameter
- Improving simulated annealing through derandomization
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Randomized quasi-Monte Carlo methods in pricing securities
- Dependence properties of scrambled Halton sequences
- Novel algorithms for fast statistical analysis of scaled circuits
- Comparison of Sobol' sequences in financial applications
- Grid-based Quasi-Monte Carlo Applications
- Computation of multivariate normal and \(t\) probabilities
- Parallel quasirandom number generations for heterogeneous computing environments
- Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models
- Reliable error estimation for Sobol' indices
- The discrepancy and gain coefficients of scrambled digital nets.
- Quasi-Monte Carlo methods with applications in finance
- Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods
- Combination of General Antithetic Transformations and Control Variables
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