Cited in
(only showing first 100 items - show all)- Multidimensional sensitivity analysis of large-scale mathematical models
- Novel algorithms for fast statistical analysis of scaled circuits
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- A semi-analytical framework for structural reliability analysis
- scientific article; zbMATH DE number 1402569 (Why is no real title available?)
- Numerical integration in logistic-normal models
- Recent trends in random number and random vector generation
- Quasi-Monte Carlo for highly structured generalised response models
- Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
- A variance reducing multiplier for Monte Carlo integrations
- Quasi-Monte Carlo image synthesis in a nutshell
- INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
- Monte Carlo integration with quasi-random numbers: Some experience
- Sequential experimental design based generalised ANOVA
- Tuning the generation of Sobol sequence with Owen scrambling
- scientific article; zbMATH DE number 1969617 (Why is no real title available?)
- A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
- Numerical integration of singular integrands using low-discrepancy sequences
- Quasi-Monte-Carlo methods and the dispersion of point sequences
- On global optimization using interval arithmetic
- Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation
- A compound trend renewal model for medical/professional liabilities
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices
- On improving the least squares Monte Carlo option valuation method
- Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
- Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- The asymptotic efficiency of randomized nets for quadrature
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Generating inverse Gaussian random variates by approximation
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
- On the comparison of initialisation strategies in differential evolution for large scale optimisation
- On initial populations of a genetic algorithm for continuous optimization problems
- Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- A comparison of two sampling methods for global sensitivity analysis
- Efficient maximin distance designs for experiments in mixtures
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination
- Population Quasi-Monte Carlo
- Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
- Time series simulation with quasi-Monte-Carlo methods
- A surrogate based multi-fidelity approach for robust design optimization
- A new measure of irregularity of distribution
- Loading and injection of Maxwellian distributions in particle simulations
- A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
- Parallel quasirandom number generations for heterogeneous computing environments
- Designing a computer experiment that involves switches
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- Generation of space-filling uniform designs in unit hypercubes
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
- An efficient implementation of a least squares Monte Carlo method for valuing American-style options
- Parallel line integral convolution
- Maximin design on non hypercube domains and kernel interpolation
- A novel particle swarm niching technique based on extensive vector operations
- The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- Using emulators to estimate uncertainty in complex models
- Space-time adaptive finite difference method for European multi-asset options
- MOAQ and ant-Q algorithm for multiple objective optimization problems
- A construction of polynomial lattice rules with small gain coefficients
- Topographical global initialization for finding all solutions of nonlinear systems with constraints
- On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
- Quasi-random initial population for genetic algorithms
- High-dimensional integration: The quasi-Monte Carlo way
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Computational investigations of low-discrepancy sequences
- Monte Carlo Methods for Applied Scientists
- Algorithm 247
- Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Quasi-Monte Carlo methods for lattice systems: a first look
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods
- Analysis of variance designs for model output
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
- Numerical integration in statistical decision-theoretic methods for robust design optimization
- Studying the effect of using low-discrepancy sequences to initialize population-based optimization algorithms
- Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
- Implementation and tests of low-discrepancy sequences
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Quantifying uncertainties on excursion sets under a Gaussian random field prior
- SPECTRE
- MCMC
- GRID Infoware
- Algorithm 823
- MersenneTwister
- Algorithm 738
- randtoolbox
- RandQMC
- ADBASE
- SSJ
- PIFISS
- OOPIC
- Algorithm 876
- Algorithm 647
- TESTPACK
- MUCM
- AS 183
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