TOMS659

swMATH10686MaRDI QIDQ22644FDOQ22644

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Described by source

• Algorithm 659
• Remark on algorithm 659

Cited In (only showing first 100 items - show all)

• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Population Quasi-Monte Carlo
• Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• On the comparison of initialisation strategies in differential evolution for large scale optimisation
• Title not available (Why is that?)
• A construction of polynomial lattice rules with small gain coefficients
• Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
• Designing a computer experiment that involves switches
• Analysis of variance designs for model output
• Using Emulators to Estimate Uncertainty in Complex Models
• A study on algorithms for optimization of Latin hypercubes
• Quasi-Monte Carlo for highly structured generalised response models
• Tuning the generation of Sobol sequence with Owen scrambling
• Random and quasirandom sequences: Numerical estimates of uniformity of distribution
• High-dimensional integration: The quasi-Monte Carlo way
• A surrogate based multi-fidelity approach for robust design optimization
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• An algorithm to compute bounds for the star discrepancy
• Monte Carlo methods for security pricing
• A novel particle swarm niching technique based on extensive vector operations
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Programs to generate Niederreiter's low-discrepancy sequences
• Generation of space-filling uniform designs in unit hypercubes
• Simulation and optimization approaches to scenario tree generation
• Numerical integration in logistic-normal models
• A comparison of two sampling methods for global sensitivity analysis
• Numerical quadrature for high-dimensional singular integrals over parallelotopes
• Determinantal point processes for machine learning
• Quasi-random initial population for genetic algorithms
• Title not available (Why is that?)
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• Quasi-Monte Carlo methods for lattice systems: a first look
• On initial populations of a genetic algorithm for continuous optimization problems
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• Generating inverse Gaussian random variates by approximation
• Algorithm 823
• A semi-analytical framework for structural reliability analysis
• Monte Carlo integration with quasi-random numbers: Some experience
• An alternative way to compute Fourier amplitude sensitivity test (FAST).
• Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
• Numerical maximum log likelihood estimation for generalized lambda distributions
• Loading and injection of Maxwellian distributions in particle simulations
• Quasi-random integration in high dimensions
• Adaptive random search in quasi-Monte Carlo methods for global optimization
• Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
• Implementation and tests of low-discrepancy sequences
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
• A variance reducing multiplier for Monte Carlo integrations
• Topographical global initialization for finding all solutions of nonlinear systems with constraints
• Computational investigations of low-discrepancy sequences
• Recent trends in random number and random vector generation
• Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods
• Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
• Monte Carlo Methods for Applied Scientists
• Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior
• An introduction to computational stochastic PDEs
• Exploiting Variance Reduction Potential in Local Gaussian Process Search
• A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
• Title not available (Why is that?)
• A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
• MOAQ and ant-Q algorithm for multiple objective optimization problems
• Parallel quasirandom number generations for heterogeneous computing environments
• 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
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• Quasi-Monte Carlo methods with applications in finance
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
• Space-time adaptive finite difference method for European multi-asset options
• Monte Carlo methods and models in finance and insurance.
• Maximin design on non hypercube domains and kernel interpolation
• Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
• Quasi-Monte-Carlo methods and the dispersion of point sequences
• A constructive approach to strong tractability using quasi-Monte Carlo algorithms
• Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics
• Density-Controlled Sampling of Parametric Surfaces Using Adaptive Space-Filling Curves
• Parallel line integral convolution
• Support points
• A computational investigation of the optimal Halton sequence in QMC applications
• Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
• Multiscale modelling and material design of woven textiles using Gaussian processes
• Quasi-Monte Carlo method in population genetics parameter estimation
• Time series simulation with quasi-Monte-Carlo methods
• Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
• The role of structured matrices for the construction of integration lattices
• Optimization of the Direction Numbers of the Sobol Sequences
• Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
• Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights
• Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems
• Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis
• Optimization of high-order diagonally-implicit Runge-Kutta methods
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
• Irreducible Sobol' sequences in prime power bases
• Efficient randomized quasi-Monte Carlo methods for portfolio market risk
• Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys
• Derivative-free methods for mixed-integer nonsmooth constrained optimization

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