swMATH10686MaRDI QIDQ22644FDOQ22644
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Official website: http://people.sc.fsu.edu/~jburkardt/f77_src/toms659/toms659.html
Cited In (only showing first 100 items - show all)
- 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
- Title not available (Why is that?)
- Quantifying uncertainties on excursion sets under a Gaussian random field prior
- A construction of polynomial lattice rules with small gain coefficients
- Analysis of variance designs for model output
- A study on algorithms for optimization of Latin hypercubes
- Algorithm 247
- High-dimensional integration: The quasi-Monte Carlo way
- 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
- 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
- Simulation and optimization approaches to scenario tree generation
- Numerical integration in logistic-normal models
- 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?)
- Title not available (Why is that?)
- Quasi-Monte Carlo methods for lattice systems: a first look
- Sensitivity measures,anova-like Techniques and the use of bootstrap
- Algorithm 823
- MersenneTwister
- Algorithm 823
- Algorithm 738
- randtoolbox
- RandQMC
- ADBASE
- SSJ
- PIFISS
- OOPIC
- Algorithm 876
- Algorithm 647
- TESTPACK
- MUCM
- AS 183
- nwSpGr
- minimaxdesign
- KrigInv
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- COSSAN
- Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Quasi-random integration in high dimensions
- Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
- METCO
- bernor
- qar-0.1
- rhalton
- SFMT
- MuFiCokriging
- RANN
- multisensi
- COSSAN-X
- SAFE Toolbox
- QSIMVN
- BayesianOptimization
- QMCPy
- QMC4PDE
- Implementation and tests of low-discrepancy sequences
- sobol.cc
- sensobol
- goodwin.f77
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
- QuartzNet
- SympGPR
- Latin Hypercube Sampling
- Topographical global initialization for finding all solutions of nonlinear systems with constraints
- Computational investigations of low-discrepancy sequences
- 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
- 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?)
- MOAQ and ant-Q algorithm for multiple objective optimization problems
- 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
- Quasi-Monte Carlo methods with applications in finance
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Using emulators to estimate uncertainty in complex models
- Space-time adaptive finite difference method for European multi-asset options
- Monte Carlo methods and models in finance and insurance.
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
- Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
- Population Quasi-Monte Carlo
- On the comparison of initialisation strategies in differential evolution for large scale optimisation
- Parallel line integral convolution
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
- Designing a computer experiment that involves switches
- 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
- Quasi-Monte Carlo for highly structured generalised response models
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