TOMS659
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swMATH10686MaRDI QIDQ22644FDOQ22644
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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
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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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