Cited in
(21)- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
- Adaptive Multidimensional Integration Based on Rank-1 Lattices
- Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
- Quasi-Monte Carlo simulation for American option sensitivities
- Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
- RandQMC
- SSJ
- GAIL
- Algorithm 955
- POWDer
- LatNet Builder
- Magic Point Shop
- sobol.cc
- ContactCenters
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- Scenario generation for stochastic optimization problems via the sparse grid method
- An algorithm to compute the \(t\)-value of a digital net and of its projections
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