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swMATH36024MaRDI QIDQ51726FDOQ51726

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Described by source

• Remark on algorithm 659
• Constructing Sobol Sequences with Better Two-Dimensional Projections

Cited In (68)

• Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
• 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
• Mean Dimension of Ridge Functions
• Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
• Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme
• An improved NSGA-II based control allocation optimisation for aircraft longitudinal automatic landing system
• SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
• Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
• Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
• Linearization of McCormick relaxations and hybridization with the auxiliary variable method
• Support points
• A construction of polynomial lattice rules with small gain coefficients
• A computational investigation of the optimal Halton sequence in QMC applications
• High-performance financial simulation using randomized quasi-Monte Carlo methods
• Implementation of irreducible Sobol' sequences in prime power bases
• Multiscale modelling and material design of woven textiles using Gaussian processes
• Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling
• Computing Shapley Effects for Sensitivity Analysis
• Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
• Quasi-Monte Carlo for highly structured generalised response models
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
• A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
• Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
• A quasi-Monte Carlo data compression algorithm for machine learning
• High dimensional integration of kinks and jumps -- smoothing by preintegration
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
• Irreducible Sobol' sequences in prime power bases
• Systematic sensor placement for structural anomaly detection in the absence of damaged states
• Approximation methods for piecewise deterministic Markov processes and their costs
• A novel particle swarm niching technique based on extensive vector operations
• Implementing de-biased estimators using mixed sequences
• Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences
• Numerical quadrature for high-dimensional singular integrals over parallelotopes
• EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL
• Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
• Automatic evaluations of cross-derivatives
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• Generating inverse Gaussian random variates by approximation
• Quasi-random integration in high dimensions
• Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
• Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
• Physics-informed distribution transformers via molecular dynamics and deep neural networks
• Covering of high-dimensional cubes and quantization
• Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination
• A Strong Law of Large Numbers for Scrambled Net Integration
• Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
• Topographical global initialization for finding all solutions of nonlinear systems with constraints
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Cubature methods for stochastic (partial) differential equations in weighted spaces
• MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS
• Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods
• A search for extensible low-WAFOM point sets
• An aspect of optimal regression design for LSMC
• A compound trend renewal model for medical/professional liabilities
• Comparison of Sobol' sequences in financial applications
• An algorithm to compute the \(t\)-value of a digital net and of its projections
• Construction of a Third-Order K-Scheme and Its Application to Financial Models
• Iterative construction of replicated designs based on Sobol' sequences
• Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations
• Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
• Reliable error estimation for Sobol' indices
• Quasi-Monte Carlo methods with applications in finance
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
• Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM
• Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
• Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability

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