sobol.cc
From MaRDI portal
Software:51726
swMATH36024MaRDI QIDQ51726FDOQ51726
Author name not available (Why is that?)
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
This page was built for software: sobol.cc