Cited in
(only showing first 100 items - show all)- 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
- Efficient long-dated swaption volatility approximation in the forward-LIBOR model
- Quasi-Monte Carlo point sets with small t-values and WAFOM
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
- Moment approximations of displaced forward-LIBOR rates with application to swaptions
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
- Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
- 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
- Monte Carlo method for numerical integration based on Sobol's sequences
- A computational investigation of the optimal Halton sequence in QMC applications
- Implementation of irreducible Sobol' sequences in prime power bases
- High-performance financial simulation using randomized quasi-Monte Carlo methods
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- 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
- Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
- Optimization of the Direction Numbers of the Sobol Sequences
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- 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
- A quasi-Monte Carlo data compression algorithm for machine learning
- Construction of a third-order K-scheme and its application to financial models
- High dimensional integration of kinks and jumps -- smoothing by preintegration
- Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Mean Dimension of Ridge Functions
- Irreducible Sobol' sequences in prime power bases
- Systematic sensor placement for structural anomaly detection in the absence of damaged states
- A novel particle swarm niching technique based on extensive vector operations
- Approximation methods for piecewise deterministic Markov processes and their costs
- Implementing de-biased estimators using mixed sequences
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
- Numerical quadrature for high-dimensional singular integrals over parallelotopes
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- An improved NSGA-II based control allocation optimisation for aircraft longitudinal automatic landing system
- MinT
- Algorithm 823
- MersenneTwister
- DESMOND
- VBASim
- RandQMC
- SSJ
- TOMS659
- Algorithm 647
- TESTPACK
- Smolpack
- Sparse Grid Interpolation
- nwSpGr
- minimaxdesign
- Algorithm 955
- MRG32k3a
- bernor
- rhalton
- libGrid
- libAlgebra
- libDiscretization
- SFMT
- pcl
- MuFiCokriging
- trustOptim
- LatNet Builder
- BayesianOptimization
- AS 312
- Lattice Builder
- Magic Point Shop
- QMCPy
- QMC4PDE
- GraphRNN
- spatialprobit
- QuartzNet
- SympGPR
- Latin Hypercube Sampling
- 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
- Generating inverse Gaussian random variates by approximation
- Automatic evaluations of cross-derivatives
- Algorithm 247
- Quasi-random integration in high dimensions
- Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- Computing Shapley effects for sensitivity analysis
- Covering of high-dimensional cubes and quantization
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination
- Topographical global initialization for finding all solutions of nonlinear systems with constraints
- Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- A Strong Law of Large Numbers for Scrambled Net Integration
- Cubature methods for stochastic (partial) differential equations in weighted spaces
- mpEDMD
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
- 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
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