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Related Items (68)
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions ⋮ A study of highly efficient stochastic sequences for multidimensional sensitivity analysis ⋮ Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ Numerical quadrature for high-dimensional singular integrals over parallelotopes ⋮ Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM ⋮ Testing the topographical global initialization strategy in the framework of an unconstrained optimization method ⋮ Topographical global initialization for finding all solutions of nonlinear systems with constraints ⋮ A search for extensible low-WAFOM point sets ⋮ Quasi-random integration in high dimensions ⋮ Physics-informed distribution transformers via molecular dynamics and deep neural networks ⋮ EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL ⋮ A novel particle swarm niching technique based on extensive vector operations ⋮ Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability ⋮ Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination ⋮ Comparison of Sobol' sequences in financial applications ⋮ Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy ⋮ Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights ⋮ A compound trend renewal model for medical/professional liabilities ⋮ Mean Dimension of Ridge Functions ⋮ Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC ⋮ Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization ⋮ Reliable error estimation for Sobol' indices ⋮ Construction of a Third-Order K-Scheme and Its Application to Financial Models ⋮ Optimization of the Direction Numbers of the Sobol Sequences ⋮ SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS ⋮ Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ High-performance financial simulation using randomized quasi-Monte Carlo methods ⋮ An improved NSGA-II based control allocation optimisation for aircraft longitudinal automatic landing system ⋮ Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event ⋮ Quasi-Monte Carlo for highly structured generalised response models ⋮ Covering of high-dimensional cubes and quantization ⋮ Cubature methods for stochastic (partial) differential equations in weighted spaces ⋮ Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling ⋮ Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations ⋮ Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model ⋮ Iterative construction of replicated designs based on Sobol' sequences ⋮ A quasi-Monte Carlo data compression algorithm for machine learning ⋮ Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation ⋮ Computing Shapley Effects for Sensitivity Analysis ⋮ Support points ⋮ Implementation of irreducible Sobol' sequences in prime power bases ⋮ Generating inverse Gaussian random variates by approximation ⋮ Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications ⋮ Approximation methods for piecewise deterministic Markov processes and their costs ⋮ Systematic sensor placement for structural anomaly detection in the absence of damaged states ⋮ Implementing de-biased estimators using mixed sequences ⋮ High dimensional integration of kinks and jumps -- smoothing by preintegration ⋮ Irreducible Sobol’ sequences in prime power bases ⋮ An aspect of optimal regression design for LSMC ⋮ Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks ⋮ Linearization of McCormick relaxations and hybridization with the auxiliary variable method ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo ⋮ A computational investigation of the optimal Halton sequence in QMC applications ⋮ MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS ⋮ Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling ⋮ Automatic evaluations of cross-derivatives ⋮ Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme ⋮ Quasi-Monte Carlo methods for linear two-stage stochastic programming problems ⋮ Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces ⋮ Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches ⋮ Multiscale modelling and material design of woven textiles using Gaussian processes
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