Pages that link to "Item:Q1372846"
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The following pages link to Scrambled net variance for integrals of smooth functions (Q1372846):
Displaying 50 items.
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design (Q340870) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- Accurate emulators for large-scale computer experiments (Q449978) (← links)
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands (Q638795) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order (Q887154) (← links)
- On integration methods based on scrambled nets of arbitrary size (Q890226) (← links)
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments (Q939670) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Local antithetic sampling with scrambled nets (Q955143) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
- Scrambling Sobol' and Niederreiter-Xing points (Q1279911) (← links)
- Quasi-regression (Q1347846) (← links)
- Variations on \((0,s)\)-sequences (Q1347853) (← links)
- Integration and approximation based on scramble sampling in arbitrary dimensions (Q1347865) (← links)
- My dream quadrature rule (Q1402003) (← links)
- On the asymptotic distribution of scrambled net quadrature. (Q1434015) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- Randomized Halton sequences (Q1591883) (← links)
- The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
- Analysis of variance designs for model output (Q1613792) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo (Q1752009) (← links)
- \(I\)-binomial scrambling of digital nets and sequences (Q1887112) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- On the variance of quadrature over scrambled nets and sequences (Q1962204) (← links)
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration (Q1998371) (← links)
- Discrepancy of stratified samples from partitions of the unit cube (Q2031030) (← links)
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets (Q2031301) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\) (Q2074323) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Monte Carlo with determinantal point processes (Q2180388) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
- Construction results for strong orthogonal arrays of strength three (Q2278667) (← links)
- An algorithm to compute the \(t\)-value of a digital net and of its projections (Q2297127) (← links)
- Asymptotic normality of extensible grid sampling (Q2329748) (← links)
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces (Q2351489) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Scrambled geometric net integration over general product spaces (Q2397747) (← links)
- Discrepancy bounds for deterministic acceptance-rejection samplers (Q2452111) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- Exact sampling with highly uniform point sets (Q2473094) (← links)
- Control variates for quasi-Monte Carlo (with comments and rejoinder) (Q2503966) (← links)
- Improved bounds on the gain coefficients for digital nets in prime power base (Q2693684) (← links)
- Asymptotic properties of the spectral test, diaphony, and related quantities (Q2759098) (← links)
