Pages that link to "Item:Q3870208"

The following pages link to An economic method of computing LPτ-sequences (Q3870208):

Displaying 24 items.

• Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher (Q350295) (← links)
• Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) (Q443857) (← links)
• Multi-country real business cycle models: accuracy tests and test bench (Q622248) (← links)
• Signal processing, Sobol sequences and hot sampling: calculation of incident heat flux distributions surrounding diffusion flames (Q650663) (← links)
• Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data (Q830615) (← links)
• Quasi-random integration in high dimensions (Q868094) (← links)
• Numerical integration in logistic-normal models (Q1010503) (← links)
• Recent trends in random number and random vector generation (Q1176851) (← links)
• On global optimization using interval arithmetic (Q1195964) (← links)
• An algorithm to compute bounds for the star discrepancy (Q1347864) (← links)
• Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation (Q1365883) (← links)
• Transformation of uniformly distributed particle ensembles (Q1372120) (← links)
• A simplicial homology algorithm for Lipschitz optimisation (Q1756767) (← links)
• A study of highly efficient stochastic sequences for multidimensional sensitivity analysis (Q2121622) (← links)
• Synthesis of test sequences with a given switching activity (Q2139488) (← links)
• Adaptive integration for multi-factor portfolio credit loss models (Q2271942) (← links)
• Theory and computation of non-RRKM lifetime distributions and rates in chemical systems with three or more degrees of freedom (Q2507973) (← links)
• Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics (Q3297727) (← links)
• Scrambled Soboĺ sequences via permutation (Q3405599) (← links)
• An evaluation of adaptive numerical integration algorithms on parallel systems (Q4472607) (← links)
• High-performance financial simulation using randomized quasi-Monte Carlo methods (Q4619507) (← links)
• Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event (Q5138745) (← links)
• Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems (Q5938384) (← links)
• (Q6100913) (← links)