The following pages link to (Q4203559):
Displaying 37 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions (Q381435) (← links)
- Min-median-max metamodel-based unconstrained nonlinear optimization problems (Q381731) (← links)
- Accurate emulators for large-scale computer experiments (Q449978) (← links)
- On adaptive stratification (Q666354) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments (Q939670) (← links)
- Lower bounds of the wrap-around \(L_2\)-discrepancy and relationships between MLHD and uniform design with a large size (Q1031746) (← links)
- Optimal Latin-hypercube designs for computer experiments (Q1330212) (← links)
- Quasi-regression (Q1347846) (← links)
- Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs (Q1347847) (← links)
- Estimating the integral of a squared regression function with Latin hypercube sampling (Q1359742) (← links)
- On the asymptotic distribution of scrambled net quadrature. (Q1434015) (← links)
- Analysis of variance designs for model output (Q1613792) (← links)
- A central limit theorem for marginally coupled designs (Q1726865) (← links)
- Flexible sliced designs for computer experiments (Q1753974) (← links)
- Assessing linearity in high dimensions. (Q1848767) (← links)
- Quasi-regression with shrinkage (Q1873015) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- Representative points for distribution recovering (Q2112258) (← links)
- Identification of parameters for large-scale kinetic models (Q2120051) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Variance-based adaptive sequential sampling for polynomial chaos expansion (Q2246308) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments (Q2301061) (← links)
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo (Q2388353) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- An isomorphism check for two-level fractional factorial designs (Q2474391) (← links)
- Control variates for quasi-Monte Carlo (with comments and rejoinder) (Q2503966) (← links)
- Reliable and efficient parameter estimation using approximate continuum limit descriptions of stochastic models (Q2676029) (← links)
- Hilbert space analysis of Latin Hypercube Sampling (Q2701646) (← links)
- Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs (Q2759097) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- Large Sample Properties of Simulations Using Latin Hypercube Sampling (Q3763383) (← links)
- Novel statistical emulator construction for volcanic ash transport model Ash3d with physically motivated measures (Q5161109) (← links)
- <i>k</i> -d Darts (Q5419156) (← links)
- Expected integration approximation under general equal measure partition (Q6197598) (← links)
