Pages that link to "Item:Q4876078"

The following pages link to Implementation and tests of low-discrepancy sequences (Q4876078):

Displaying 50 items.

• A search for extensible low-WAFOM point sets (Q350301) (← links)
• Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (Q615042) (← links)
• Computational investigations of scrambled Faure sequences (Q622175) (← links)
• Multi-country real business cycle models: accuracy tests and test bench (Q622248) (← links)
• From screening to quantitative sensitivity analysis. A unified approach (Q634082) (← links)
• SINGINT: automatic numerical integration of singular integrands (Q709401) (← links)
• Error in Monte Carlo, quasi-error in quasi-Monte Carlo (Q710015) (← links)
• On initial populations of a genetic algorithm for continuous optimization problems (Q878224) (← links)
• On scrambled Halton sequences (Q947740) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420) (← links)
• On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
• Global optimization based on novel heuristics, low-discrepancy sequences and genetic algorithms (Q1027518) (← links)
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II (Q1267020) (← links)
• Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands (Q1295818) (← links)
• Numerical integration of singular integrands using low-discrepancy sequences (Q1377278) (← links)
• Monte Carlo methods for security pricing (Q1391435) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• Error reduction techniques in quasi-Monte Carlo integration. (Q1597025) (← links)
• The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
• Master Lovas-Andai and equivalent formulas verifying the \(\frac{8}{33}\) two-qubit Hilbert-Schmidt separability probability and companion rational-valued conjectures (Q1654047) (← links)
• Reliable error estimation for Sobol' indices (Q1704013) (← links)
• Quasi-random initial population for genetic algorithms (Q1767905) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021) (← links)
• Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration (Q1912217) (← links)
• Quasi-Monte-Carlo methods and the dispersion of point sequences (Q1921094) (← links)
• Smoothness and dimension reduction in quasi-Monte Carlo methods (Q1921098) (← links)
• Implementation of irreducible Sobol' sequences in prime power bases (Q1997553) (← links)
• Iterative estimation of Sobol' indices based on replicated designs (Q2027710) (← links)
• The new scramble for Faure sequence based on irrational numbers (Q2247660) (← links)
• Searching for targets of nonuniform size using mixing transformations: constructive upper bounds and limit laws (Q2348243) (← links)
• Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
• Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
• Application of deterministic low-discrepancy sequences in global optimization (Q2488052) (← links)
• A novel population initialization method for accelerating evolutionary algorithms (Q2519634) (← links)
• Irreducible Sobol’ sequences in prime power bases (Q2804252) (← links)
• Deterministic Consistent Density Estimation for Light Transport Simulation (Q2926233) (← links)
• Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration (Q3137463) (← links)
• Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions (Q3532598) (← links)
• The asymptotic efficiency of randomized nets for quadrature (Q4235517) (← links)
• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique (Q4472606) (← links)
• An evaluation of adaptive numerical integration algorithms on parallel systems (Q4472607) (← links)
• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals (Q4517523) (← links)
• Adaptive Quasi-Monte Carlo Methods for Cubature (Q4611818) (← links)
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms (Q4794645) (← links)
• An efficient trajectory sampling design method for elementary effect based global sensitivity analysis (Q5055185) (← links)