TOMS659

swMATH10686MaRDI QIDQ22644FDOQ22644

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Official website: http://people.sc.fsu.edu/~jburkardt/f77_src/toms659/toms659.html

Described by source

• Algorithm 659
• Remark on algorithm 659

Cited In (only showing first 100 items - show all)

• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Population Quasi-Monte Carlo
• On the comparison of initialisation strategies in differential evolution for large scale optimisation
• Parallel line integral convolution
• Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models
• Designing a computer experiment that involves switches
• Time series simulation with quasi-Monte-Carlo methods
• Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
• The role of structured matrices for the construction of integration lattices
• Quasi-Monte Carlo for highly structured generalised response models
• Tuning the generation of Sobol sequence with Owen scrambling
• Random and quasirandom sequences: Numerical estimates of uniformity of distribution
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
• Efficient randomized quasi-Monte Carlo methods for portfolio market risk
• A surrogate based multi-fidelity approach for robust design optimization
• A novel particle swarm niching technique based on extensive vector operations
• Generation of space-filling uniform designs in unit hypercubes
• The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets
• A comparison of two sampling methods for global sensitivity analysis
• Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
• Title not available (Why is that?)
• Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
• Title not available (Why is that?)
• On initial populations of a genetic algorithm for continuous optimization problems
• Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
• Efficient maximin distance designs for experiments in mixtures
• Generating inverse Gaussian random variates by approximation
• A semi-analytical framework for structural reliability analysis
• Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
• Monte Carlo integration with quasi-random numbers: Some experience
• On improving the least squares Monte Carlo option valuation method
• Loading and injection of Maxwellian distributions in particle simulations
• Adaptive random search in quasi-Monte Carlo methods for global optimization
• Multidimensional sensitivity analysis of large-scale mathematical models
• Quasi-Monte Carlo image synthesis in a nutshell
• Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination
• A new measure of irregularity of distribution
• A variance reducing multiplier for Monte Carlo integrations
• On global optimization using interval arithmetic
• The asymptotic efficiency of randomized nets for quadrature
• Novel algorithms for fast statistical analysis of scaled circuits
• Recent trends in random number and random vector generation
• INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
• An efficient implementation of a least squares Monte Carlo method for valuing American-style options
• A compound trend renewal model for medical/professional liabilities
• Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos
• A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
• Parallel quasirandom number generations for heterogeneous computing environments
• Sequential experimental design based generalised ANOVA
• Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• Numerical integration of singular integrands using low-discrepancy sequences
• Maximin design on non hypercube domains and kernel interpolation
• Quasi-Monte-Carlo methods and the dispersion of point sequences
• Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Title not available (Why is that?)
• Quantifying uncertainties on excursion sets under a Gaussian random field prior
• A construction of polynomial lattice rules with small gain coefficients
• Analysis of variance designs for model output
• A study on algorithms for optimization of Latin hypercubes
• Algorithm 247
• High-dimensional integration: The quasi-Monte Carlo way
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• An algorithm to compute bounds for the star discrepancy
• Monte Carlo methods for security pricing
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Programs to generate Niederreiter's low-discrepancy sequences
• Simulation and optimization approaches to scenario tree generation
• Numerical integration in logistic-normal models
• Numerical quadrature for high-dimensional singular integrals over parallelotopes
• Determinantal point processes for machine learning
• Quasi-random initial population for genetic algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quasi-Monte Carlo methods for lattice systems: a first look
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• Algorithm 823
• MersenneTwister
• Algorithm 823
• Algorithm 738
• randtoolbox
• RandQMC
• ADBASE
• SSJ
• PIFISS
• OOPIC
• Algorithm 876
• Algorithm 647
• TESTPACK
• MUCM
• AS 183
• nwSpGr
• minimaxdesign
• KrigInv
• An alternative way to compute Fourier amplitude sensitivity test (FAST).
• COSSAN
• Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.

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