TOMS659
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Numerical integration in logistic-normal models
- On improving the least squares Monte Carlo option valuation method
- Novel algorithms for fast statistical analysis of scaled circuits
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- Recent trends in random number and random vector generation
- A new measure of irregularity of distribution
- On global optimization using interval arithmetic
- Random and quasirandom sequences: Numerical estimates of uniformity of distribution
- An algorithm to compute bounds for the star discrepancy
- Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation
- Monte Carlo integration with quasi-random numbers: Some experience
- Numerical integration of singular integrands using low-discrepancy sequences
- Parallel line integral convolution
- Monte Carlo methods for security pricing
- Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
- SPECTRE
- Loading and injection of Maxwellian distributions in particle simulations
- MCMC
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- Analysis of variance designs for model output
- GRID Infoware
- Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- Algorithm 823
- A compound trend renewal model for medical/professional liabilities
- A semi-analytical framework for structural reliability analysis
- MersenneTwister
- Quasi-random initial population for genetic algorithms
- Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
- Time series simulation with quasi-Monte-Carlo methods
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
- The distribution of the discrepancy of scrambled digital (t,m,s)-nets
- A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
- Quasi-Monte-Carlo methods and the dispersion of point sequences
- A variance reducing multiplier for Monte Carlo integrations
- A comparison of two sampling methods for global sensitivity analysis
- Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics
- Support points
- Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
- randtoolbox
- A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
- Algorithm 738
- RandQMC
- Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys
- Implementing de-biased estimators using mixed sequences
- ADBASE
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis
- SSJ
- Market makers activity: behavioural and agent based approach
- Multiscale modelling and material design of woven textiles using Gaussian processes
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Quasi-Monte Carlo method in population genetics parameter estimation
- Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis
- Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
- Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
- Verifying reification with application to a rainfall-runoff computer simulator
- PIFISS
- A surrogate based multi-fidelity approach for robust design optimization
- An aspect of optimal regression design for LSMC
- Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
- A computational investigation of the optimal Halton sequence in QMC applications
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Sequential experimental design based generalised ANOVA
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Comparison of Sobol' sequences in financial applications
- Optimization of high-order diagonally-implicit Runge-Kutta methods
- OOPIC
- TESTPACK
- Space-time adaptive finite difference method for European multi-asset options
- Algorithm 876
- A study on algorithms for optimization of Latin hypercubes
- Algorithm 647
- MUCM
- MOAQ and ant-Q algorithm for multiple objective optimization problems
- nwSpGr
- AS 183
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods
- minimaxdesign
- scientific article; zbMATH DE number 1728308 (Why is no real title available?)
- KrigInv
- Irreducible Sobol' sequences in prime power bases
- COSSAN
- Multidimensional sensitivity analysis of large-scale mathematical models
- Determinantal point processes for machine learning
- An introduction to computational stochastic PDEs
- Quasi-Monte Carlo image synthesis in a nutshell
- Tuning the generation of Sobol sequence with Owen scrambling
- METCO
- Using emulators to estimate uncertainty in complex models
- bernor
- Numerical quadrature for high-dimensional singular integrals over parallelotopes
- Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation
- qar-0.1
- rhalton
- SFMT
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
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