The following pages link to Algorithm 659 (Q3783398):
Displaying 50 items.
- A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems (Q1873074) (← links)
- On the crude multidimensional search (Q1893557) (← links)
- Quasi-Monte-Carlo methods and the dispersion of point sequences (Q1921094) (← links)
- A variance reducing multiplier for Monte Carlo integrations (Q1921104) (← links)
- Estimation of global sensitivity indices for models with dependent variables (Q1948835) (← links)
- A comparison of two sampling methods for global sensitivity analysis (Q1948862) (← links)
- Machine learning materials physics: surrogate optimization and multi-fidelity algorithms predict precipitate morphology in an alternative to phase field dynamics (Q1986728) (← links)
- Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch (Q1993602) (← links)
- A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind (Q2000532) (← links)
- Scale bridging materials physics: active learning workflows and integrable deep neural networks for free energy function representations in alloys (Q2021083) (← links)
- Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models (Q2066738) (← links)
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis (Q2072474) (← links)
- Market makers activity: behavioural and agent based approach (Q2089323) (← links)
- Derivative-free methods for mixed-integer nonsmooth constrained optimization (Q2141352) (← links)
- Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging (Q2179204) (← links)
- Quasi-Monte Carlo method in population genetics parameter estimation (Q2229882) (← links)
- Advanced single-loop kriging surrogate model method by combining the adaptive reduction of candidate sample pool for safety lifetime analysis (Q2240325) (← links)
- Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing (Q2243373) (← links)
- Verifying reification with application to a rainfall-runoff computer simulator (Q2261041) (← links)
- A surrogate based multi-fidelity approach for robust design optimization (Q2290275) (← links)
- An aspect of optimal regression design for LSMC (Q2293277) (← links)
- Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model (Q2295081) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Sequential experimental design based generalised ANOVA (Q2375266) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- A study on algorithms for optimization of Latin hypercubes (Q2498770) (← links)
- MOAQ and ant-Q algorithm for multiple objective optimization problems (Q2573012) (← links)
- Irreducible Sobol' sequences in prime power bases (Q2804252) (← links)
- Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) (Q2905711) (← links)
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition (Q2952771) (← links)
- Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences (Q3075263) (← links)
- Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation (Q3176259) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
- Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
- An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738) (← links)
- The asymptotic efficiency of randomized nets for quadrature (Q4235517) (← links)
- Sensitivity measures,anova-like Techniques and the use of bootstrap (Q4347023) (← links)
- Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations (Q4636372) (← links)
- Quasi-Random Sampling Importance Resampling (Q4678889) (← links)
- Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators (Q4723131) (← links)
- Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos (Q5072572) (← links)
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models (Q5082583) (← links)
- Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling (Q5119103) (← links)
- Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems (Q5119631) (← links)
- Efficient maximin distance designs for experiments in mixtures (Q5127056) (← links)
