Pages that link to "Item:Q2518249"
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The following pages link to Monte Carlo and quasi-Monte Carlo sampling (Q2518249):
Displaying 50 items.
- Approximating concept stability using variance reduction techniques (Q2286394) (← links)
- A survey on kriging-based infill algorithms for multiobjective simulation optimization (Q2289950) (← links)
- Fast high-dimensional node generation with variable density (Q2293595) (← links)
- A multiobjective stochastic simulation optimization algorithm (Q2301958) (← links)
- Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems (Q2325567) (← links)
- Proof techniques in quasi-Monte Carlo theory (Q2347957) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces (Q2351489) (← links)
- On the influence of robustness measures on shape optimization with stochastic uncertainties (Q2357894) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- A construction of low-discrepancy sequences involving finite-row digital \((t,s)\)-sequences (Q2377341) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- On the discrepancy of generalized Niederreiter sequences (Q2434922) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Probabilistic logic programming for hybrid relational domains (Q2630824) (← links)
- Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices (Q2661491) (← links)
- Spatialized epidemiological forecasting applied to Covid-19 pandemic at departmental scale in France (Q2670754) (← links)
- A metalearning approach for physics-informed neural networks (PINNs): application to parameterized PDEs (Q2681136) (← links)
- Probability of occurrence of some planar random quasi-homogeneous vector fields (Q2682876) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- On some recent advances on high dimensional Bayesian statistics (Q2786539) (← links)
- Variance analysis for Monte Carlo integration (Q2802355) (← links)
- Quasi-Monte Carlo Image Synthesis in a Nutshell (Q2926216) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- Reliable Adaptive Cubature Using Digital Sequences (Q2957044) (← links)
- Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches (Q3303724) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Sequential Monte Carlo methods in Bayesian joint models for longitudinal and time-to-event data (Q3389298) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
- Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces (Q4603593) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- A Moment-Matching Method to Study the Variability of Phenomena Described by Partial Differential Equations (Q4641601) (← links)
- Monte Carlo sampling for stochastic weight functions (Q4646189) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)
- (Q4781780) (← links)
- (Q4856468) (← links)
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters (Q4998633) (← links)
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Synthesis and Properties of Optimally Value-Aligned Normative Systems (Q5043560) (← links)
- (Q5053316) (← links)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
