Pages that link to "Item:Q1279913"

The following pages link to On the \(L_2\)-discrepancy for anchored boxes (Q1279913):

Displaying 50 items.

• A search for extensible low-WAFOM point sets (Q350301) (← links)
• Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
• Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
• Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) (Q443857) (← links)
• Iterative construction of replicated designs based on Sobol' sequences (Q501872) (← links)
• Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
• Ectropy of diversity measures for populations in Euclidean space (Q545352) (← links)
• Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
• Computational investigations of scrambled Faure sequences (Q622175) (← links)
• Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands (Q638795) (← links)
• A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
• High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
• Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy (Q818189) (← links)
• Construction of interlaced scrambled polynomial lattice rules of arbitrary high order (Q887154) (← links)
• On integration methods based on scrambled nets of arbitrary size (Q890226) (← links)
• From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules (Q898073) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← 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 the discrepancy for boxes and polytopes (Q1295740) (← links)
• My dream quadrature rule (Q1402003) (← links)
• Some current issues in quasi-Monte Carlo methods (Q1402004) (← links)
• Randomized Halton sequences (Q1591883) (← links)
• The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM (Q1643374) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• FOXTAIL: modeling the nonlinear interaction between Alfvén eigenmodes and energetic particles in tokamaks (Q1685804) (← links)
• Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo (Q1752009) (← links)
• Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods (Q1787647) (← links)
• The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets (Q1873034) (← links)
• \(I\)-binomial scrambling of digital nets and sequences (Q1887112) (← links)
• Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
• Recycling physical random numbers (Q1952035) (← links)
• Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets (Q2031301) (← links)
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
• Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
• A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
• Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport (Q2106929) (← links)
• On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling (Q2121490) (← links)
• Multilevel Monte Carlo by using the Halton sequence (Q2213359) (← links)
• Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
• On negative dependence properties of Latin hypercube samples and scrambled nets (Q2238851) (← links)
• Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
• The new scramble for Faure sequence based on irrational numbers (Q2247660) (← links)
• Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences (Q2272147) (← links)
• Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems (Q2325567) (← links)
• Asymptotic normality of extensible grid sampling (Q2329748) (← links)
• A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)