Pages that link to "Item:Q1873074"
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The following pages link to A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems (Q1873074):
Displaying 15 items.
- Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics (Q311864) (← links)
- Variational theory and computations in stochastic plasticity (Q333305) (← links)
- Performance of cubature formulae in probabilistic model analysis and optimization (Q484853) (← links)
- Solving the multi-country real business cycle model using a Smolyak-collocation method (Q622255) (← links)
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624) (← links)
- An adaptive Monte Carlo integration algorithm with general division approach (Q947920) (← links)
- An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (Q974244) (← links)
- What Monte Carlo models can do and cannot do efficiently? (Q1031571) (← links)
- A comparison of strategies for the automatic computation of two-dimensional integrals over infinite domains (Q1418850) (← links)
- Multidimensional quadrature algorithms at higher degree and/or dimension (Q1913709) (← links)
- A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight (Q1964077) (← links)
- On an interpolatory method for high dimensional integration (Q1964089) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations (Q4636372) (← links)
- Numerical integration on multivariate scattered data by Lobachevsky splines (Q5416446) (← links)
