Pages that link to "Item:Q4564840"

The following pages link to Variance with alternative scramblings of digital nets (Q4564840):

Displaying 32 items.

• Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
• Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← 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)
• Construction of interlaced scrambled polynomial lattice rules of arbitrary high order (Q887154) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
• Local antithetic sampling with scrambled nets (Q955143) (← links)
• The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces (Q1772683) (← links)
• The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets (Q1873034) (← links)
• On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
• On the variance of quadrature over scrambled nets and sequences (Q1962204) (← links)
• Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration (Q1998371) (← links)
• Discrepancy of stratified samples from partitions of the unit cube (Q2031030) (← links)
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets (Q2031301) (← links)
• On negative dependence properties of Latin hypercube samples and scrambled nets (Q2238851) (← links)
• Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
• Quasi-random numbers for copula models (Q2361476) (← links)
• Scrambled geometric net integration over general product spaces (Q2397747) (← links)
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
• Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences (Q2566178) (← links)
• Dependence properties of scrambled Halton sequences (Q2672396) (← links)
• Scrambling non-uniform nets (Q3632784) (← links)
• A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
• Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235) (← links)
• Super-polynomial accuracy of one dimensional randomized nets using the median of means (Q5058657) (← links)
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
• Forward or backward simulation? A comparative study (Q5139227) (← links)
• Negative Dependence, Scrambled Nets, and Variance Bounds (Q5219293) (← links)
• Density Estimation by Randomized Quasi-Monte Carlo (Q5858426) (← links)
• Convergence Analysis of a Quasi-Monte CarloBased Deep Learning Algorithm for Solving Partial Differential Equations (Q6151262) (← links)
• A Universal Median Quasi-Monte Carlo Integration (Q6190296) (← links)