The following pages link to sobol.cc (Q51726):
Displaying 50 items.
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Numerical quadrature for high-dimensional singular integrals over parallelotopes (Q316195) (← links)
- Topographical global initialization for finding all solutions of nonlinear systems with constraints (Q343685) (← links)
- A search for extensible low-WAFOM point sets (Q350301) (← 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)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- Iterative construction of replicated designs based on Sobol' sequences (Q501872) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- A novel particle swarm niching technique based on extensive vector operations (Q601034) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model (Q669033) (← links)
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- Quasi-random integration in high dimensions (Q868094) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Generating inverse Gaussian random variates by approximation (Q961817) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM (Q1643374) (← links)
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method (Q1653270) (← links)
- A compound trend renewal model for medical/professional liabilities (Q1689025) (← links)
- Reliable error estimation for Sobol' indices (Q1704013) (← links)
- Support points (Q1991669) (← links)
- Implementation of irreducible Sobol' sequences in prime power bases (Q1997553) (← links)
- Systematic sensor placement for structural anomaly detection in the absence of damaged states (Q2021134) (← links)
- Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- Linearization of McCormick relaxations and hybridization with the auxiliary variable method (Q2046304) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Multiscale modelling and material design of woven textiles using Gaussian processes (Q2115411) (← links)
- Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions (Q2121499) (← links)
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis (Q2121622) (← links)
- Physics-informed distribution transformers via molecular dynamics and deep neural networks (Q2168329) (← links)
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability (Q2176414) (← links)
- Covering of high-dimensional cubes and quantization (Q2225655) (← links)
- Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling (Q2231105) (← links)
- A quasi-Monte Carlo data compression algorithm for machine learning (Q2238850) (← links)
- Optimal \(N\)-point configurations on the sphere: ``magic'' numbers and Smale's 7th problem (Q2254910) (← links)
- An aspect of optimal regression design for LSMC (Q2293277) (← links)
- An algorithm to compute the \(t\)-value of a digital net and of its projections (Q2297127) (← links)
- A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← 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)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination (Q2671754) (← links)
- Irreducible Sobol' sequences in prime power bases (Q2804252) (← links)
- Automatic evaluations of cross-derivatives (Q2862529) (← links)
- Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC (Q2957028) (← links)
- Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences (Q3075263) (← links)
