Pages that link to "Item:Q724506"
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The following pages link to High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506):
Displaying 17 items.
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition” (Q2970102) (← links)
- On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
- A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Mean Dimension of Ridge Functions (Q5107207) (← links)
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- Preintegration via Active Subspace (Q5886240) (← links)
- Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing (Q6158396) (← links)
- Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (Q6498605) (← links)
- Multilevel path branching for digital options (Q6620084) (← links)
- Conditional quasi-Monte Carlo with constrained active subspaces (Q6623714) (← links)
- How sharp are error bounds? -- Lower bounds on quadrature worst-case errors for analytic functions -- (Q6633129) (← links)
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands (Q6633130) (← links)
