Zhijian He

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Quasi-Monte Carlo for unbounded integrands with importance sampling	2023-10-01	Paper
Spatial structure of a Bose–Einstein condensate in a combined trap*	2023-06-27	Paper
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo	2023-03-31	Paper
Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference	2022-07-13	Paper
On the error rate of importance sampling with randomized quasi-Monte Carlo	2022-03-07	Paper
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo	2022-02-22	Paper
An adaptive mixture-population Monte Carlo method for likelihood-free inference	2021-12-01	Paper
Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance	2021-03-29	Paper
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation	2020-11-24	Paper
Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall	2020-10-31	Paper
QMC Sampling from Empirical Datasets	2020-08-26	Paper
Asymptotic normality of extensible grid sampling	2019-10-18	Paper
Extensible Grids: Uniform Sampling on a Space Filling Curve	2019-06-12	Paper
On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions	2019-05-06	Paper
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options	2018-12-18	Paper
Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube	2018-08-01	Paper
An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering	2017-09-08	Paper
Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction	2017-05-31	Paper
Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube	2017-02-10	Paper
Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve	2017-01-20	Paper
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures	2016-10-07	Paper
On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions	2015-10-30	Paper
Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives	2014-08-13	Paper

Research outcomes over time

Doctoral students

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