Randomization of Number Theoretic Methods for Multiple Integration
From MaRDI portal
Publication:4125650
DOI10.1137/0713071zbMath0354.65016OpenAlexW2031141876MaRDI QIDQ4125650
Thomas N. L. Patterson, R. Cranley
Publication date: 1976
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0713071
Related Items
Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy, Lattice methods for multiple integration, Quasi-random numbers for copula models, Random sampling from low-discrepancy sequences: applications to option pricing, Numerical evaluation of singular multivariate normal distributions, Normal variance mixtures: distribution, density and parameter estimation, The price of pessimism for multidimensional quadrature, Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution, Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks, A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design, Construction algorithms for polynomial lattice rules for multivariate integration, Quasi-Monte Carlo Image Synthesis in a Nutshell, On Figures of Merit for Randomly-Shifted Lattice Rules, New Inputs and Methods for Markov Chain Quasi-Monte Carlo, Randomized quasi-random sampling/importance resampling, Periodizing transformations for numerical integration, Dependence properties of scrambled Halton sequences, Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, Robust inversion methods for aerosol spectroscopy, On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space, My dream quadrature rule, Evaluating nearly singular multinormal expectations with application to wave distributions, Consistency of randomized integration methods, A comparison of two sampling methods for global sensitivity analysis, Pricing Options Using Lattice Rules, Construction of weakly CUD sequences for MCMC sampling, On the distribution of integration error by randomly-shifted lattice rules, Alternative sampling methods for estimating multivariate normal probabilities, Randomization of lattice rules for numerical multiple integration, Importance sampling the union of rare events with an application to power systems analysis, A quasi-Monte Carlo Metropolis algorithm, Pricing Bermudan options using low-discrepancy mesh methods, Searching for extensible Korobov rules, Unnamed Item, Randomized quasi-Monte Carlo methods in pricing securities, Exact sampling with highly uniform point sets, Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria, Asymptotic properties of the spectral test, diaphony, and related quantities, Quasi-Monte Carlo methods with applications in finance, Variance reduction in sample approximations of stochastic programs, Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions, On selection criteria for lattice rules and other quasi-Monte Carlo point sets, Error trends in quasi-Monte Carlo integration, Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation, A comparison of random and quasirandom points for nonparametric response surface design, Control variates for quasi-Monte Carlo (with comments and rejoinder), Parameterization based on randomized quasi-Monte Carlo methods, Discrepancy of stratified samples from partitions of the unit cube, A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy, Sensitivity analysis approaches to high-dimensional screening problems at low sample size, Comparison of Exact and Resampling Based Multiple Testing Procedures, Quasi-Monte Carlo methods and pseudo-random numbers, Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system, What Monte Carlo models can do and cannot do efficiently?, Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals, Variance reduction order using good lattice points in Monte Carlo methods, A Strong Law of Large Numbers for Scrambled Net Integration, On the Warnock-Halton quasi-standard error, Applications of randomized low discrepancy sequences to the valuation of complex securities, The Representation of Lattice Quadrature Rules as Multiple Sums, Randomized Halton sequences
Uses Software