Pages that link to "Item:Q4228545"
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The following pages link to Latin supercube sampling for very high-dimensional simulations (Q4228545):
Displaying 44 items.
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design (Q340870) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation (Q419288) (← links)
- Follow-up experimental designs for computer models and physical processes (Q539835) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- An approximate likelihood approach to nonlinear mixed effects models via spline approximation (Q956980) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Quasi-Monte Carlo estimation in generalized linear mixed models (Q1020672) (← links)
- Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420) (← links)
- My dream quadrature rule (Q1402003) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- A comparison of two sampling methods for global sensitivity analysis (Q1948862) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions (Q2145075) (← links)
- Sensitivity analysis methods in the biomedical sciences (Q2173061) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Approximating concept stability using variance reduction techniques (Q2286394) (← links)
- Least squares polynomial chaos expansion: a review of sampling strategies (Q2310855) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Exact sampling with highly uniform point sets (Q2473094) (← links)
- Control variates for quasi-Monte Carlo (with comments and rejoinder) (Q2503966) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Symmetrical Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-dimensional Model Representation (Q2809582) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- Orthogonal Arrays for the Estimation of Global Sensitivity Indices Based on ANOVA High-Dimensional Model Representation (Q3102883) (← links)
- Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-Dimensional Model Representation (Q3589996) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives (Q4629327) (← links)
- Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations (Q4636372) (← links)
- Sensitivity analysis approaches to high-dimensional screening problems at low sample size (Q4960668) (← links)
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
- On Figures of Merit for Randomly-Shifted Lattice Rules (Q5326103) (← links)
- AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I (Q5696855) (← links)
- AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II (Q5696857) (← links)
- Density Estimation by Randomized Quasi-Monte Carlo (Q5858426) (← links)
- On selection criteria for lattice rules and other quasi-Monte Carlo point sets (Q5938372) (← links)
- Fast random integer generation in an interval (Q6600038) (← links)
