Pages that link to "Item:Q4377528"
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The following pages link to Monte Carlo Variance of Scrambled Net Quadrature (Q4377528):
Displaying 50 items.
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design (Q340870) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- Accurate emulators for large-scale computer experiments (Q449978) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands (Q638795) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
- Error trends in quasi-Monte Carlo integration (Q709518) (← links)
- Exact cubature for a class of functions of maximum effective dimension (Q855894) (← links)
- Comparison of randomization techniques for low-discrepancy sequences in finance (Q867694) (← links)
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order (Q887154) (← links)
- On integration methods based on scrambled nets of arbitrary size (Q890226) (← links)
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments (Q939670) (← links)
- On scrambled Halton sequences (Q947740) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Local antithetic sampling with scrambled nets (Q955143) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
- Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
- Scrambling Sobol' and Niederreiter-Xing points (Q1279911) (← links)
- On the \(L_2\)-discrepancy for anchored boxes (Q1279913) (← links)
- The price of pessimism for multidimensional quadrature (Q1347848) (← links)
- Integration and approximation based on scramble sampling in arbitrary dimensions (Q1347865) (← links)
- Scrambled net variance for integrals of smooth functions (Q1372846) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- My dream quadrature rule (Q1402003) (← links)
- On the asymptotic distribution of scrambled net quadrature. (Q1434015) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- Randomized Halton sequences (Q1591883) (← links)
- The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces (Q1772683) (← links)
- \(I\)-binomial scrambling of digital nets and sequences (Q1887112) (← links)
- On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets (Q1888373) (← links)
- On the variance of quadrature over scrambled nets and sequences (Q1962204) (← links)
- Discrepancy of stratified samples from partitions of the unit cube (Q2031030) (← links)
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets (Q2031301) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport (Q2106929) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Improved sampling strategies for ensemble-based optimization (Q2192778) (← links)
- Stratified Monte Carlo simulation of Markov chains (Q2229037) (← links)
- On negative dependence properties of Latin hypercube samples and scrambled nets (Q2238851) (← links)
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
