| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Alexander Keller 0001 (eds.) |
Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2020, Oxford, United Kingdom, August 10-14  |
MCQMC  |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Art B. Owen |
On Dropping the First Sobol' Point. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Max Hird, Samuel Livingstone, Giacomo Zanella |
A fresh Take on 'Barker Dynamics' for MCMC. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Keller 0001, Matthijs Van Keirsbilck |
Artificial Neural Networks Generated by Low Discrepancy Sequences. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Florian Puchhammer |
Density Estimation by Monte Carlo and Quasi-Monte Carlo. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Christiane Lemieux, Jaspar Wiart |
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Sou-Cheng T. Choi, Fred J. Hickernell, Rathinavel Jagadeeswaran, Michael J. McCourt, Aleksei G. Sorokin |
Quasi-Monte Carlo Software. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer |
A Tool for Custom Construction of QMC and RQMC Point Sets. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Robert Nasdala, Daniel Potts |
A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Philippe Blondeel, Pieterjan Robbe, Stijn François, Geert Lombaert, Stefan Vandewalle |
On the Selection of Random Field Evaluation Points in the p-MLQMC Method. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Shijing Si, Chris J. Oates, Andrew B. Duncan, Lawrence Carin, François-Xavier Briol |
Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrei S. Cozma, Christoph Reisinger |
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Mark Huber |
Generating From the Strauss Process Using Stitching. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Stefan Heinrich |
Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Marius Hofert, Avinash Prasad, Mu Zhu |
Applications of Multivariate Quasi-Random Sampling with Neural Networks. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Nikolaus Binder, Sascha Fricke, Alexander Keller 0001 |
Massively Parallel Path Space Filtering. |
MCQMC |
2020 |
DBLP DOI BibTeX RDF |
|
| 1 | Ronald Cools, Dirk Nuyens (eds.) |
Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014 |
MCQMC |
2016 |
DBLP DOI BibTeX RDF |
|
| 1 | Annika Lang |
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Håkon Hoel, Juho Häppölä, Raúl Tempone |
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Mario Ullrich |
On "Upper Error Bounds for Quadrature Formulas on Function Classes" by K.K. Frolov. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Hou-Ying Zhu, Josef Dick |
Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Fred J. Hickernell, Lluís Antoni Jiménez Rugama |
Reliable Adaptive Cubature Using Digital Sequences. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Michael B. Giles, Christopher Lester, James Whittle |
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Roswitha Hofer, Harald Niederreiter |
Vandermonde Nets and Vandermonde Sequences. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Robert J. Kunsch |
Bernstein Numbers and Lower Bounds for the Monte Carlo Error. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Keller 0001, Ken Dahm, Nikolaus Binder |
Path Space Filtering. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Denis Belomestny, Nan Chen, Yiwei Wang |
Unbiased Simulation of Distributions with Explicitly Known Integral Transforms. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Takashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki |
The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Ingrid Carbone |
Comparison Between LS-Sequences and \(\beta \) -Adic van der Corput Sequences. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Pawel Siedlecki |
Uniform Weak Tractability of Weighted Integration. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | David Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz |
On ANOVA Decompositions of Kernels and Gaussian Random Field Paths. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Lluís Antoni Jiménez Rugama, Fred J. Hickernell |
Adaptive Multidimensional Integration Based on Rank-1 Lattices. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Christian P. Robert |
Approximate Bayesian Computation: A Survey on Recent Results. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Lionel Lenôtre |
A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Xuan Zhou, Fred J. Hickernell |
Tractability of Function Approximation with Product Kernels. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Sergei S. Kucherenko, Shufang Song |
Derivative-Based Global Sensitivity Measures and Their Link with Sobol' Sensitivity Indices. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Aicke Hinrichs, Jens Oettershagen |
Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Erich Novak |
Some Results on the Complexity of Numerical Integration. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrea Barth, Christoph Schwab, Jonas Sukys |
Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier-Stokes Equations. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Peter Kritzer, Friedrich Pillichshammer |
Tractability of Multivariate Integration in Hybrid Function Spaces. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Vladimir N. Temlyakov |
Incremental Greedy Algorithm and Its Applications in Numerical Integration. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Colas Schretter, Zhijian He, Mathieu Gerber, Nicolas Chopin, Harald Niederreiter |
Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Alan Genz, Giang Trinh |
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Wenzel Jakob |
Path Space Markov Chain Monte Carlo Methods in Computer Graphics. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Hassan Maatouk, Xavier Bay |
A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Makoto Matsumoto, Ryuichi Ohori |
Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Steffen Dereich, Sangmeng Li |
Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela |
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini |
Uncertainty and Robustness in Weather Derivative Models. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Robert N. Gantner, Christoph Schwab |
Computational Higher Order Quasi-Monte Carlo Integration. |
MCQMC |
2014 |
DBLP DOI BibTeX RDF |
|
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