Algorithm 647
Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
This software is also peer reviewed by journal TOMS.
This software is also peer reviewed by journal TOMS.
Keywords for this software
References in zbMATH (referenced in 44 articles , 1 standard article )
Showing results 1 to 20 of 44.
Sorted by year (- Dick, Josef; Kuo, Frances Y.; Sloan, Ian H.: High-dimensional integration: The quasi-Monte Carlo way (2013)
- Vandewoestyne, Bart; Chi, Hongmei; Cools, Ronald: Computational investigations of scrambled Faure sequences (2010)
- Audouze, C.; De Vuyst, F.; Nair, P.B.: Reduced-order modeling of parameterized PDEs using time-space-parameter principal component analysis (2009)
- Singhee, Amith; Rutenbar, Rob A.: Novel algorithms for fast statistical analysis of scaled circuits (2009)
- Rosca, Victoria E.; Leitão, Vitor M.A.: Quasi-Monte Carlo mesh-free integration for meshless weak formulations (2008)
- Chi, Hongmei; Jones, Edward L.: Generating parallel quasirandom sequences via randomization (2007)
- Kurowicka, Dorota; Cooke, Roger: Uncertainty analysis with high dimensional dependence modelling. (2006)
- Chi, H.; Mascagni, M.; Warnock, T.: On the optimal Halton sequence (2005)
- Koivu, Matti: Variance reduction in sample approximations of stochastic programs (2005)
- Pennanen, Teemu; Koivu, Matti: Epi-convergent discretizations of stochastic programs via integration quadratures (2005)
- Tarsitano, Agostino: Estimation of the generalized lambda distribution parameters for grouped data (2005)
- Entacher, Karl; Schell, Thomas; Schmid, Wolfgang Ch.; Uhl, Andreas: Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique (2003)
- Joe, Stephen; Kuo, Frances Y.: Remark on algorithm 659: Implementing Sobol’s quasirandom sequence generator (2003)
- Langtry, Tim; Botten, Lindsay; Asatryan, Ara; McPhedran, Ross: Monte Carlo modelling of imperfections in two-dimensional photonic crystals (2003)
- Dror, Moshe (ed.); L’Ecuyer, Pierre (ed.); Szidarovszky, Ferenc (ed.): Modeling uncertainty. An examination of stochastic theory, methods, and applications (2002)
- Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng: Valuation of the reset options embedded in some equity-linked insurance products. (2001)
- Lemieux, Christiane; L’Ecuyer, Pierre: On the use of quasi-Monte Carlo methods in computational finance (2001)
- Evans, Michael; Swartz, Tim: Approximating integrals via Monte Carlo and deterministic methods (2000)
- Lemieux, Christiane; L’Ecuyer, Pierre: A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets (2000)
- Ökten, Giray: Applications of a hybrid-Monte Carlo sequence to option pricing (2000)