Add to ORKGA discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applications. Further details are provided in the accompanying paper "Variance Reduction for Quasi-Monte Carlo"
This work aims at proposing a new method for estimating variances of complex survey estimators based...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Mark...
RESUMEN: En el trabajo que vamos a exponer a continuación desarrollamos uno de los métodos más conoc...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin in view of possible...
AbstractQuasi-Monte Carlo methods can be described as deterministic versions of Monte Carlo methods....
International audienceThis is a written discussion of the paper "sequential quasi-Monte Carlo sampli...
The standard Monte Carlo approach to evaluating multi-dimensional integrals using (pseudo)-random in...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error...
Abstract. Quasi-Monte Carlo methods are based on the idea that ran-dom Monte Carlo techniques can of...
National audienceAdaptive Monte Carlo methods are powerful variance reduction techniques
International audienceIn mixture models, latent variables known as allocation variables play an esse...
This paper studies the use of randomized Quasi-Monte Carlo methods (RQMC) in sam-ple approximations ...
The aim of my research was to develop new and powerful mathematical tools for computationally challe...
This work aims at proposing a new method for estimating variances of complex survey estimators based...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Mark...
RESUMEN: En el trabajo que vamos a exponer a continuación desarrollamos uno de los métodos más conoc...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin in view of possible...
AbstractQuasi-Monte Carlo methods can be described as deterministic versions of Monte Carlo methods....
International audienceThis is a written discussion of the paper "sequential quasi-Monte Carlo sampli...
The standard Monte Carlo approach to evaluating multi-dimensional integrals using (pseudo)-random in...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error...
Abstract. Quasi-Monte Carlo methods are based on the idea that ran-dom Monte Carlo techniques can of...
National audienceAdaptive Monte Carlo methods are powerful variance reduction techniques
International audienceIn mixture models, latent variables known as allocation variables play an esse...
This paper studies the use of randomized Quasi-Monte Carlo methods (RQMC) in sam-ple approximations ...
The aim of my research was to develop new and powerful mathematical tools for computationally challe...
This work aims at proposing a new method for estimating variances of complex survey estimators based...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Mark...
RESUMEN: En el trabajo que vamos a exponer a continuación desarrollamos uno de los métodos más conoc...