DOIAbstract
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error reduction, optimization of net constructions, and randomization and derandomization
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error reduction, optimization of net constructions, and randomization and derandomization
Quasi-Monte Carlo methods are deterministic versions of Monte Carlo methods. Random numbers are repl...
Monte Carlo integration is often used for antialiasing in rendering processes. Due to low sampling ...
Monte Carlo methods are used extensively in computational finance to estimate the price of financial...
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error...
This article provides an overview of some interfaces between the theory of quasi-Monte Carlo (QMC) m...
AbstractRecently, quasi-Monte Carlo algorithms have been successfully used for multivariate integrat...
AbstractQuasi-Monte Carlo methods can be described as deterministic versions of Monte Carlo methods....
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists a...
We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The k...
AbstractWe study the approximation of d-dimensional integrals. We present sufficient conditions for ...
We show how information on the uniformity properties of a point set employed in numerical multidimen...
Quasi-Monte Carlo algorithms are studied for designing discrete approximationsof two-stage linear st...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
Many control problems are so complex that analytic techniques fail to solve them [2]. Furthermore, e...
Quasi-Monte Carlo methods are deterministic versions of Monte Carlo methods. Random numbers are repl...
Monte Carlo integration is often used for antialiasing in rendering processes. Due to low sampling ...
Monte Carlo methods are used extensively in computational finance to estimate the price of financial...
AbstractWe briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error...
This article provides an overview of some interfaces between the theory of quasi-Monte Carlo (QMC) m...
AbstractRecently, quasi-Monte Carlo algorithms have been successfully used for multivariate integrat...
AbstractQuasi-Monte Carlo methods can be described as deterministic versions of Monte Carlo methods....
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists a...
We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The k...
AbstractWe study the approximation of d-dimensional integrals. We present sufficient conditions for ...
We show how information on the uniformity properties of a point set employed in numerical multidimen...
Quasi-Monte Carlo algorithms are studied for designing discrete approximationsof two-stage linear st...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
Many control problems are so complex that analytic techniques fail to solve them [2]. Furthermore, e...
Quasi-Monte Carlo methods are deterministic versions of Monte Carlo methods. Random numbers are repl...
Monte Carlo integration is often used for antialiasing in rendering processes. Due to low sampling ...
Monte Carlo methods are used extensively in computational finance to estimate the price of financial...
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