„low-discrepancy sequence“
Suchergebnisse
1.000+ Treffer
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Stochastic approximation with averaging innovation applied to Finance
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Transformable Deterministic Sampling
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Fast Generation of Low-Discrepancy Sequences
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The fast Calculation of Form Factors using Low Discrepancy Sequences
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An aspect of optimal regression design for LSMC
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A quasi-Monte Carlo implementation of the ziggurat method
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Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice
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Improved Halton sequences and discrepancy bounds
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A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
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Comments on “On the use of low discrepancy sequences in Monte Carlo methods”
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Low discrepancy sequences generated by piecewise linear Maps
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A quasi-stochastic simulation of the general dynamics equation for aerosols
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Construction of two dimensional low discrepancy sequences
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On the use of low discrepancy sequences in Monte Carlo methods
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Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences
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Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
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Implementing de-biased estimators using mixed sequences
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Multilevel Monte Carlo by using the Halton sequence
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The acceptance-rejection method for low-discrepancy sequences
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Dynamical system generated by algebraic method and low discrepancy sequences