ACM Transactions on Modeling and Computer Simulation (TOMACS)
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
New methods for pseudorandom numbers and pseudorandom vector generation
WSC '92 Proceedings of the 24th conference on Winter simulation
Fast generation of low discrepancy points based on Fibonacci polynomials
WSC '92 Proceedings of the 24th conference on Winter simulation
Polynomial arithmetic analogue of Halton sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A search for good multiple recursive random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
On the statistical independence of nonlinear congruential pseudorandom numbers
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Pseudorandom vector generation by the inversive method
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A note on polynomial arithmetic analogue of Halton sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Programs to generate Niederreiter's low-discrepancy sequences
ACM Transactions on Mathematical Software (TOMS)
Digital inversive pseudorandom numbers
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Regarding test functions for multi-dimensional integration
ACM SIGNUM Newsletter
Recent advances in simulation for security pricing
WSC '95 Proceedings of the 27th conference on Winter simulation
Some linear and nonlinear methods for pseudorandom number generation
WSC '95 Proceedings of the 27th conference on Winter simulation
Inversive pseudorandom number generators: concepts, results and links
WSC '95 Proceedings of the 27th conference on Winter simulation
Linear recurrences with carry as uniform random number generators
WSC '95 Proceedings of the 27th conference on Winter simulation
Combination of multiplicative congruential random-number generators with safe prime modulus
WSC '95 Proceedings of the 27th conference on Winter simulation
The mean square discrepancy of randomized nets
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Inversive and linear congruential pseudorandom number generators in empirical tests
ACM Transactions on Modeling and Computer Simulation (TOMACS)
On the anomaly of ran1() in Monte Carlo pricing of financial derivatives
WSC '96 Proceedings of the 28th conference on Winter simulation
Proceedings of the 24th annual conference on Computer graphics and interactive techniques
Computational investigations of low-discrepancy sequences
ACM Transactions on Mathematical Software (TOMS)
Variance reduction applied to product form multiclass queuing networks
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Uniform random number generators: a review
Proceedings of the 29th conference on Winter simulation
The weighted spectral test: diaphony
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Don't trust parallel Monte Carlo!
PADS '98 Proceedings of the twelfth workshop on Parallel and distributed simulation
Linear and inversive pseudorandom numbers for parallel and distributed simulation
PADS '98 Proceedings of the twelfth workshop on Parallel and distributed simulation
Statistical independence properties of inversive pseudorandom vectors over parts of the period
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on modeling and analysis of stochastic systems
Efficient simulation of light transport in scenes with participating media using photon maps
Proceedings of the 25th annual conference on Computer graphics and interactive techniques
Uniform random number generators
Proceedings of the 30th conference on Winter simulation
Monto Carlo extension of quasi-Monte Carlo
Proceedings of the 30th conference on Winter simulation
Efficiency improvement by lattice rules for pricing Asian options
Proceedings of the 30th conference on Winter simulation
Average performance of quasi Monte Carlo methods for global optimization
Proceedings of the 30th conference on Winter simulation
Electrostatic fields without singularities: theory, algorithms and error analysis
Journal of the ACM (JACM)
Parallel streams of linear random numbers in the spectral test
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Algorithms for the maximum subarray problem based on matrix multiplication
Proceedings of the ninth annual ACM-SIAM symposium on Discrete algorithms
Monkeys, gambling, and return times: assessing pseudorandomness
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Quasi-Monte Carlo via linear shift-register sequences
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Strategic directions in simulation research (panel)
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 2
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r
ACM Transactions on Mathematical Software (TOMS)
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation
ACM Transactions on Mathematical Software (TOMS)
Sparse polynomial approximation in finite fields
STOC '01 Proceedings of the thirty-third annual ACM symposium on Theory of computing
On the statistical independence of compound pseudorandom numbers over part of the period
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 32nd conference on Winter simulation
Quasi-Monte Carlo methods in cash flow testing simulations
Proceedings of the 32nd conference on Winter simulation
Generating "dependent" quasi-random numbers
Proceedings of the 32nd conference on Winter simulation
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r
Proceedings of the 32nd conference on Winter simulation
Software for uniform random number generation: distinguishing the good and the bad
Proceedings of the 33nd conference on Winter simulation
Option pricing: simulation in financial engineering
Proceedings of the 33nd conference on Winter simulation
Interactive global illumination using fast ray tracing
EGRW '02 Proceedings of the 13th Eurographics workshop on Rendering
Interactive global illumination using selective photon tracing
EGRW '02 Proceedings of the 13th Eurographics workshop on Rendering
Random and Quasi-Random Linkage Methods in Global Optimization
Journal of Global Optimization
Exploring quasi Monte Carlo for marginal density approximation
Statistics and Computing
Variable Resolution Discretization in Optimal Control
Machine Learning
A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty
Computational Optimization and Applications
Time Series Simulation with Quasi Monte Carlo Methods
Computational Economics
Combined random number generator via the generalized Chinese remainder theorem
Journal of Computational and Applied Mathematics
The discrepancy and gain coefficients of scrambled digital nets
Journal of Complexity
On the L2-discrepancy of the Sobol-Hammersley net in dimension 3
Journal of Complexity
A constructive approach to strong tractability using Quasi-Monte Carlo algorithms
Journal of Complexity
On the linear complexity profile of explicit nonlinear pseudorandom numbers
Information Processing Letters
Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator
ACM Transactions on Mathematical Software (TOMS)
Induced well-distributed sets in Riemannian spaces
ACM Transactions on Mathematical Software (TOMS)
Quasi-Random Sampling for Condensation
ECCV '00 Proceedings of the 6th European Conference on Computer Vision-Part II
An Irregular Grid Method for Solving High-Dimensional Problems in Finance
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
On Parallel Pseudo-Random Number Generation
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
On the Use of Quasi-Monte Carlo Methods in Computational Finance
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
A Quasi-Monte Carlo Method for Integration with Improved Convergence
LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
Solving Systems of Linear Algebraic Equations Using Quasirandom Numbers
LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
On the Distribution of Nonlinear Recursive Congruential Pseudorandom Numbers of Higher Orders
AAECC-13 Proceedings of the 13th International Symposium on Applied Algebra, Algebraic Algorithms and Error-Correcting Codes
ISAAC '98 Proceedings of the 9th International Symposium on Algorithms and Computation
Euro-Par '99 Proceedings of the 5th International Euro-Par Conference on Parallel Processing
On the Unpredictability of Bits of the Elliptic Curve Diffie--Hellman Scheme
CRYPTO '01 Proceedings of the 21st Annual International Cryptology Conference on Advances in Cryptology
Hidden Number Problem with the Trace and Bit Security of XTR and LUC
CRYPTO '02 Proceedings of the 22nd Annual International Cryptology Conference on Advances in Cryptology
Irregularities of Distribution, Derandomization, and Complexity Theory
FST TCS 2000 Proceedings of the 20th Conference on Foundations of Software Technology and Theoretical Computer Science
Integration of Multivariate Haar Wavelet Series
WAA '01 Proceedings of the Second International Conference on Wavelet Analysis and Its Applications
Parallel Quasi-Monte Carlo Integration Using (t, s)-Sequences
ParNum '99 Proceedings of the 4th International ACPC Conference Including Special Tracks on Parallel Numerics and Parallel Computing in Image Processing, Video Processing, and Multimedia: Parallel Computation
Parallel Random Number Generation: Long-Range Correlations Among Multiple Processors
ParNum '99 Proceedings of the 4th International ACPC Conference Including Special Tracks on Parallel Numerics and Parallel Computing in Image Processing, Video Processing, and Multimedia: Parallel Computation
Discrepancy Theory and Its Application to Finance
TCS '00 Proceedings of the International Conference IFIP on Theoretical Computer Science, Exploring New Frontiers of Theoretical Informatics
Selective Forgery of RSA Signatures with Fixed-Pattern Padding
PKC '02 Proceedings of the 5th International Workshop on Practice and Theory in Public Key Cryptosystems: Public Key Cryptography
A Monte Carlo Approach for Finding More than One Eigenpair
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
Matrix Computations Using Quasirandom Sequences
NAA '00 Revised Papers from the Second International Conference on Numerical Analysis and Its Applications
The Insecurity of Nyberg-Rueppel and Other DSA-Like Signature Schemes with Partially Known Nonces
CaLC '01 Revised Papers from the International Conference on Cryptography and Lattices
Strong tractability of multivariate integration using quasi-Monte Carlo algorithms
Mathematics of Computation
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
Mathematics of Computation
Mathematics of Computation
Error bounds for Quasi-Monte Carlo integration with uniform point sets
Journal of Computational and Applied Mathematics
The effective dimension and quasi-Monte Carlo integration
Journal of Complexity
One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Simulation methods in ruin models with non-linear dividend barriers
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
The quality parameter for digital (t, m, s)-nets
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
A quasi-random walk method for one-dimensional reaction-diffusion equations
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Algorithm 823: Implementing scrambled digital sequences
ACM Transactions on Mathematical Software (TOMS)
The existence of good extensible rank-1 lattices
Journal of Complexity
Sufficient conditions for fast quasi-Monte Carlo convergence
Journal of Complexity
Some open problems concerning the star-discrepancy
Journal of Complexity
Journal of Complexity
Some current issues in quasi-Monte Carlo methods
Journal of Complexity
ACM Transactions on Modeling and Computer Simulation (TOMACS)
QMC methods for the solution of delay differential equations
Journal of Computational and Applied Mathematics
Symmetry properties of multiple recursive random number generators in full period and spectral test
Applied Mathematics and Computation
Statistical properties and implementation of aperiodic pseudorandom number generators
Applied Numerical Mathematics - Special issue: Applied numerical computing: Grid generation and solution methods for advanced simulations
The Insecurity of the Elliptic Curve Digital Signature Algorithm with Partially Known Nonces
Designs, Codes and Cryptography
Sourcebook of parallel computing
Continuous random variate generation by fast numerical inversion
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Variance with alternative scramblings of digital nets
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Numerical simulation of the plasma of an electron cyclotron resonance ion source
Journal of Computational Physics
I-binomial scrambling of digital nets and sequences
Journal of Complexity
Optimal quadrature for Haar wavelet spaces
Mathematics of Computation
Finite-order weights imply tractability of multivariate integration
Journal of Complexity
An irregular grid method for high-dimensional free-boundary problems in finance
Future Generation Computer Systems - Special issue: Selected numerical algorithms
On the linear complexity profile of some new explicit inversive pseudorandom numbers
Journal of Complexity - Special issue on coding and cryptography
Discrepancy behaviour in the non-asymptotic regime
Applied Numerical Mathematics
Fast hierarchical importance sampling with blue noise properties
ACM SIGGRAPH 2004 Papers
Polynomial approximations of multivariate smooth functions from quasi-random data
Statistics and Computing
Covering numbers, vapnik-červonenkis classes and bounds for the star-discrepancy
Journal of Complexity
On the convergence rate of the component-by-component construction of good lattice rules
Journal of Complexity
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Simulation in financial engineering: simulation in financial engineering
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation
Proceedings of the 35th conference on Winter simulation: driving innovation
Proceedings of the 35th conference on Winter simulation: driving innovation
On the root mean square weighted L2 discrepancy of scrambled nets
Journal of Complexity
Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
Journal of Complexity
Exploiting temporal coherence in global illumination
Proceedings of the 20th spring conference on Computer graphics
The structure and number of global roundings of a graph
Theoretical Computer Science - Special papers from: COCOON 2003
Designs, Codes and Cryptography
Parallel linear congruential generators with Sophie-Germain moduli
Parallel Computing
Transforming low-discrepancy sequences from a cube to a simplex
Journal of Computational and Applied Mathematics
Cycles in random k-ary maps and the poor performance of random number generation
Journal of Algorithms
Statistical geometry representation for efficient transmission and rendering
ACM Transactions on Graphics (TOG)
Application of Deterministic Low-Discrepancy Sequences in Global Optimization
Computational Optimization and Applications
Local and global order 3/2 convergence of a surrogate evolutionary algorithm
GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
Genetic algorithms using low-discrepancy sequences
GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
Wavelet importance sampling: efficiently evaluating products of complex functions
ACM SIGGRAPH 2005 Papers
Proceedings of the 14th IEEE Visualization 2003 (VIS'03)
On the xorshift random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models
Journal of Global Optimization
On the joint linear complexity profile of explicit inversive multisequences
Journal of Complexity
Neural Systems with Numerically-Matched Input---Output Statistic: Variate Generation
Neural Processing Letters
Efficient simulated maximum likelihood with an application to online retailing
Statistics and Computing
Improved long-period generators based on linear recurrences modulo 2
ACM Transactions on Mathematical Software (TOMS)
Enumeration results on linear complexity profiles and lattice profiles
Journal of Complexity
Bounds and constructions for the star-discrepancy via δ-covers
Journal of Complexity
On the necessity of low-effective dimension
Journal of Complexity
On the Probabilistic Foundations of Probabilistic Roadmap Planning
International Journal of Robotics Research
The Quantum Setting with Randomized Queries for Continuous Problems
Quantum Information Processing
ACM SIGGRAPH 2006 Papers
Journal of Computational and Applied Mathematics
Improved upper bounds on the star discrepancy of (t, m, s)-nets and (t, s)-sequences
Journal of Complexity
Catalan and Apéry numbers in residue classes
Journal of Combinatorial Theory Series A
Randomized Quasi-Monte Carlo: a tool for improving the efficiency of simulations in finance
WSC '04 Proceedings of the 36th conference on Winter simulation
Quasi-Monte Carlo methods in finance
WSC '04 Proceedings of the 36th conference on Winter simulation
Fast random number generators based on linear recurrences modulo 2: overview and comparison
WSC '05 Proceedings of the 37th conference on Winter simulation
WSC '05 Proceedings of the 37th conference on Winter simulation
Providing resiliency to load variations in distributed stream processing
VLDB '06 Proceedings of the 32nd international conference on Very large data bases
Simulating option prices and sensitivities by higher rank lattice rules
MS'06 Proceedings of the 17th IASTED international conference on Modelling and simulation
Efficient computations of multivariate normal distributions with applications to finance
MS'06 Proceedings of the 17th IASTED international conference on Modelling and simulation
An interactive out-of-core rendering framework for visualizing massively complex models
SIGGRAPH '05 ACM SIGGRAPH 2005 Courses
On initial populations of a genetic algorithm for continuous optimization problems
Journal of Global Optimization
On the mean square weighted L2 discrepancy of randomized digital nets in prime base
Journal of Complexity - Special issue: Information-based complexity workshops FoCM conference Santander, Spain, July 2005
Randomly shifted lattice rules for unbounded integrands
Journal of Complexity - Special issue: Information-based complexity workshops FoCM conference Santander, Spain, July 2005
A new efficient simulation strategy for pricing path-dependent options
Proceedings of the 38th conference on Winter simulation
Quasi-Monte Carlo strategies for stochastic optimization
Proceedings of the 38th conference on Winter simulation
Proceedings of the 38th conference on Winter simulation
LTI approximation of nonlinear systems via signal distribution theory
Automatica (Journal of IFAC)
Small sample uniformity in random number generation
Computers & Mathematics with Applications
Quasi-random integration in high dimensions
Mathematics and Computers in Simulation
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Minimizing the L2 and L∞ star discrepancies of a single point in the unit hypercube
Journal of Computational and Applied Mathematics
Multidimensional numerical integration for robust design optimization
ACM-SE 45 Proceedings of the 45th annual southeast regional conference
The index of merit of kth-copy integration lattices
Journal of Computational and Applied Mathematics
Interfaces
50th ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
Management Science
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
Mathematics of Operations Research
A note on optimal point distributions in [0,1)s
Journal of Computational and Applied Mathematics
Quasi-random points keep their distance
Mathematics and Computers in Simulation
Research Note: Generating parallel quasirandom sequences via randomization
Journal of Parallel and Distributed Computing
A survey of randomized algorithms for control synthesis and performance verification
Journal of Complexity
TestU01: A C library for empirical testing of random number generators
ACM Transactions on Mathematical Software (TOMS)
DCMA: yet another derandomization in covariance-matrix-adaptation
Proceedings of the 9th annual conference on Genetic and evolutionary computation
Searching for extensible Korobov rules
Journal of Complexity
Note: A note on the existence of sequences with small star discrepancy
Journal of Complexity
On the counting function of the lattice profile of periodic sequences
Journal of Complexity
Efficient sampling in approximate dynamic programming algorithms
Computational Optimization and Applications
Low discrepancy sequences in high dimensions: How well are their projections distributed?
Journal of Computational and Applied Mathematics
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Mathematics and Computers in Simulation
A hardware framework for the fast generation of multiple long-period random number streams
Proceedings of the 16th international ACM/SIGDA symposium on Field programmable gate arrays
Proceedings of the nineteenth annual ACM-SIAM symposium on Discrete algorithms
Recent advances in simulation for security pricing (1995)
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance
Journal of Complexity
Tractability properties of the weighted star discrepancy
Journal of Complexity
Bracketing numbers for axis-parallel boxes and applications to geometric discrepancy
Journal of Complexity
The additive congruential random number generator-A special case of a multiple recursive generator
Journal of Computational and Applied Mathematics
A stochastic model for workflow QoS evaluation
Scientific Programming - Scientific Workflows
Water reservoir control under economic, social and environmental constraints
Automatica (Journal of IFAC)
Proceedings of the twenty-fourth annual symposium on Computational geometry
Asymmetric variate generation via a parameterless dual neural learning algorithm
Computational Intelligence and Neuroscience - Processing of Brain Signals by Using Hemodynamic and Neuroelectromagnetic Modalities
Advanced global illumination using photon mapping
ACM SIGGRAPH 2008 classes
Applied Numerical Mathematics
On the period of the Naor--Reingold sequence
Information Processing Letters
Efficient Generation of Parallel Quasirandom Faure Sequences Via Scrambling
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part I: ICCS 2007
Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
SETA '08 Proceedings of the 5th international conference on Sequences and Their Applications
Optimization of an eMule-like modifier strategy
Computer Communications
Intermediate rank lattice rules and applications to finance
Applied Numerical Mathematics
Inversive pseudorandom numbers over Galois rings
European Journal of Combinatorics
Maximally equidistributed pseudorandom number generators via linear output transformations
Mathematics and Computers in Simulation
On efficient Monte Carlo-based statistical static timing analysis of digital circuits
Proceedings of the 2008 IEEE/ACM International Conference on Computer-Aided Design
Approximate zero-variance simulation
Proceedings of the 40th Conference on Winter Simulation
Simulation of a Lévy process by PCA sampling to reduce the effective dimension
Proceedings of the 40th Conference on Winter Simulation
International Journal of Approximate Reasoning
A Decision-Making Framework for Ozone Pollution Control
Operations Research
Scenario reduction in stochastic programming with respect to discrepancy distances
Computational Optimization and Applications
Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
Computational Statistics & Data Analysis
Why one must use reweighting in estimation of distribution algorithms
Proceedings of the 11th Annual conference on Genetic and evolutionary computation
Optimizing low-discrepancy sequences with an evolutionary algorithm
Proceedings of the 11th Annual conference on Genetic and evolutionary computation
Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing
INFORMS Journal on Computing
Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
Journal of Computational and Applied Mathematics
Generalized Halton sequences in 2008: A comparative study
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
Journal of Computational Physics
Journal of Complexity
Adaptive Monte Carlo methods for matrix equations with applications
Journal of Computational and Applied Mathematics
A hybrid meta-heuristic for global optimisation using low-discrepancy sequences of points
Computers and Operations Research
Option pricing under the normal inverse Gaussian distributions
FEA '07 Proceedings of the Fourth IASTED International Conference on Financial Engineering and Applications
The rhombic dodecahedron map: an efficient scheme for encoding panoramic video
IEEE Transactions on Multimedia
Learning a function from noisy samples at a finite sparse set of points
Journal of Approximation Theory
Quasi-random initial population for genetic algorithms
Computers & Mathematics with Applications
Design and performance evaluation of a content distribution overlay optimized for streaming
SPECTS'09 Proceedings of the 12th international conference on Symposium on Performance Evaluation of Computer & Telecommunication Systems
Smooth Optimal Decision Strategies for Static Team Optimization Problems and Their Approximations
SOFSEM '10 Proceedings of the 36th Conference on Current Trends in Theory and Practice of Computer Science
Theoretical and empirical convergence results for additive congruential random number generators
Journal of Computational and Applied Mathematics
A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract
Proceedings of the Fourth International ICST Conference on Performance Evaluation Methodologies and Tools
Survivability: measuring and ensuring path diversity
ICRA'09 Proceedings of the 2009 IEEE international conference on Robotics and Automation
On the joint linear complexity profile of explicit inversive multisequences
Journal of Complexity
Bounds and constructions for the star-discrepancy via δ-covers
Journal of Complexity
On the necessity of low-effective dimension
Journal of Complexity
Enumeration results on linear complexity profiles and lattice profiles
Journal of Complexity
Improved upper bounds on the star discrepancy of (t,m,s)-nets and (t,s)-sequences
Journal of Complexity
Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy
Journal of Computational and Applied Mathematics
A parallel search for good lattice points using LLL-spectral tests
Journal of Computational and Applied Mathematics
P2P-AIS: a P2P artificial immune systems architecture for detecting DDoS flooding attacks
GIIS'09 Proceedings of the Second international conference on Global Information Infrastructure Symposium
On the optimal Halton sequence
Mathematics and Computers in Simulation
Resolution-stationary random number generators
Mathematics and Computers in Simulation
MinT-Architecture and applications of the (t, m, s)-net and OOA database
Mathematics and Computers in Simulation
An adaptive approach to cube-based quasi-Monte Carlo integration on Rd
Mathematics and Computers in Simulation
Random number generators with period divisible by a Mersenne prime
ICCSA'03 Proceedings of the 2003 international conference on Computational science and its applications: PartI
The structure and number of global roundings of a graph
COCOON'03 Proceedings of the 9th annual international conference on Computing and combinatorics
Dynamical systems generated by rational functions
AAECC'03 Proceedings of the 15th international conference on Applied algebra, algebraic algorithms and error-correcting codes
A hybrid Monte Carlo method for simulation of quantum transport
NMA'06 Proceedings of the 6th international conference on Numerical methods and applications
Quasi-random walks on balls using C.U.D. sequences
NMA'06 Proceedings of the 6th international conference on Numerical methods and applications
On the performance of deterministic sampling in probabilistic roadmap planning
MICAI'07 Proceedings of the artificial intelligence 6th Mexican international conference on Advances in artificial intelligence
Scalability and performance analysis of a probabilistic domain decomposition method
PPAM'07 Proceedings of the 7th international conference on Parallel processing and applied mathematics
Generating Uniform Incremental Grids on SO(3) Using the Hopf Fibration
International Journal of Robotics Research
Parameterization based on randomized quasi-Monte Carlo methods
Parallel Computing
Scenario reduction techniques in stochastic programming
SAGA'09 Proceedings of the 5th international conference on Stochastic algorithms: foundations and applications
Lattice point sets for deterministic learning and approximate optimization problems
IEEE Transactions on Neural Networks
Surface area estimation of digitized 3D objects using quasi-Monte Carlo methods
Pattern Recognition
Algorithmic construction of low-discrepancy point sets via dependent randomized rounding
Journal of Complexity
The smoothing effect of the ANOVA decomposition
Journal of Complexity
Computational Optimization and Applications
High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU
ACM Transactions on Reconfigurable Technology and Systems (TRETS)
Functional Optimization Through Semilocal Approximate Minimization
Operations Research
Practical Monte-Carlo based timing yield estimation of digital circuits
Proceedings of the Conference on Design, Automation and Test in Europe
Correlation controlled sampling for efficient variability analysis of analog circuits
Proceedings of the Conference on Design, Automation and Test in Europe
Pricing algorithms for financial derivatives
Algorithms and theory of computation handbook
Recent results on recursive nonlinear pseudorandom number generators
SETA'10 Proceedings of the 6th international conference on Sequences and their applications
Pseudorandom vector sequences derived from triangular polynomial systems with constant multipliers
WAIFI'10 Proceedings of the Third international conference on Arithmetic of finite fields
Structure of pseudorandom numbers derived from fermat quotients
WAIFI'10 Proceedings of the Third international conference on Arithmetic of finite fields
Coupling from the past with randomized quasi-Monte Carlo
Mathematics and Computers in Simulation
On the convergence of quasi-random sampling/importance resampling
Mathematics and Computers in Simulation
A smooth estimator for MC/QMC methods in finance
Mathematics and Computers in Simulation
Computational investigations of scrambled Faure sequences
Mathematics and Computers in Simulation
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
Mathematics and Computers in Simulation
Monte Carlo algorithms for evaluating Sobol' sensitivity indices
Mathematics and Computers in Simulation
A model framework for greedy routing in a sensor network with a stochastic power scheme
ACM Transactions on Sensor Networks (TOSN)
Advanced variance reduction and sampling techniques for efficient statistical timing analysis
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
Adaptive sampling for environment mapping
Proceedings of the 26th Spring Conference on Computer Graphics
Adaptive sparse polynomial chaos expansion based on least angle regression
Journal of Computational Physics
A numerical method for minimum distance estimation problems
Journal of Multivariate Analysis
The b-adic diaphony as a tool to study pseudo-randomness of nets
NMA'10 Proceedings of the 7th international conference on Numerical methods and applications
A Rational Interpolation Scheme with Superpolynomial Rate of Convergence
SIAM Journal on Numerical Analysis
Computing Expectation Values for Molecular Quantum Dynamics
SIAM Journal on Scientific Computing
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations
SIAM Journal on Scientific Computing
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
Journal of Computational Physics
On the error distribution for randomly-shifted lattice rules
Winter Simulation Conference
Design, optimization and performance evaluation of a content distribution overlay for streaming
Computer Communications
Sampling-based algorithms for optimal motion planning
International Journal of Robotics Research
Simple tools for multimodal optimization
Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
Hierarchical stochastic motion blur rasterization
Proceedings of the ACM SIGGRAPH Symposium on High Performance Graphics
Quasirandom rumor spreading: An experimental analysis
Journal of Experimental Algorithmics (JEA)
A family of binary threshold sequences constructed by using the multiplicative inverse
Inscrypt'10 Proceedings of the 6th international conference on Information security and cryptology
Approximately uniform online checkpointing
COCOON'11 Proceedings of the 17th annual international conference on Computing and combinatorics
On a non-monotonicity effect of similarity measures
SIMBAD'11 Proceedings of the First international conference on Similarity-based pattern recognition
A Fast Non-Monte-Carlo Yield Analysis and Optimization by Stochastic Orthogonal Polynomials
ACM Transactions on Design Automation of Electronic Systems (TODAES)
UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
UAI'01 Proceedings of the Seventeenth conference on Uncertainty in artificial intelligence
Fibonacci sets and symmetrization in discrepancy theory
Journal of Complexity
Quasi-Monte Carlo Numerical Integration on $\mathbb{R}^s$: Digital Nets and Worst-Case Error
SIAM Journal on Numerical Analysis
Bayesian active learning for sensitivity analysis
ECML'06 Proceedings of the 17th European conference on Machine Learning
Algorithms (x, sigma, eta): quasi-random mutations for evolution strategies
EA'05 Proceedings of the 7th international conference on Artificial Evolution
A superconvergent monte carlo method for multiple integrals on the grid
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
Linear filtering of nonlinear shift-register sequences
WCC'05 Proceedings of the 2005 international conference on Coding and Cryptography
On stern's attack against secret truncated linear congruential generators
ACISP'05 Proceedings of the 10th Australasian conference on Information Security and Privacy
Generating test data for specification-based tests via quasirandom sequences
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
Weighted compound integration rules with higher order convergence for all N
Numerical Algorithms
Using box-muller with low discrepancy points
ICCSA'06 Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part V
A scalable low discrepancy point generator for parallel computing
ISPA'04 Proceedings of the Second international conference on Parallel and Distributed Processing and Applications
Evolutionary optimization of low-discrepancy sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Toward a deeper understanding of motion alternatives via an equivalence relation on local paths
International Journal of Robotics Research
Fast and reliable random number generators for scientific computing
PARA'04 Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing
On the use of randomized low-discrepancy sequences in sampling-based motion planning
MICAI'05 Proceedings of the 4th Mexican international conference on Advances in Artificial Intelligence
Tuning the generation of sobol sequence with owen scrambling
LSSC'09 Proceedings of the 7th international conference on Large-Scale Scientific Computing
Statistical measures of two dimensional point set uniformity
Computational Statistics & Data Analysis
On the distribution of some new explicit nonlinear congruential pseudorandom numbers
SETA'04 Proceedings of the Third international conference on Sequences and Their Applications
Implementation of the Longstaff and Schwartz American Option Pricing Model on FPGA
Journal of Signal Processing Systems
A fast estimation of SRAM failure rate using probability collectives
Proceedings of the 2012 ACM international symposium on International Symposium on Physical Design
Hardness of discrepancy computation and ε-net verification in high dimension
Journal of Complexity
Constructing uniform designs: A heuristic integer programming method
Journal of Complexity
Density-controlled sampling of parametric surfaces using adaptive space-filling curves
GMP'06 Proceedings of the 4th international conference on Geometric Modeling and Processing
On the discrepancy and linear complexity of some counter-dependent recurrence sequences
SETA'06 Proceedings of the 4th international conference on Sequences and Their Applications
Position Paper: A general framework for Dynamic Emulation Modelling in environmental problems
Environmental Modelling & Software
Variance bounds and existence results for randomly shifted lattice rules
Journal of Computational and Applied Mathematics
Design of computer experiments: space filling and beyond
Statistics and Computing
A hardware efficient random number generator for nonuniform distributions with arbitrary precision
International Journal of Reconfigurable Computing - Special issue on Selected Papers from the International Conference on Reconfigurable Computing and FPGAs (ReConFig'10)
A theory of monte carlo visibility sampling
ACM Transactions on Graphics (TOG)
On robustness in control and LTI identification: Near-linearity and non-conic uncertainty
Automatica (Journal of IFAC)
On the use of dimension reduction techniques in quasi-Monte Carlo methods
Mathematical and Computer Modelling: An International Journal
Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Comparison of independent, stratified and random covering sample schemes in optimization problems
Mathematical and Computer Modelling: An International Journal
A variance reducing multiplier for Monte Carlo integrations
Mathematical and Computer Modelling: An International Journal
Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
Mathematical and Computer Modelling: An International Journal
Smoothness and dimension reduction in Quasi-Monte Carlo methods
Mathematical and Computer Modelling: An International Journal
Volume-discrepancy estimates in one and two dimensions
Mathematical and Computer Modelling: An International Journal
Quasi-Monte-Carlo methods and the dispersion of point sequences
Mathematical and Computer Modelling: An International Journal
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Mathematical and Computer Modelling: An International Journal
Approximating integrals of multivariate exponentials: A moment approach
Operations Research Letters
Some constructions of (t,m,s)-nets with improved parameters
Finite Fields and Their Applications
Finite binary sequences constructed by explicit inversive methods
Finite Fields and Their Applications
Constructions of general polynomial lattice rules based on the weighted star discrepancy
Finite Fields and Their Applications
Multivariate permutation polynomial systems and nonlinear pseudorandom number generators
Finite Fields and Their Applications
On pseudorandom numbers from multivariate polynomial systems
Finite Fields and Their Applications
Exponential sums for nonlinear recurring sequences
Finite Fields and Their Applications
The Multiple-Recursive Matrix Method for Pseudorandom Number Generation
Finite Fields and Their Applications
A Unified Approach to the Analysis of Compound Pseudorandom Numbers
Finite Fields and Their Applications
The Period Lengths of Inversive Pseudorandom Vector Generations
Finite Fields and Their Applications
Average Behaviour of Compound Nonlinear Congruential Pseudorandom Numbers
Finite Fields and Their Applications
Low-Discrepancy Sequences and Global Function Fields with Many Rational Places
Finite Fields and Their Applications
Nets Constructed over Finite Fields and the Numerical Integration of Multivariate Walsh Series
Finite Fields and Their Applications
Finite Fields and Their Applications
Constructions of (t ,m,s)-nets and (t,s)-sequences
Finite Fields and Their Applications
On the Distribution and Lattice Structure of Nonlinear Congruential Pseudorandom Numbers
Finite Fields and Their Applications
A New Randomized Algorithm to Approximate the Star Discrepancy Based on Threshold Accepting
SIAM Journal on Numerical Analysis
Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
SIAM Journal on Optimization
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance
SIAM Journal on Scientific Computing
FAW-AAIM'12 Proceedings of the 6th international Frontiers in Algorithmics, and Proceedings of the 8th international conference on Algorithmic Aspects in Information and Management
Sensitivity study of heston stochastic volatility model using GPGPU
LSSC'11 Proceedings of the 8th international conference on Large-Scale Scientific Computing
Local Models for data-driven learning of control policies for complex systems
Expert Systems with Applications: An International Journal
Blue noise through optimal transport
ACM Transactions on Graphics (TOG) - Proceedings of ACM SIGGRAPH Asia 2012
An interactive out-of-core rendering framework for visualizing massively complex models
EGSR'04 Proceedings of the Fifteenth Eurographics conference on Rendering Techniques
Realtime caustics using distributed photon mapping
EGSR'04 Proceedings of the Fifteenth Eurographics conference on Rendering Techniques
Deterministic importance sampling with error diffusion
EGSR'09 Proceedings of the Twentieth Eurographics conference on Rendering
EGSR'09 Proceedings of the Twentieth Eurographics conference on Rendering
Semi-stochastic tilings for example-based texture synthesis
EGSR'10 Proceedings of the 21st Eurographics conference on Rendering
Interactive system for dynamic scene lighting using captured video environment maps
EGSR'05 Proceedings of the Sixteenth Eurographics conference on Rendering Techniques
Interactive sampling and rendering for complex and procedural geometry
EGWR'01 Proceedings of the 12th Eurographics conference on Rendering
Incremental instant radiosity for real-time indirect illumination
EGSR'07 Proceedings of the 18th Eurographics conference on Rendering Techniques
Dense geometric flow visualization
EUROVIS'05 Proceedings of the Seventh Joint Eurographics / IEEE VGTC conference on Visualization
Structure-accentuating dense flow visualization
EUROVIS'06 Proceedings of the Eighth Joint Eurographics / IEEE VGTC conference on Visualization
Point sampling with uniformly distributed lines
SPBG'05 Proceedings of the Second Eurographics / IEEE VGTC conference on Point-Based Graphics
A fully scalable parallel algorithm for solving elliptic partial differential equations
Euro-Par'07 Proceedings of the 13th international Euro-Par conference on Parallel Processing
Progressive splatting of continuous scatterplots and parallel coordinates
EuroVis'11 Proceedings of the 13th Eurographics / IEEE - VGTC conference on Visualization
Maximum likelihood estimation from interval censored recurrent event data
Computers and Industrial Engineering
Simulation of coalescence with stratified sampling
Proceedings of the Winter Simulation Conference
Constructing adapted lattice rules using problem-dependent criteria
Proceedings of the Winter Simulation Conference
Adaptive value function approximation for continuous-state stochastic dynamic programming
Computers and Operations Research
American option pricing with randomized quasi-Monte Carlo simulations
Proceedings of the Winter Simulation Conference
Sampling scattered data with Bernstein polynomials: stochastic and deterministic error estimates
Advances in Computational Mathematics
A rigorous runtime analysis for quasi-random restarts and decreasing stepsize
EA'11 Proceedings of the 10th international conference on Artificial Evolution
Constructing low star discrepancy point sets with genetic algorithms
Proceedings of the 15th annual conference on Genetic and evolutionary computation
Journal of Computational Physics
Journal of Computational Physics
Numerical inverse Lévy measure method for infinite shot noise series representation
Journal of Computational and Applied Mathematics
Journal of Computational Physics
Three-dimensional coverage planning for an underwater inspection robot
International Journal of Robotics Research
Variance reduction method based on sensitivity derivatives, Part 2
Applied Numerical Mathematics
Estimation of Spectral Bounds in Gradient Algorithms
Acta Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications
Efficient simulation of a multi-factor stochastic volatility model
Journal of Computational and Applied Mathematics
Uniform point sets and the collision test
Journal of Computational and Applied Mathematics
Low-discrepancy sampling for approximate dynamic programming with local approximators
Computers and Operations Research
Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
Journal of Computational and Applied Mathematics
Python for scientific computing education: Modeling of queueing systems
Scientific Programming
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