A comparative study of Pseudo and Quasi random sequences for the solution intergral equations
Journal of Computational Physics
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
ACM Transactions on Mathematical Software (TOMS)
Communications of the ACM - Special issue on simulation
Implementation and tests of low-discrepancy sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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)
Regarding test functions for multi-dimensional integration
ACM SIGNUM Newsletter
Computational investigations of low-discrepancy sequences
ACM Transactions on Mathematical Software (TOMS)
Abstractions of Random Finite-State Machines
Formal Methods in System Design
Winding Stairs: A sampling tool to compute sensitivity indices
Statistics and Computing
Time Series Simulation with Quasi Monte Carlo Methods
Computational Economics
A constructive approach to strong tractability using Quasi-Monte Carlo algorithms
Journal of Complexity
Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator
ACM Transactions on Mathematical Software (TOMS)
Quasi-Random Sampling for Condensation
ECCV '00 Proceedings of the 6th European Conference on Computer Vision-Part II
On the Use of Quasi-Monte Carlo Methods in Computational Finance
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
Generating and Testing the Modified Halton Sequences
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
The distribution of the discrepancy of scrambled 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
Algorithm 823: Implementing scrambled digital sequences
ACM Transactions on Mathematical Software (TOMS)
Sourcebook of parallel computing
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation
Proceedings of the 35th conference on Winter simulation: driving innovation
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes
Proceedings of the 35th conference on Winter simulation: driving innovation
New Multiobjective Metaheuristic Solution Procedures for Capital Investment Planning
Journal of Heuristics
A study of variance reduction techniques for American option pricing
WSC '05 Proceedings of the 37th conference on Winter simulation
On initial populations of a genetic algorithm for continuous optimization problems
Journal of Global Optimization
Numerical integration in logistic-normal models
Computational Statistics & Data Analysis
Quasi-random integration in high dimensions
Mathematics and Computers in Simulation
Multidimensional numerical integration for robust design optimization
ACM-SE 45 Proceedings of the 45th annual southeast regional conference
Numerical maximum log likelihood estimation for generalized lambda distributions
Computational Statistics & Data Analysis
Space-time adaptive finite difference method for European multi-asset options
Computers & Mathematics with Applications
DCMA: yet another derandomization in covariance-matrix-adaptation
Proceedings of the 9th annual conference on Genetic and evolutionary computation
A parallel quasi-Monte Carlo approach to pricing multidimensional American options
International Journal of High Performance Computing and Networking
Efficient Monte Carlo based incremental statistical timing analysis
Proceedings of the 45th annual Design Automation Conference
Critical Scale for Unsupervised Cluster Discovery
MLDM '07 Proceedings of the 5th international conference on Machine Learning and Data Mining in Pattern Recognition
Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
Unsupervised cluster discovery using statistics in scale space
Engineering Applications of Artificial Intelligence
On efficient Monte Carlo-based statistical static timing analysis of digital circuits
Proceedings of the 2008 IEEE/ACM International Conference on Computer-Aided Design
Fast simulation of equity-linked life insurance contracts with a surrender option
Proceedings of the 40th Conference on Winter Simulation
Generating inverse Gaussian random variates by approximation
Computational Statistics & Data Analysis
An efficient implementation of a least squares Monte Carlo method for valuing American-style options
International Journal of Computer Mathematics - SPECIAL ISSUE ON FINANCIAL DERIVATIVES
Acceleration of market value-at-risk estimation
Proceedings of the 2nd Workshop on High Performance Computational Finance
Quasi-random initial population for genetic algorithms
Computers & Mathematics with Applications
A novel particle swarm niching technique based on extensive vector operations
Natural Computing: an international journal
Effect of particle initialization on the performance of particle swarm niching algorithms
ANTS'10 Proceedings of the 7th international conference on Swarm intelligence
Monte Carlo algorithms for evaluating Sobol' sensitivity indices
Mathematics and Computers in Simulation
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
Monte Carlo method for numerical integration based on Sobol's sequences
NMA'10 Proceedings of the 7th international conference on Numerical methods and applications
Partial order investigation of multiple indicator systems using variance-based sensitivity analysis
Environmental Modelling & Software
UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
On the scrambled soboĺ sequence
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
Density-controlled sampling of parametric surfaces using adaptive space-filling curves
GMP'06 Proceedings of the 4th international conference on Geometric Modeling and Processing
Maximin design on non hypercube domains and kernel interpolation
Statistics and Computing
Accelerating Value-at-Risk estimation on highly parallel architectures
Concurrency and Computation: Practice & Experience
Random and quasirandom sequences: Numerical estimates of uniformity of distribution
Mathematical and Computer Modelling: An International Journal
A variance reducing multiplier for Monte Carlo integrations
Mathematical and Computer Modelling: An International Journal
Quasi-Monte-Carlo methods and the dispersion of point sequences
Mathematical and Computer Modelling: An International Journal
An adaptive hybrid surrogate model
Structural and Multidisciplinary Optimization
Financial software on GPUs: between Haskell and Fortran
Proceedings of the 1st ACM SIGPLAN workshop on Functional high-performance computing
Stratified sampling for stochastic transparency
EGSR'11 Proceedings of the Twenty-second Eurographics conference on Rendering
Computers & Mathematics with Applications
FPGA acceleration using high-level languages of a Monte-Carlo method for pricing complex options
Journal of Systems Architecture: the EUROMICRO Journal
A cell evolution method for reliability-based design optimization
Applied Soft Computing
Computational Optimization and Applications
Hi-index | 0.00 |
We compare empirically accuracy and speed of low-discrepancy sequence generators of Sobol' and Faure. These generators are useful for multidimensional integration and global optimization. We discuss our implementation of the Sobol' generator.