L’Ecuyer, Pierre; Puchhammer, Florian; Abdellah, Amal Ben Monte Carlo and quasi-Monte Carlo density estimation via conditioning. (English) Zbl 07552232 INFORMS J. Comput. 34, No. 3, 1729-1748 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{P. L'Ecuyer} et al., INFORMS J. Comput. 34, No. 3, 1729--1748 (2022; Zbl 07552232) Full Text: DOI OpenURL
Longo, Marcello Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs. (English) Zbl 07549607 J. Sci. Comput. 92, No. 1, Paper No. 19, 24 p. (2022). MSC: 65C05 65N30 65N50 PDF BibTeX XML Cite \textit{M. Longo}, J. Sci. Comput. 92, No. 1, Paper No. 19, 24 p. (2022; Zbl 07549607) Full Text: DOI OpenURL
Chiu, Sung Nok; Liu, Kwong Ip Improving \(p\)-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods. (English) Zbl 07545806 Commun. Stat., Simulation Comput. 51, No. 3, 1272-1288 (2022). MSC: 65C05 62F03 62G10 62H15 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{K. I. Liu}, Commun. Stat., Simulation Comput. 51, No. 3, 1272--1288 (2022; Zbl 07545806) Full Text: DOI OpenURL
Goda, Takashi A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions. (English) Zbl 07543651 J. Complexity 72, Article ID 101647, 12 p. (2022). MSC: 65Cxx 11Kxx 65Dxx PDF BibTeX XML Cite \textit{T. Goda}, J. Complexity 72, Article ID 101647, 12 p. (2022; Zbl 07543651) Full Text: DOI OpenURL
Xiang, Jiangming; Wang, Xiaoqun Quasi-Monte Carlo simulation for American option sensitivities. (English) Zbl 07542677 J. Comput. Appl. Math. 413, Article ID 114268, 11 p. (2022). MSC: 91G60 65C05 65D30 91G20 60G40 PDF BibTeX XML Cite \textit{J. Xiang} and \textit{X. Wang}, J. Comput. Appl. Math. 413, Article ID 114268, 11 p. (2022; Zbl 07542677) Full Text: DOI OpenURL
Dong, Gracia Y.; Lemieux, Christiane Dependence properties of scrambled Halton sequences. (English) Zbl 07538487 Math. Comput. Simul. 200, 240-262 (2022). MSC: 65-XX 62-XX PDF BibTeX XML Cite \textit{G. Y. Dong} and \textit{C. Lemieux}, Math. Comput. Simul. 200, 240--262 (2022; Zbl 07538487) Full Text: DOI OpenURL
Salehy, Nima; Ökten, Giray Monte Carlo and quasi-Monte Carlo methods for Dempster’s rule of combination. (English) Zbl 07537330 Int. J. Approx. Reasoning 145, 163-186 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{N. Salehy} and \textit{G. Ökten}, Int. J. Approx. Reasoning 145, 163--186 (2022; Zbl 07537330) Full Text: DOI OpenURL
Aretaki, Aikaterini; Karatzas, Efthymios N. Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements. (English) Zbl 07531723 J. Comput. Appl. Math. 412, Article ID 114286, 19 p. (2022). MSC: 65Nxx 60Hxx 65Cxx PDF BibTeX XML Cite \textit{A. Aretaki} and \textit{E. N. Karatzas}, J. Comput. Appl. Math. 412, Article ID 114286, 19 p. (2022; Zbl 07531723) Full Text: DOI OpenURL
Zhao, Yue; Mao, Zhiping; Guo, Ling; Tang, Yifa; Karniadakis, George Em A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition. (English) Zbl 07525181 J. Comput. Phys. 461, Article ID 111213, 17 p. (2022). MSC: 60Hxx 65Cxx 35Rxx PDF BibTeX XML Cite \textit{Y. Zhao} et al., J. Comput. Phys. 461, Article ID 111213, 17 p. (2022; Zbl 07525181) Full Text: DOI OpenURL
He, Zhijian Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. (English) Zbl 07478893 Eur. J. Oper. Res. 298, No. 1, 229-242 (2022). MSC: 65C05 65D30 91G20 91G60 PDF BibTeX XML Cite \textit{Z. He}, Eur. J. Oper. Res. 298, No. 1, 229--242 (2022; Zbl 07478893) Full Text: DOI arXiv OpenURL
Li, Yichao; Wang, Wenshuo; Deng, K. E.; Liu, Jun S. Stratification and optimal resampling for sequential Monte Carlo. (English) Zbl 07474109 Biometrika 109, No. 1, 181-194 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Li} et al., Biometrika 109, No. 1, 181--194 (2022; Zbl 07474109) Full Text: DOI arXiv OpenURL
El Nmeir, Rancy; Luschgy, Harald; Pagès, Gilles New approach to greedy vector quantization. (English) Zbl 07467727 Bernoulli 28, No. 1, 424-452 (2022). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G35 65C05 65C20 PDF BibTeX XML Cite \textit{R. El Nmeir} et al., Bernoulli 28, No. 1, 424--452 (2022; Zbl 07467727) Full Text: DOI arXiv Link OpenURL
Yang, Jun; He, Ping; Fang, Kai-Tai Three kinds of discrete approximations of statistical multivariate distributions and their applications. (English) Zbl 07451350 J. Multivariate Anal. 188, Article ID 104829, 20 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{J. Yang} et al., J. Multivariate Anal. 188, Article ID 104829, 20 p. (2022; Zbl 07451350) Full Text: DOI OpenURL
Ebert, Adrian; Kritzer, Peter; Osisiogu, Onyekachi; Stepaniuk, Tetiana Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction. (English) Zbl 07431733 Math. Comput. Simul. 192, 399-419 (2022). MSC: 65-XX 68-XX PDF BibTeX XML Cite \textit{A. Ebert} et al., Math. Comput. Simul. 192, 399--419 (2022; Zbl 07431733) Full Text: DOI arXiv OpenURL
Ganesh, M.; Reyes, B. An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems. (English) Zbl 07403083 J. Comput. Appl. Math. 401, Article ID 113765, 18 p. (2022). MSC: 65C05 60H15 PDF BibTeX XML Cite \textit{M. Ganesh} and \textit{B. Reyes}, J. Comput. Appl. Math. 401, Article ID 113765, 18 p. (2022; Zbl 07403083) Full Text: DOI OpenURL
Ermakov, Sergej M.; Leora, Svetlana N. Decrease of the mean of the quasi-random integration error. (English) Zbl 07545738 Commun. Stat., Simulation Comput. 50, No. 11, 3581-3589 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. M. Ermakov} and \textit{S. N. Leora}, Commun. Stat., Simulation Comput. 50, No. 11, 3581--3589 (2021; Zbl 07545738) Full Text: DOI OpenURL
Nguyen, Dong T. P.; Nuyens, Dirk MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM. (English) Zbl 07523505 ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1461-1505 (2021). MSC: 65D30 65D32 65N30 PDF BibTeX XML Cite \textit{D. T. P. Nguyen} and \textit{D. Nuyens}, ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1461--1505 (2021; Zbl 07523505) Full Text: DOI OpenURL
Hartung, Tobias; Jansen, Karl; Kuo, Frances Y.; Leövey, Hernan; Nuyens, Dirk; Sloan, Ian H. Lattice meets lattice: application of lattice cubature to models in lattice gauge theory. (English) Zbl 07515426 J. Comput. Phys. 443, Article ID 110527, 24 p. (2021). MSC: 81Txx 65Cxx 65Dxx PDF BibTeX XML Cite \textit{T. Hartung} et al., J. Comput. Phys. 443, Article ID 110527, 24 p. (2021; Zbl 07515426) Full Text: DOI OpenURL
Putri, Endah R. M.; Tjahjono, Venansius R.; Imron, Chairul A deposit insurance pricing with a multi-state regime-switching volatility. (English) Zbl 07489876 Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 253, 20 p. (2021). MSC: 91G60 60J65 91-08 PDF BibTeX XML Cite \textit{E. R. M. Putri} et al., Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 253, 20 p. (2021; Zbl 07489876) Full Text: DOI OpenURL
Haneche, M.; Djaballah, K.; Khaldi, K. An algorithm for probabilistic solution of parabolic PDEs. (English) Zbl 07483534 Sequential Anal. 40, No. 4, 441-465 (2021). MSC: 62Lxx PDF BibTeX XML Cite \textit{M. Haneche} et al., Sequential Anal. 40, No. 4, 441--465 (2021; Zbl 07483534) Full Text: DOI OpenURL
Chen, Jingrun; Du, Rui; Li, Panchi; Lv, Liyao Quasi-Monte Carlo sampling for solving partial differential equations by deep neural networks. (English) Zbl 07448845 Numer. Math., Theory Methods Appl. 14, No. 2, 377-404 (2021). MSC: 65C05 65N75 PDF BibTeX XML Cite \textit{J. Chen} et al., Numer. Math., Theory Methods Appl. 14, No. 2, 377--404 (2021; Zbl 07448845) Full Text: DOI arXiv OpenURL
Longo, Marcello; Mishra, Siddhartha; Rusch, T. Konstantin; Schwab, Christoph Higher-order quasi-Monte Carlo training of deep neural networks. (English) Zbl 07439860 SIAM J. Sci. Comput. 43, No. 6, A3938-A3966 (2021). MSC: 65D15 68T07 65D30 35R60 PDF BibTeX XML Cite \textit{M. Longo} et al., SIAM J. Sci. Comput. 43, No. 6, A3938--A3966 (2021; Zbl 07439860) Full Text: DOI arXiv OpenURL
Shinozaki, Yuji Efficient simulation methods for the quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme. (English) Zbl 1479.91447 Quant. Finance 21, No. 7, 1147-1161 (2021). MSC: 91G60 65M99 91G20 91G30 PDF BibTeX XML Cite \textit{Y. Shinozaki}, Quant. Finance 21, No. 7, 1147--1161 (2021; Zbl 1479.91447) Full Text: DOI OpenURL
Ge, Qiao; Menendez, Monica Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models. (English) Zbl 1481.90117 Appl. Math. Modelling 97, 438-462 (2021). MSC: 90B20 62H05 62J10 PDF BibTeX XML Cite \textit{Q. Ge} and \textit{M. Menendez}, Appl. Math. Modelling 97, 438--462 (2021; Zbl 1481.90117) Full Text: DOI OpenURL
Gnewuch, Michael; Hebbinghaus, Nils Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples. (English) Zbl 1473.11150 Ann. Appl. Probab. 31, No. 4, 1944-1965 (2021). MSC: 11K38 60C05 62D05 65C05 65D30 65Y20 PDF BibTeX XML Cite \textit{M. Gnewuch} and \textit{N. Hebbinghaus}, Ann. Appl. Probab. 31, No. 4, 1944--1965 (2021; Zbl 1473.11150) Full Text: DOI arXiv Link OpenURL
Dick, Josef; Feischl, Michael A quasi-Monte Carlo data compression algorithm for machine learning. (English) Zbl 07418854 J. Complexity 67, Article ID 101587, 25 p. (2021). MSC: 65C05 65D30 65D32 PDF BibTeX XML Cite \textit{J. Dick} and \textit{M. Feischl}, J. Complexity 67, Article ID 101587, 25 p. (2021; Zbl 07418854) Full Text: DOI arXiv OpenURL
Leövey, H.; Römisch, W. Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs. (English) Zbl 1478.90068 Math. Program. 190, No. 1-2 (A), 361-392 (2021). MSC: 90C15 90C11 65C05 65D30 PDF BibTeX XML Cite \textit{H. Leövey} and \textit{W. Römisch}, Math. Program. 190, No. 1--2 (A), 361--392 (2021; Zbl 1478.90068) Full Text: DOI OpenURL
Beranger, B.; Stephenson, A. G.; Sisson, S. A. High-dimensional inference using the extremal skew-\(t\) process. (English) Zbl 1485.60052 Extremes 24, No. 3, 653-685 (2021). Reviewer: Edward Omey (Brussel) MSC: 60G70 PDF BibTeX XML Cite \textit{B. Beranger} et al., Extremes 24, No. 3, 653--685 (2021; Zbl 1485.60052) Full Text: DOI arXiv OpenURL
Fox, Jamie; Ökten, Giray Brownian path generation and polynomial chaos. (English) Zbl 1471.91567 SIAM J. Financ. Math. 12, No. 2, 724-743 (2021). MSC: 91G20 60J70 91G60 65C05 PDF BibTeX XML Cite \textit{J. Fox} and \textit{G. Ökten}, SIAM J. Financ. Math. 12, No. 2, 724--743 (2021; Zbl 1471.91567) Full Text: DOI OpenURL
Zhang, Jie A note on \((s,t)\)-weak tractability of the weighted star discrepancy of regular grids. (English) Zbl 07390175 J. Complexity 66, Article ID 101556, 8 p. (2021). MSC: 65Cxx 11Kxx 65Dxx PDF BibTeX XML Cite \textit{J. Zhang}, J. Complexity 66, Article ID 101556, 8 p. (2021; Zbl 07390175) Full Text: DOI OpenURL
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk; Osisiogu, Onyekachi Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. (English) Zbl 1481.65044 J. Complexity 66, Article ID 101555, 37 p. (2021). MSC: 65D30 65D32 65C05 41A55 41A63 PDF BibTeX XML Cite \textit{A. Ebert} et al., J. Complexity 66, Article ID 101555, 37 p. (2021; Zbl 1481.65044) Full Text: DOI arXiv OpenURL
Rodríguez-Rozas, Ángel; Acebrón, Juan A.; Spigler, Renato The PDD method for solving linear, nonlinear, and fractional PDEs problems. (English) Zbl 07388311 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 239-273 (2021). MSC: 65-XX 35-XX 26A33 PDF BibTeX XML Cite \textit{Á. Rodríguez-Rozas} et al., SEMA SIMAI Springer Ser. 26, 239--273 (2021; Zbl 07388311) Full Text: DOI OpenURL
Croci, Matteo; Giles, Michael; Farrell, Patrick E. Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling. (English) Zbl 07385001 SIAM J. Sci. Comput. 43, No. 4, A2840-A2868 (2021). MSC: 65C05 60G60 65N30 60H35 35R60 PDF BibTeX XML Cite \textit{M. Croci} et al., SIAM J. Sci. Comput. 43, No. 4, A2840--A2868 (2021; Zbl 07385001) Full Text: DOI arXiv OpenURL
Puchhammer, Florian; Ben Abdellah, Amal; L’Ecuyer, Pierre Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks. (English) Zbl 1470.92125 Bull. Math. Biol. 83, No. 8, Paper No. 91, 31 p. (2021). MSC: 92C42 92C40 92E20 60J22 65C05 PDF BibTeX XML Cite \textit{F. Puchhammer} et al., Bull. Math. Biol. 83, No. 8, Paper No. 91, 31 p. (2021; Zbl 1470.92125) Full Text: DOI arXiv OpenURL
García, G.; Mora, G. Approximating multiple integrals of continuous functions by \(\delta \)-uniform curves. (English) Zbl 07374825 Ann. Univ. Ferrara, Sez. VII, Sci. Mat. 67, No. 1, 59-71 (2021). MSC: 65D30 26A42 26A30 26A06 82B80 PDF BibTeX XML Cite \textit{G. García} and \textit{G. Mora}, Ann. Univ. Ferrara, Sez. VII, Sci. Mat. 67, No. 1, 59--71 (2021; Zbl 07374825) Full Text: DOI OpenURL
Mishra, Siddhartha; Rusch, T. Konstantin Enhancing accuracy of deep learning algorithms by training with low-discrepancy sequences. (English) Zbl 07372628 SIAM J. Numer. Anal. 59, No. 3, 1811-1834 (2021). MSC: 68T07 65M99 65D32 65D15 PDF BibTeX XML Cite \textit{S. Mishra} and \textit{T. K. Rusch}, SIAM J. Numer. Anal. 59, No. 3, 1811--1834 (2021; Zbl 07372628) Full Text: DOI arXiv OpenURL
Owen, Art B.; Rudolf, Daniel A strong law of large numbers for scrambled net integration. (English) Zbl 07357069 SIAM Rev. 63, No. 2, 360-372 (2021). MSC: 65D32 65C05 PDF BibTeX XML Cite \textit{A. B. Owen} and \textit{D. Rudolf}, SIAM Rev. 63, No. 2, 360--372 (2021; Zbl 07357069) Full Text: DOI arXiv OpenURL
Wiart, Jaspar; Lemieux, Christiane; Dong, Gracia Y. On the dependence structure and quality of scrambled \((t,m,s)\)-nets. (English) Zbl 1469.11248 Monte Carlo Methods Appl. 27, No. 1, 1-26 (2021). MSC: 11K38 11K45 65D30 65D32 65C05 PDF BibTeX XML Cite \textit{J. Wiart} et al., Monte Carlo Methods Appl. 27, No. 1, 1--26 (2021; Zbl 1469.11248) Full Text: DOI arXiv OpenURL
Kuo, Frances Y.; Migliorati, Giovanni; Nobile, Fabio; Nuyens, Dirk Function integration, reconstruction and approximation using rank-\(1\) lattices. (English) Zbl 1466.42002 Math. Comput. 90, No. 330, 1861-1897 (2021). MSC: 42A10 41A10 41A63 65D30 65D32 65D15 PDF BibTeX XML Cite \textit{F. Y. Kuo} et al., Math. Comput. 90, No. 330, 1861--1897 (2021; Zbl 1466.42002) Full Text: DOI arXiv OpenURL
Herrmann, Lukas; Keller, Magdalena; Schwab, Christoph Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems. (English) Zbl 1478.65107 Math. Comput. 90, No. 330, 1831-1860 (2021). MSC: 65N21 62F15 65C05 65N30 35R30 35R60 PDF BibTeX XML Cite \textit{L. Herrmann} et al., Math. Comput. 90, No. 330, 1831--1860 (2021; Zbl 1478.65107) Full Text: DOI OpenURL
Dick, Josef; Pillichshammer, Friedrich Weighted integration over a hyperrectangle based on digital nets and sequences. (English) Zbl 1467.65019 J. Comput. Appl. Math. 393, Article ID 113509, 25 p. (2021). MSC: 65D30 65C05 11K45 PDF BibTeX XML Cite \textit{J. Dick} and \textit{F. Pillichshammer}, J. Comput. Appl. Math. 393, Article ID 113509, 25 p. (2021; Zbl 1467.65019) Full Text: DOI arXiv OpenURL
Liu, Jianxun; Li, Shengjie Unconstrained optimization reformulation for stochastic nonlinear complementarity problems. (English) Zbl 1462.90075 Appl. Anal. 100, No. 6, 1158-1179 (2021). MSC: 90C15 90C33 90C30 PDF BibTeX XML Cite \textit{J. Liu} and \textit{S. Li}, Appl. Anal. 100, No. 6, 1158--1179 (2021; Zbl 1462.90075) Full Text: DOI OpenURL
Guth, Philipp A.; Kaarnioja, Vesa; Kuo, Frances Y.; Schillings, Claudia; Sloan, Ian H. A quasi-Monte Carlo method for optimal control under uncertainty. (English) Zbl 1475.49004 SIAM/ASA J. Uncertain. Quantif. 9, 354-383 (2021). Reviewer: Patrícia Nunes da Silva (Rio de Janeiro) MSC: 49J20 65D30 65D32 PDF BibTeX XML Cite \textit{P. A. Guth} et al., SIAM/ASA J. Uncertain. Quantif. 9, 354--383 (2021; Zbl 1475.49004) Full Text: DOI arXiv OpenURL
Ben Abdellah, Amal; L’Ecuyer, Pierre; Owen, Art B.; Puchhammer, Florian Density estimation by randomized quasi-Monte Carlo. (English) Zbl 1462.62224 SIAM/ASA J. Uncertain. Quantif. 9, 280-301 (2021). MSC: 62G07 62G20 65C05 PDF BibTeX XML Cite \textit{A. Ben Abdellah} et al., SIAM/ASA J. Uncertain. Quantif. 9, 280--301 (2021; Zbl 1462.62224) Full Text: DOI arXiv OpenURL
Kritzer, P.; Pillichshammer, F.; Wasilkowski, G. W. On quasi-Monte Carlo methods in weighted ANOVA spaces. (English) Zbl 1461.65004 Math. Comput. 90, No. 329, 1381-1406 (2021). MSC: 65C05 65D30 PDF BibTeX XML Cite \textit{P. Kritzer} et al., Math. Comput. 90, No. 329, 1381--1406 (2021; Zbl 1461.65004) Full Text: DOI arXiv OpenURL
Zhang, Chaojun; Wang, Xiaoqun; He, Zhijian Efficient importance sampling in quasi-Monte Carlo methods for computational finance. (English) Zbl 1461.65005 SIAM J. Sci. Comput. 43, No. 1, B1-B29 (2021). MSC: 65C05 65D30 91G20 91G60 PDF BibTeX XML Cite \textit{C. Zhang} et al., SIAM J. Sci. Comput. 43, No. 1, B1--B29 (2021; Zbl 1461.65005) Full Text: DOI OpenURL
Wiart, Jaspar; Wong, Elaine Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration. (English) Zbl 07318256 Math. Comput. Simul. 182, 277-295 (2021). MSC: 65-XX 11Kxx 65Cxx PDF BibTeX XML Cite \textit{J. Wiart} and \textit{E. Wong}, Math. Comput. Simul. 182, 277--295 (2021; Zbl 07318256) Full Text: DOI arXiv OpenURL
Wasilkowski, G. W. Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces. (English) Zbl 1469.65019 J. Complexity 62, Article ID 101500, 16 p. (2021). MSC: 65C05 65Y20 PDF BibTeX XML Cite \textit{G. W. Wasilkowski}, J. Complexity 62, Article ID 101500, 16 p. (2021; Zbl 1469.65019) Full Text: DOI OpenURL
Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H. Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media. (English) Zbl 1459.65010 SIAM/ASA J. Uncertain. Quantif. 9, 106-134 (2021). MSC: 65C30 65C05 65N30 35J05 35R60 PDF BibTeX XML Cite \textit{M. Ganesh} et al., SIAM/ASA J. Uncertain. Quantif. 9, 106--134 (2021; Zbl 1459.65010) Full Text: DOI arXiv OpenURL
Harase, Shin A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo. (English) Zbl 1462.65011 J. Comput. Appl. Math. 384, Article ID 113136, 12 p. (2021). MSC: 65C10 11K45 PDF BibTeX XML Cite \textit{S. Harase}, J. Comput. Appl. Math. 384, Article ID 113136, 12 p. (2021; Zbl 1462.65011) Full Text: DOI arXiv OpenURL
He, Zhijian; Wang, Xiaoqun Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall. (English) Zbl 1452.65006 Math. Comput. 90, No. 327, 303-319 (2021). MSC: 65C05 65D30 91G70 PDF BibTeX XML Cite \textit{Z. He} and \textit{X. Wang}, Math. Comput. 90, No. 327, 303--319 (2021; Zbl 1452.65006) Full Text: DOI arXiv OpenURL
Dick, Josef; Goda, Takashi Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm. (English) Zbl 1484.65005 J. Comput. Appl. Math. 382, Article ID 113062, 15 p. (2021). MSC: 65C05 41A55 41A63 65D30 65D32 11K38 PDF BibTeX XML Cite \textit{J. Dick} and \textit{T. Goda}, J. Comput. Appl. Math. 382, Article ID 113062, 15 p. (2021; Zbl 1484.65005) Full Text: DOI arXiv OpenURL
Ning, Jianhui; Tao, Huiqiang Randomized quasi-random sampling/importance resampling. (English) Zbl 07545530 Commun. Stat., Simulation Comput. 49, No. 12, 3367-3379 (2020). MSC: 62-08 62C05 PDF BibTeX XML Cite \textit{J. Ning} and \textit{H. Tao}, Commun. Stat., Simulation Comput. 49, No. 12, 3367--3379 (2020; Zbl 07545530) Full Text: DOI OpenURL
Fang, Kaitai; He, Ping; Yang, Jun Sets of representative points of statistical distributions and their applications. (Chinese. English summary) Zbl 07494916 Sci. Sin., Math. 50, No. 9, 1149-1168 (2020). MSC: 62E10 62E17 PDF BibTeX XML Cite \textit{K. Fang} et al., Sci. Sin., Math. 50, No. 9, 1149--1168 (2020; Zbl 07494916) Full Text: DOI OpenURL
Yamada, Toshihiro; Yamamoto, Kenta A second-order discretization with Malliavin weight and quasi-Monte Carlo method for option pricing. (English) Zbl 1471.91622 Quant. Finance 20, No. 11, 1825-1837 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 91G20 60H07 PDF BibTeX XML Cite \textit{T. Yamada} and \textit{K. Yamamoto}, Quant. Finance 20, No. 11, 1825--1837 (2020; Zbl 1471.91622) Full Text: DOI OpenURL
Lv, Liyao; Zhang, Zhiwen; Chen, Jingrun A QMC-deep learning method for diffusivity estimation in random domains. (English) Zbl 1474.65007 Numer. Math., Theory Methods Appl. 13, No. 4, 908-927 (2020). MSC: 65C05 68T07 PDF BibTeX XML Cite \textit{L. Lv} et al., Numer. Math., Theory Methods Appl. 13, No. 4, 908--927 (2020; Zbl 1474.65007) Full Text: DOI arXiv OpenURL
Duarte, Belmiro P. M.; Sagnol, Guillaume Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming. (English) Zbl 1462.62476 Stat. Pap. 61, No. 6, 2737-2767 (2020). MSC: 62K05 62K15 90C47 PDF BibTeX XML Cite \textit{B. P. M. Duarte} and \textit{G. Sagnol}, Stat. Pap. 61, No. 6, 2737--2767 (2020; Zbl 1462.62476) Full Text: DOI OpenURL
Philipson, Pete; Hickey, Graeme L.; Crowther, Michael J.; Kolamunnage-Dona, Ruwanthi Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data. (English) Zbl 07345929 Comput. Stat. Data Anal. 151, Article ID 107010, 14 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Philipson} et al., Comput. Stat. Data Anal. 151, Article ID 107010, 14 p. (2020; Zbl 07345929) Full Text: DOI OpenURL
Pasing, Hendrik; Weiss, Christian Improving a constant in high-dimensional discrepancy estimates. (English) Zbl 1474.11137 Publ. Inst. Math., Nouv. Sér. 107(121), 67-74 (2020). MSC: 11K38 11K31 PDF BibTeX XML Cite \textit{H. Pasing} and \textit{C. Weiss}, Publ. Inst. Math., Nouv. Sér. 107(121), 67--74 (2020; Zbl 1474.11137) Full Text: DOI arXiv OpenURL
Wnuk, Marcin; Gnewuch, Michael Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices. (English) Zbl 1479.62011 Oper. Res. Lett. 48, No. 4, 410-414 (2020). MSC: 62D05 62H20 62-08 62K10 65C05 PDF BibTeX XML Cite \textit{M. Wnuk} and \textit{M. Gnewuch}, Oper. Res. Lett. 48, No. 4, 410--414 (2020; Zbl 1479.62011) Full Text: DOI arXiv OpenURL
Goda, Takashi Richardson extrapolation allows truncation of higher-order digital nets and sequences. (English) Zbl 1466.65024 IMA J. Numer. Anal. 40, No. 3, 2052-2075 (2020). MSC: 65D30 65C05 PDF BibTeX XML Cite \textit{T. Goda}, IMA J. Numer. Anal. 40, No. 3, 2052--2075 (2020; Zbl 1466.65024) Full Text: DOI arXiv OpenURL
Ong, Seng-Huat; Lee, Wen-Jau; Low, Yeh-Ching A general method of computing mixed Poisson probabilities by Monte Carlo sampling. (English) Zbl 07317980 Math. Comput. Simul. 170, 98-106 (2020). MSC: 62Nxx 62Fxx PDF BibTeX XML Cite \textit{S.-H. Ong} et al., Math. Comput. Simul. 170, 98--106 (2020; Zbl 07317980) Full Text: DOI OpenURL
Dick, Josef; Hinrichs, Aicke; Pillichshammer, Friedrich; Prochno, Joscha Tractability properties of the discrepancy in Orlicz norms. (English) Zbl 1470.46050 J. Complexity 61, Article ID 101468, 9 p. (2020). MSC: 46E30 41A63 PDF BibTeX XML Cite \textit{J. Dick} et al., J. Complexity 61, Article ID 101468, 9 p. (2020; Zbl 1470.46050) Full Text: DOI arXiv OpenURL
Xiang, Jiangming; Wang, Xiaoqun Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options. (English) Zbl 1454.91362 Quant. Finance 20, No. 10, 1701-1720 (2020). MSC: 91G60 65C05 91G20 60G40 PDF BibTeX XML Cite \textit{J. Xiang} and \textit{X. Wang}, Quant. Finance 20, No. 10, 1701--1720 (2020; Zbl 1454.91362) Full Text: DOI OpenURL
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model. (English) Zbl 1454.91359 Quant. Finance 20, No. 9, 1457-1473 (2020). MSC: 91G60 91G20 65C05 65D30 65D32 PDF BibTeX XML Cite \textit{C. Bayer} et al., Quant. Finance 20, No. 9, 1457--1473 (2020; Zbl 1454.91359) Full Text: DOI arXiv Link OpenURL
Chen, Jingrun; Ma, Dingjiong; Zhang, Zhiwen A multiscale reduced basis method for the Schrödinger equation with multiscale and random potentials. (English) Zbl 1454.35070 Multiscale Model. Simul. 18, No. 4, 1409-1434 (2020). MSC: 35J10 35Q41 65M60 65K10 74Q10 PDF BibTeX XML Cite \textit{J. Chen} et al., Multiscale Model. Simul. 18, No. 4, 1409--1434 (2020; Zbl 1454.35070) Full Text: DOI arXiv OpenURL
Sipin, Alexander S. A randomized quasi-Monte Carlo algorithms for some boundary value problems. (English) Zbl 1452.65386 Pinelas, Sandra (ed.) et al., Differential and difference equations with applications. Selected papers based on the presentations at the fourth international conference, ICDDEA 2019, Lisbon, Portugal, July 1–5, 2019. Cham: Springer. Springer Proc. Math. Stat. 333, 11-19 (2020). MSC: 65N75 65C05 PDF BibTeX XML Cite \textit{A. S. Sipin}, Springer Proc. Math. Stat. 333, 11--19 (2020; Zbl 1452.65386) Full Text: DOI OpenURL
Kritzer, P.; Pillichshammer, F.; Plaskota, L.; Wasilkowski, G. W. On efficient weighted integration via a change of variables. (English) Zbl 1451.65020 Numer. Math. 146, No. 3, 545-570 (2020). MSC: 65D30 65C05 PDF BibTeX XML Cite \textit{P. Kritzer} et al., Numer. Math. 146, No. 3, 545--570 (2020; Zbl 1451.65020) Full Text: DOI arXiv OpenURL
Suzuki, Yuya; Nuyens, Dirk Rank-1 lattices and higher-order exponential splitting for the time-dependent Schrödinger equation. (English) Zbl 07240110 Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 485-502 (2020). MSC: 65C05 PDF BibTeX XML Cite \textit{Y. Suzuki} and \textit{D. Nuyens}, Springer Proc. Math. Stat. 324, 485--502 (2020; Zbl 07240110) Full Text: DOI arXiv OpenURL
Leövey, H.; Römisch, W. Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization. (English) Zbl 07240103 Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 345-362 (2020). MSC: 65C05 PDF BibTeX XML Cite \textit{H. Leövey} and \textit{W. Römisch}, Springer Proc. Math. Stat. 324, 345--362 (2020; Zbl 07240103) Full Text: DOI OpenURL
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction. (English) Zbl 07240095 Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 183-205 (2020). MSC: 65C05 PDF BibTeX XML Cite \textit{A. Ebert} et al., Springer Proc. Math. Stat. 324, 183--205 (2020; Zbl 07240095) Full Text: DOI arXiv OpenURL
Pillichshammer, Friedrich Discrepancy of digital sequences: new results on a classical QMC topic. (English) Zbl 07240090 Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 81-103 (2020). MSC: 65C05 PDF BibTeX XML Cite \textit{F. Pillichshammer}, Springer Proc. Math. Stat. 324, 81--103 (2020; Zbl 07240090) Full Text: DOI arXiv OpenURL
Herrmann, Lukas; Schwab, Christoph Multilevel quasi-Monte Carlo uncertainty quantification for advection-diffusion-reaction. (English) Zbl 07240088 Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 31-67 (2020). MSC: 65C05 PDF BibTeX XML Cite \textit{L. Herrmann} and \textit{C. Schwab}, Springer Proc. Math. Stat. 324, 31--67 (2020; Zbl 07240088) Full Text: DOI OpenURL
Berman, Robert J. The Sinkhorn algorithm, parabolic optimal transport and geometric Monge-Ampère equations. (English) Zbl 1453.35084 Numer. Math. 145, No. 4, 771-836 (2020). Reviewer: Dian K. Palagachev (Bari) MSC: 35J60 35K55 90C08 65N99 PDF BibTeX XML Cite \textit{R. J. Berman}, Numer. Math. 145, No. 4, 771--836 (2020; Zbl 1453.35084) Full Text: DOI arXiv OpenURL
Gao, Wenwu; Fasshauer, Gregory E.; Sun, Xingping; Zhou, Xuan Optimality and regularization properties of quasi-interpolation: deterministic and stochastic approaches. (English) Zbl 07227715 SIAM J. Numer. Anal. 58, No. 4, 2059-2078 (2020). Reviewer: Martin D. Buhmann (Gießen) MSC: 65D05 41A05 65C05 65D10 65D15 PDF BibTeX XML Cite \textit{W. Gao} et al., SIAM J. Numer. Anal. 58, No. 4, 2059--2078 (2020; Zbl 07227715) Full Text: DOI OpenURL
Goda, Takashi; Suzuki, Kosuke Recent advances in higher order quasi-Monte Carlo methods. (English) Zbl 1462.65008 Bilyk, Dmitriy (ed.) et al., Discrepancy theory. Berlin: De Gruyter. Radon Ser. Comput. Appl. Math. 26, 69-102 (2020). MSC: 65C05 11K45 65D30 PDF BibTeX XML Cite \textit{T. Goda} and \textit{K. Suzuki}, Radon Ser. Comput. Appl. Math. 26, 69--102 (2020; Zbl 1462.65008) Full Text: DOI arXiv OpenURL
Todorov, Venelin; Dimov, Ivan Efficient stochastic approaches for multidimensional integrals in Bayesian statistics. (English) Zbl 07223057 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 12th international conference, LSSC 2019, Sozopol, Bulgaria, June 10–14, 2019. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11958, 454-462 (2020). MSC: 65-XX PDF BibTeX XML Cite \textit{V. Todorov} and \textit{I. Dimov}, Lect. Notes Comput. Sci. 11958, 454--462 (2020; Zbl 07223057) Full Text: DOI OpenURL
Lye, Kjetil O.; Mishra, Siddhartha; Ray, Deep Deep learning observables in computational fluid dynamics. (English) Zbl 1436.76051 J. Comput. Phys. 410, Article ID 109339, 25 p. (2020). MSC: 76M35 68T37 76R50 76R10 76L05 76N15 PDF BibTeX XML Cite \textit{K. O. Lye} et al., J. Comput. Phys. 410, Article ID 109339, 25 p. (2020; Zbl 1436.76051) Full Text: DOI arXiv OpenURL
Hung, Ying-Chao; Michailidis, George; PakHai Lok, Horace Locating infinite discontinuities in computer experiments. (English) Zbl 07216999 SIAM/ASA J. Uncertain. Quantif. 8, 717-747 (2020). MSC: 68T05 62K05 90B22 62K99 62P99 65C60 PDF BibTeX XML Cite \textit{Y.-C. Hung} et al., SIAM/ASA J. Uncertain. Quantif. 8, 717--747 (2020; Zbl 07216999) Full Text: DOI OpenURL
Temirgaliev, N.; Abikenova, Sh. K.; Azhgaliev, Sh. U.; Taugynbaeva, G. E. The Radon transform in the scheme of C(N)D-investigations and the quasi-Monte Carlo theory. (English. Russian original) Zbl 07215273 Russ. Math. 64, No. 3, 87-92 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 3, 98-104 (2020). MSC: 65Dxx 41Axx 41-XX PDF BibTeX XML Cite \textit{N. Temirgaliev} et al., Russ. Math. 64, No. 3, 87--92 (2020; Zbl 07215273); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 3, 98--104 (2020) Full Text: DOI OpenURL
Dick, Josef; Hinrichs, Aicke; Pillichshammer, Friedrich A note on the periodic \(L_2\)-discrepancy of Korobov’s \(p\)-sets. (English) Zbl 1448.11148 Arch. Math. 115, No. 1, 67-78 (2020). MSC: 11K38 PDF BibTeX XML Cite \textit{J. Dick} et al., Arch. Math. 115, No. 1, 67--78 (2020; Zbl 1448.11148) Full Text: DOI arXiv OpenURL
Hoyt, Christopher R.; Owen, Art B. Mean dimension of ridge functions. (English) Zbl 07190349 SIAM J. Numer. Anal. 58, No. 2, 1195-1216 (2020). MSC: 65C05 65D30 65D32 PDF BibTeX XML Cite \textit{C. R. Hoyt} and \textit{A. B. Owen}, SIAM J. Numer. Anal. 58, No. 2, 1195--1216 (2020; Zbl 07190349) Full Text: DOI arXiv OpenURL
Kaarnioja, V.; Kuo, F. Y.; Sloan, I. H. Uncertainty quantification using periodic random variables. (English) Zbl 07184150 SIAM J. Numer. Anal. 58, No. 2, 1068-1091 (2020). MSC: 65D30 65D32 PDF BibTeX XML Cite \textit{V. Kaarnioja} et al., SIAM J. Numer. Anal. 58, No. 2, 1068--1091 (2020; Zbl 07184150) Full Text: DOI arXiv OpenURL
Marion, Pierre; Godin, Maxime; L’Ecuyer, Pierre An algorithm to compute the \(t\)-value of a digital net and of its projections. (English) Zbl 1471.11223 J. Comput. Appl. Math. 371, Article ID 112669, 13 p. (2020). MSC: 11K45 65C05 PDF BibTeX XML Cite \textit{P. Marion} et al., J. Comput. Appl. Math. 371, Article ID 112669, 13 p. (2020; Zbl 1471.11223) Full Text: DOI arXiv OpenURL
Zhang, Chaojun; Wang, Xiaoqun Quasi-Monte Carlo-based conditional pathwise method for option Greeks. (English) Zbl 1431.91437 Quant. Finance 20, No. 1, 49-67 (2020). MSC: 91G60 65C05 91G20 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{X. Wang}, Quant. Finance 20, No. 1, 49--67 (2020; Zbl 1431.91437) Full Text: DOI OpenURL
Buchholz, Alexander; Chopin, Nicolas Improving approximate Bayesian computation via quasi-Monte Carlo. (English) Zbl 07499023 J. Comput. Graph. Stat. 28, No. 1, 205-219 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Buchholz} and \textit{N. Chopin}, J. Comput. Graph. Stat. 28, No. 1, 205--219 (2019; Zbl 07499023) Full Text: DOI OpenURL
Dingeç, Kemal Dinçer Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions. (English) Zbl 07474782 Int. J. Comput. Math. 96, No. 12, 2441-2460 (2019). MSC: 91G60 PDF BibTeX XML Cite \textit{K. D. Dingeç}, Int. J. Comput. Math. 96, No. 12, 2441--2460 (2019; Zbl 07474782) Full Text: DOI OpenURL
Kazashi, Yoshihito Quasi-Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients. (English) Zbl 1462.65009 IMA J. Numer. Anal. 39, No. 3, 1563-1593 (2019). MSC: 65C05 60H35 65N75 PDF BibTeX XML Cite \textit{Y. Kazashi}, IMA J. Numer. Anal. 39, No. 3, 1563--1593 (2019; Zbl 1462.65009) Full Text: DOI arXiv OpenURL
Lécot, Christian; L’Ecuyer, Pierre; El Haddad, Rami; Tarhini, Ali Quasi-Monte Carlo simulation of coagulation-fragmentation. (English) Zbl 07316681 Math. Comput. Simul. 161, 113-124 (2019). MSC: 11Txx 05Axx 11Kxx 05Bxx PDF BibTeX XML Cite \textit{C. Lécot} et al., Math. Comput. Simul. 161, 113--124 (2019; Zbl 07316681) Full Text: DOI OpenURL
Keller, Alexander; Dahm, Ken Integral equations and machine learning. (English) Zbl 07316671 Math. Comput. Simul. 161, 2-12 (2019). MSC: 65Dxx 68Uxx PDF BibTeX XML Cite \textit{A. Keller} and \textit{K. Dahm}, Math. Comput. Simul. 161, 2--12 (2019; Zbl 07316671) Full Text: DOI arXiv OpenURL
Dick, Josef; Gantner, Robert N.; Le Gia, Quoc T.; Schwab, Christoph Higher order quasi-Monte Carlo integration for Bayesian PDE inversion. (English) Zbl 1442.62051 Comput. Math. Appl. 77, No. 1, 144-172 (2019). MSC: 62F15 65C05 65N30 35J25 60G60 60H35 PDF BibTeX XML Cite \textit{J. Dick} et al., Comput. Math. Appl. 77, No. 1, 144--172 (2019; Zbl 1442.62051) Full Text: DOI arXiv OpenURL
Botev, Zdravko I.; Salomone, Robert; Mackinlay, Daniel Fast and accurate computation of the distribution of sums of dependent log-normals. (English) Zbl 1448.60029 Ann. Oper. Res. 280, No. 1-2, 19-46 (2019). MSC: 60E05 62F10 60-08 PDF BibTeX XML Cite \textit{Z. I. Botev} et al., Ann. Oper. Res. 280, No. 1--2, 19--46 (2019; Zbl 1448.60029) Full Text: DOI arXiv OpenURL
Zhang, Jie; Liu, Yongping Quasi-Monte Carlo tractability of integration problem in function spaces defined over products of balls. (English) Zbl 07140040 Int. J. Wavelets Multiresolut. Inf. Process. 17, No. 6, Article ID 1950043, 20 p. (2019). MSC: 65-XX 41A63 65Y20 68Q25 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Y. Liu}, Int. J. Wavelets Multiresolut. Inf. Process. 17, No. 6, Article ID 1950043, 20 p. (2019; Zbl 07140040) Full Text: DOI OpenURL
Herrmann, Lukas; Schwab, Christoph Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients. (English) Zbl 07135561 ESAIM, Math. Model. Numer. Anal. 53, No. 5, 1507-1552 (2019). MSC: 65D30 65N30 60G60 PDF BibTeX XML Cite \textit{L. Herrmann} and \textit{C. Schwab}, ESAIM, Math. Model. Numer. Anal. 53, No. 5, 1507--1552 (2019; Zbl 07135561) Full Text: DOI Link OpenURL
Bayousef, Manal; Mascagni, Michael A computational investigation of the optimal Halton sequence in QMC applications. (English) Zbl 07130553 Monte Carlo Methods Appl. 25, No. 3, 187-207 (2019). MSC: 65C05 65D30 68U20 91G20 91G60 PDF BibTeX XML Cite \textit{M. Bayousef} and \textit{M. Mascagni}, Monte Carlo Methods Appl. 25, No. 3, 187--207 (2019; Zbl 07130553) Full Text: DOI OpenURL
He, Zhijian; Zhu, Lingjiong Asymptotic normality of extensible grid sampling. (English) Zbl 1430.62052 Stat. Comput. 29, No. 1, 53-65 (2019). MSC: 62F12 60J22 65D30 PDF BibTeX XML Cite \textit{Z. He} and \textit{L. Zhu}, Stat. Comput. 29, No. 1, 53--65 (2019; Zbl 1430.62052) Full Text: DOI arXiv OpenURL
Sipin, Alexander S.; Zeifman, Alexander I. Numerical experiments for some Markov models for solving boundary value problems. (English) Zbl 1434.65012 Dimov, Ivan (ed.) et al., Finite difference methods. Theory and applications. 7th international conference, FDM 2018, Lozenetz, Bulgaria, June 11–16, 2018. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11386, 493-500 (2019). MSC: 65C05 65N75 PDF BibTeX XML Cite \textit{A. S. Sipin} and \textit{A. I. Zeifman}, Lect. Notes Comput. Sci. 11386, 493--500 (2019; Zbl 1434.65012) Full Text: DOI OpenURL
Owen, Art B. Comment: unreasonable effectiveness of Monte Carlo. (English) Zbl 1420.62145 Stat. Sci. 34, No. 1, 29-33 (2019). MSC: 62G05 65D30 65C60 PDF BibTeX XML Cite \textit{A. B. Owen}, Stat. Sci. 34, No. 1, 29--33 (2019; Zbl 1420.62145) Full Text: DOI arXiv Euclid OpenURL
Hickernell, Fred J.; Jagadeeswaran, R. Comment on “Probabilistic integration: a role in statistical computation?”. (English) Zbl 1420.62139 Stat. Sci. 34, No. 1, 23-28 (2019). MSC: 62G05 65D30 65C60 PDF BibTeX XML Cite \textit{F. J. Hickernell} and \textit{R. Jagadeeswaran}, Stat. Sci. 34, No. 1, 23--28 (2019; Zbl 1420.62139) Full Text: DOI arXiv Euclid OpenURL
Beentjes, Casper H. L.; Baker, Ruth E. Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems. (English) Zbl 1422.92066 Bull. Math. Biol. 81, No. 8, 2931-2959 (2019). MSC: 92C45 92C42 65C05 PDF BibTeX XML Cite \textit{C. H. L. Beentjes} and \textit{R. E. Baker}, Bull. Math. Biol. 81, No. 8, 2931--2959 (2019; Zbl 1422.92066) Full Text: DOI arXiv OpenURL