Quasi-Monte Carlo method

Results: 29



#Item
21Numerical analysis / Diophantine approximation / Monte Carlo methods / Low-discrepancy sequence / Quasi-Monte Carlo method / Halton sequence / Quasi-Monte Carlo methods in finance / Normal distribution / Reproducing kernel Hilbert space / Mathematical analysis / Mathematics / Randomness

Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang1 ICME, Stanford University, Stanford, CAJIYAN @ STANFORD . EDU

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2014-06-23 23:57:09
22Randomness / Numerical analysis / Quasi-Monte Carlo method / Markov chain Monte Carlo / Pseudorandomness / Quasi-Monte Carlo methods in finance / Monte Carlo methods / Probability and statistics / Applied mathematics

MCQMC2014 – April 6 – 11, 2014 – KU Leuven, Belgium Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing The MCQMC Conference is a biennial meeting devoted to the

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Source URL: mcqmc2014.cs.kuleuven.be

Language: English - Date: 2013-07-30 04:16:28
23Monte Carlo methods / Numerical analysis / Probabilistic complexity theory / Quasi-Monte Carlo method / Halton sequence / Low-discrepancy sequence / Pseudorandomness / Monte Carlo integration / Random number generation / Randomness / Mathematics / Applied mathematics

AIAA #2007–4260 36th AIAA Thermophysics Conference 25–28 June 2007, Miami, FL Quasi-Random Monte Carlo Integration

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Source URL: www.mssrc.com

Language: English - Date: 2014-09-28 22:04:42
24Statistics / Randomness / Statistical mechanics / Numerical analysis / Direct simulation Monte Carlo / Variance reduction / Quasi-Monte Carlo method / Low-discrepancy sequence / Pseudorandomness / Probability and statistics / Monte Carlo methods / Mathematics

AIAA #2008–3915 40th AIAA Thermophysics Conference 23–26 June 2008, Seattle, WA On Direct Simulation Quasi-Monte Carlo Methods

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Source URL: www.mssrc.com

Language: English - Date: 2014-09-28 22:04:58
25Applied mathematics / Diophantine approximation / Probabilistic complexity theory / Low-discrepancy sequence / Quasi-Monte Carlo method / Monte Carlo method / Randomized algorithm / Mathematics / Randomness / Numerical analysis

Discrepancy Bounds for Mixed Sequences Michael Gnewuch Department of Computer Science, Columbia University, 1214 Amsterdam Avenue, MC 0401, New York, 10027 NY, USA email: [removed]

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Source URL: drops.dagstuhl.de

Language: English - Date: 2009-12-01 06:17:11
26Functions and mappings / Differential calculus / Numerical analysis / Monte Carlo methods / Fourier analysis / Numerical integration / Quasi-Monte Carlo method / Product rule / Derivative / Mathematics / Mathematical analysis / Algebra

Lifting the Curse of Dimensionality Frances Y. Kuo and Ian H. Sloan Introduction Richard Bellman [1] coined the phrase the curse of

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Source URL: www.ams.org

Language: English - Date: 2005-11-07 09:38:34
27Low-discrepancy sequence / Numerical analysis / Quasi-Monte Carlo method / Natural logarithm of 2 / Mathematics / Mathematical analysis / Diophantine approximation

Discrepancy and Uniformity Steven Finch February 19, 2004

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Source URL: www.people.fas.harvard.edu

Language: English - Date: 2014-01-04 12:05:48
28Recurrence relation / Differential equation / Number theory / Diophantine approximation / Equation / Arithmetica / Polynomial / Mathematics / Diophantine equation / Quasi-Monte Carlo method

ROBERT F. TICHY: 50 YEARS — THE UNREASONABLE EFFECTIVENESS OF A NUMBER THEORIST

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Source URL: www.dmg.tuwien.ac.at

Language: English - Date: 2007-10-03 11:59:40
29Calculus / Numerical integration / Superconvergence / Quasi-Monte Carlo method / Partial differential equation / Collocation method / Galerkin method / Runge–Kutta methods / Integral / Numerical analysis / Mathematical analysis / Mathematics

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Source URL: web.maths.unsw.edu.au

Language: English - Date: 2007-07-18 20:07:51
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