Quasi-Monte Carlo method

Results: 29



#Item
1Monte Carlo methods / Statistics / Applied mathematics / Probability / Quasirandomness / Quasi-Monte Carlo method / Computational physics / Sampling techniques / Statistical mechanics / Markov chain Monte Carlo / Monte Carlo / Monte

PDF Document

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Source URL: mcqmc2016.stanford.edu

Language: English - Date: 2016-08-23 18:37:55
2Quasirandomness / Diophantine approximation / Low-discrepancy sequence / Numerical analysis / Random number generation / Randomized rounding / Randomized algorithm / Quasi-Monte Carlo method

Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples Benjamin Doerr, Michael Gnewuch, and Magnus Wahlstr¨om Abstract In [B. Doerr, M. Gnewuch, P. Kritzer, F. Pillichshammer. Mo

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Source URL: www.numerik.uni-kiel.de

Language: English - Date: 2009-06-23 07:05:42
3

A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues Michael Mascagni1 and Aneta Karaivanova1,2 1 Florida State University, Department of Computer Science, Tallahassee, FL

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Source URL: www.cs.fsu.edu

- Date: 2003-10-07 15:44:12
    4

    A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems Michael Mascagni∗ Aneta Karaivanova† Yaohang Li‡

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    Source URL: www.cs.fsu.edu

    - Date: 2003-10-07 15:44:18
      5

      A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues Michael Mascagni1 and Aneta Karaivanova1,2 1 Florida State University, Department of Computer Science, Tallahassee, FL

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      Source URL: www.cs.fsu.edu

      Language: English - Date: 2003-10-07 17:29:16
        6

        A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues Michael Mascagni1 and Aneta Karaivanova1,2 1 Florida State University, Department of Computer Science, Tallahassee, FL

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        Source URL: www.cs.fsu.edu

        Language: English - Date: 2003-10-07 15:44:12
          7Numerical analysis / Mathematical physics / Markov models / Matrix theory / Low-discrepancy sequence / Markov chain / Quasi-Monte Carlo method / Eigenvalues and eigenvectors / Matrix / Mathematics / Algebra / Linear algebra

          A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues Michael Mascagni1 and Aneta Karaivanova1,2 1 Florida State University, Department of Computer Science, Tallahassee, FL

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          Source URL: www.cs.fsu.edu

          Language: English - Date: 2003-10-07 17:29:16
          8Global illumination / Rendering / Monte Carlo method / Ray tracing / Photon tracing / Light transport theory / 3D computer graphics / Computer graphics / Optics

          ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Computer Graphics Alexander Keller mental images GmbH, Berlin, Germany

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          Source URL: www.crm.math.ca

          Language: English - Date: 2008-03-03 11:45:24
          9Mathematical finance / Actuarial science / Monte Carlo methods in finance / Stochastic processes / Statistical randomness / Monte Carlo method / Quasi-Monte Carlo methods in finance / Simulation / Stochastic differential equation / Statistics / Mathematical sciences / Probability and statistics

          ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Finance Jeremy Staum Department of Industrial Engineering and Management Sciences Northwestern University

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          Source URL: www.crm.math.ca

          Language: English - Date: 2008-03-03 11:45:20
          10Numerical analysis / Quasi-Monte Carlo method / Weight / Numerical integration / Product rule / Vector space / Quasi-Monte Carlo methods in finance / Algebra / Mathematics / Abstract algebra

          Asia Pacific Mathematics Newsletter 1 Approximating Integrals in

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          Source URL: www.asiapacific-mathnews.com

          Language: English - Date: 2013-08-15 05:14:59
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