Skip header Section
Skip Bibliometrics Section
Random number generation and quasi-Monte Carlo methodsAugust 1992
- Author:
- Harald Niederreiter
Abstract
No abstract available.
Cited By
- Xu Z, He Z and Wang X (2024). Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation, Journal of Computational and Applied Mathematics, 443:C, Online publication date: 1-Jun-2024.
Donnelly W, Wolfe A, Bütepage J and Valdés J (2024). FAST: Filter-Adapted Spatio-Temporal Sampling for Real-Time Rendering, Proceedings of the ACM on Computer Graphics and Interactive Techniques, 7:1, (1-16), Online publication date: 11-May-2024.- L'Ecuyer P, Nakayama M, Owen A and Tuffin B Confidence Intervals for Randomized Quasi-Monte Carlo Estimators Proceedings of the Winter Simulation Conference, (445-456)
- Doignies B, Bonneel N, Coeurjolly D, Digne J, Paulin L, Iehl J and Ostromoukhov V Example-Based Sampling with Diffusion Models SIGGRAPH Asia 2023 Conference Papers, (1-11)
- Kuo F, Nuyens D and Wilkes L (2023). Random-prime–fixed-vector randomised lattice-based algorithm for high-dimensional integration, Journal of Complexity, 79:C, Online publication date: 1-Dec-2023.
- Pronzato L and Zhigljavsky A (2023). Quasi-uniform designs with optimal and near-optimal uniformity constant, Journal of Approximation Theory, 294:C, Online publication date: 1-Oct-2023.
- Clément F, Vermetten D, De Nobel J, Jesus A, Paquete L and Doerr C Computing Star Discrepancies with Numerical Black-Box Optimization Algorithms Proceedings of the Genetic and Evolutionary Computation Conference, (1330-1338)
- Salaün C, Georgiev I, Seidel H and Singh G (2022). Scalable Multi-Class Sampling via Filtered Sliced Optimal Transport, ACM Transactions on Graphics, 41:6, (1-14), Online publication date: 1-Dec-2022.
- Chizhov V, Georgiev I, Myszkowski K and Singh G (2022). Perceptual Error Optimization for Monte Carlo Rendering, ACM Transactions on Graphics, 41:3, (1-17), Online publication date: 30-Jun-2022.
- Yang J, He P and Fang K (2021). Three kinds of discrete approximations of statistical multivariate distributions and their applications, Journal of Multivariate Analysis, 188:C, Online publication date: 1-Mar-2022.
- Nakayama M and Tuffin B Sufficient conditions for a central limit theorem to assess the error of randomized Quasi-Monte Carlo methods Proceedings of the Winter Simulation Conference, (1-12)
- Paulin L, Coeurjolly D, Iehl J, Bonneel N, Keller A and Ostromoukhov V (2021). Cascaded Sobol' sampling, ACM Transactions on Graphics, 40:6, (1-13), Online publication date: 1-Dec-2021.
- Llorente F, Martino L, Delgado-Gómez D and Camps-Valls G (2021). Deep importance sampling based on regression for model inversion and emulation, Digital Signal Processing, 116:C, Online publication date: 1-Sep-2021.
- Zhang J (2020). Modern Monte Carlo methods for efficient uncertainty quantification and propagation, WIREs Computational Statistics, 13:5, Online publication date: 5-Aug-2021.
- An L and Yang G (2021). Byzantine-resilient distributed state estimation, Automatica (Journal of IFAC), 129:C, Online publication date: 1-Jul-2021.
- Feng M and Staum J (2021). Green Simulation with Database Monte Carlo, ACM Transactions on Modeling and Computer Simulation, 31:1, (1-26), Online publication date: 1-Feb-2021.
- Bacigalupo A, Gnecco G, Lepidi M and Gambarotta L (2019). Machine-Learning Techniques for the Optimal Design of Acoustic Metamaterials, Journal of Optimization Theory and Applications, 187:3, (630-653), Online publication date: 1-Dec-2020.
- Meunier L, Chevaleyre Y, Rapin J, Royer C and Teytaud O On Averaging the Best Samples in Evolutionary Computation Parallel Problem Solving from Nature – PPSN XVI, (661-674)
- Meunier L, Doerr C, Rapin J and Teytaud O Variance Reduction for Better Sampling in Continuous Domains Parallel Problem Solving from Nature – PPSN XVI, (154-168)
- Xiong X, Xiong H, Xian K, Zhao C, Cao Z and Li X Sparse-to-Dense Depth Completion Revisited: Sampling Strategy and Graph Construction Computer Vision – ECCV 2020, (682-699)
- Pillichshammer F and Sonnleitner M (2020). A note on isotropic discrepancy and spectral test of lattice point sets, Journal of Complexity, 58:C, Online publication date: 1-Jun-2020.
- Cervellera C and Macciò D (2020). Voronoi tree models for distribution-preserving sampling and generation, Pattern Recognition, 97:C, Online publication date: 1-Jan-2020.
- Kim D and Yoon S (2019). Simultaneous planning of sampling and optimization: study on lazy evaluation and configuration free space approximation for optimal motion planning algorithm, Autonomous Robots, 44:2, (165-181), Online publication date: 1-Jan-2020.
- Dreossi T, Donzé A and Seshia S (2019). Compositional Falsification of Cyber-Physical Systems with Machine Learning Components, Journal of Automated Reasoning, 63:4, (1031-1053), Online publication date: 1-Dec-2019.
- Kwon J (2019). Rare-Event Detection by Quasi-Wang–Landau Monte Carlo Sampling with Approximate Bayesian Computation, Journal of Mathematical Imaging and Vision, 61:9, (1258-1275), Online publication date: 1-Nov-2019.
- Gomez A, Gomez-Perez D and Renault G (2019). A probabilistic analysis on a lattice attack against DSA, Designs, Codes and Cryptography, 87:11, (2469-2488), Online publication date: 1-Nov-2019.
- Kritzinger R and Passenbrunner M (2019). Extremal distributions of discrepancy functions, Journal of Complexity, 54:C, Online publication date: 1-Oct-2019.
- Elahi E, Wang W, Ray D, Fenton A and Jebara T Variational low rank multinomials for collaborative filtering with side-information Proceedings of the 13th ACM Conference on Recommender Systems, (340-347)
- Rasheed M, Clement N, Bhowmick A and Bajaj C (2019). Statistical Framework for Uncertainty Quantification in Computational Molecular Modeling, IEEE/ACM Transactions on Computational Biology and Bioinformatics, 16:4, (1154-1167), Online publication date: 1-Jul-2019.
- Lécot C, L’Ecuyer P, El Haddad R and Tarhini A (2019). Quasi-Monte Carlo simulation of coagulation–fragmentation, Mathematics and Computers in Simulation, 161:C, (113-124), Online publication date: 1-Jul-2019.
- Cai R, Ren A, Chen O, Liu N, Ding C, Qian X, Han J, Luo W, Yoshikawa N and Wang Y A stochastic-computing based deep learning framework using adiabatic quantum-flux-parametron superconducting technology Proceedings of the 46th International Symposium on Computer Architecture, (567-578)
- Xiao Y and Wang X (2019). Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing, Computational Economics, 54:1, (343-366), Online publication date: 1-Jun-2019.
- Poëtte G (2019). A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation, Journal of Computational Physics, 385:C, (135-162), Online publication date: 15-May-2019.
- Dong Q and Cui L (2019). First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries, Methodology and Computing in Applied Probability, 21:1, (1-23), Online publication date: 1-Mar-2019.
- Pronzato L and Zhigljavsky A (2019). Measures Minimizing Regularized Dispersion, Journal of Scientific Computing, 78:3, (1550-1570), Online publication date: 1-Mar-2019.
- Sambakhé D, Rouan L, Bacro J and Gozé E (2019). Conditional optimization of a noisy function using a kriging metamodel, Journal of Global Optimization, 73:3, (615-636), Online publication date: 1-Mar-2019.
- Goda T, Suzuki K and Yoshiki T (2019). Lattice rules in non-periodic subspaces of Sobolev spaces, Numerische Mathematik, 141:2, (399-427), Online publication date: 1-Feb-2019.
- He Z and Zhu L (2019). Asymptotic normality of extensible grid sampling, Statistics and Computing, 29:1, (53-65), Online publication date: 1-Jan-2019.
- Hermosilla P, Ritschel T, Vázquez P, Vinacua À and Ropinski T (2018). Monte Carlo convolution for learning on non-uniformly sampled point clouds, ACM Transactions on Graphics, 37:6, (1-12), Online publication date: 31-Dec-2019.
- Rowland M, Choromanski K, Chalus F, Pacchiano A, Sarlós T, Turner R and Weller A Geometrically coupled monte carlo sampling Proceedings of the 32nd International Conference on Neural Information Processing Systems, (195-205)
- Xiao Y and Wang X (2018). Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions, Journal of Computational and Applied Mathematics, 343:C, (289-308), Online publication date: 1-Dec-2018.
- Fan C, Wu Q and Khan Y (2018). A new method to explore the structure of effective dimensions for functions, Neural Computing and Applications, 30:8, (2479-2487), Online publication date: 1-Oct-2018.
- Harase S and Kimoto T (2018). Implementing 64-bit Maximally Equidistributed F2-Linear Generators with Mersenne Prime Period, ACM Transactions on Mathematical Software, 44:3, (1-11), Online publication date: 30-Sep-2018.
- Xu J, Sarkar S, Hu L, Huang Z and Peng L (2018). Solving a class of modular polynomial equations and its relation to modular inversion hidden number problem and inversive congruential generator, Designs, Codes and Cryptography, 86:9, (1997-2033), Online publication date: 1-Sep-2018.
- Lall P, Borac S, Richardson D, Pharr M and Ernst M (2018). View-Region Optimized Image-Based Scene Simplification, Proceedings of the ACM on Computer Graphics and Interactive Techniques, 1:2, (1-22), Online publication date: 24-Aug-2018.
- Nagasaka Y, Nukada A, Matsuoka S, Miura K and Shalf J MRG8 Proceedings of the Platform for Advanced Scientific Computing Conference, (1-11)
- Liu S and Han J (2018). Toward Energy-Efficient Stochastic Circuits Using Parallel Sobol Sequences, IEEE Transactions on Very Large Scale Integration (VLSI) Systems, 26:7, (1326-1339), Online publication date: 1-Jul-2018.
- Umenhoffer T, Szirmay-Kalos L, Szécsi L, Lengyel Z and Marinov G (2018). An image-based method for animated stroke rendering, The Visual Computer: International Journal of Computer Graphics, 34:6-8, (817-827), Online publication date: 1-Jun-2018.
- Pepelyshev A, Zhigljavsky A and źIlinskas A (2018). Performance of global random search algorithms for large dimensions, Journal of Global Optimization, 71:1, (57-71), Online publication date: 1-May-2018.
- Mitchell S, Ebeida M, Awad M, Park C, Patney A, Rushdi A, Swiler L, Manocha D and Wei L (2018). Spoke-Darts for High-Dimensional Blue-Noise Sampling, ACM Transactions on Graphics, 37:2, (1-20), Online publication date: 30-Apr-2018.
- Goda T, Suzuki K and Yoshiki T (2018). Optimal Order Quadrature Error Bounds for Infinite-Dimensional Higher-Order Digital Sequences, Foundations of Computational Mathematics, 18:2, (433-458), Online publication date: 1-Apr-2018.
- Janson L, Ichter B and Pavone M (2018). Deterministic sampling-based motion planning, International Journal of Robotics Research, 37:1, (46-61), Online publication date: 1-Jan-2018.
- Hofer R (2018). Halton-type sequences in rational bases in the ring of rational integers and in the ring of polynomials over a finite field, Mathematics and Computers in Simulation, 143:C, (78-88), Online publication date: 1-Jan-2018.
- Gilbert A, Kuo F and Sloan I (2018). Hiding the weightsCBC black box algorithms with a guaranteed error bound, Mathematics and Computers in Simulation, 143:C, (202-214), Online publication date: 1-Jan-2018.
- Kritzinger R (2018). An exact formula for the L2 discrepancy of the symmetrized Hammersley point set, Mathematics and Computers in Simulation, 143:C, (3-13), Online publication date: 1-Jan-2018.
- Basu K, Saha A and Chatterjee S Large-scale quadratically constrained quadratic program via low-discrepancy sequences Proceedings of the 31st International Conference on Neural Information Processing Systems, (2294-2304)
- L'Ecuyer P History of uniform random number generation Proceedings of the 2017 Winter Simulation Conference, (1-29)
- Alhakim A and Nouiehed M (2017). Stretching de Bruijn sequences, Designs, Codes and Cryptography, 85:2, (381-394), Online publication date: 1-Nov-2017.
- Dick J, Goda T, Suzuki K and Yoshiki T (2017). Construction of interlaced polynomial lattice rules for infinitely differentiable functions, Numerische Mathematik, 137:2, (257-288), Online publication date: 1-Oct-2017.
- Vallivaara I, Poikselkä K, Rikula P and Röning J (2016). Systematic Alias Sampling, ACM Transactions on Mathematical Software, 43:3, (1-17), Online publication date: 30-Sep-2017.
- von Radziewsky P, Kroes T, Eisemann M and Eisemann E (2017). Efficient Stochastic Rendering of Static and Animated Volumes Using Visibility Sweeps, IEEE Transactions on Visualization and Computer Graphics, 23:9, (2069-2081), Online publication date: 1-Sep-2017.
- Moser B (2017). Similarity Recovery From Threshold-Based Sampling Under General Conditions, IEEE Transactions on Signal Processing, 65:17, (4645-4654), Online publication date: 1-Sep-2017.
- Jaros M, Riha L, Karasek T, Strakos P and Krpelik D Rendering in Blender Cycles using MPI and Intel® Xeon Phi™ Proceedings of the 2017 International Conference on Computer Graphics and Digital Image Processing, (1-5)
- Sheikholeslami R and Razavi S (2017). Progressive Latin Hypercube Sampling, Environmental Modelling & Software, 93:C, (109-126), Online publication date: 1-Jul-2017.
- Zhu H and Dick J (2017). A discrepancy bound for deterministic acceptance-rejection samplers beyond $$N^{-1/2}$$N-1/2 in dimension 1, Statistics and Computing, 27:4, (901-911), Online publication date: 1-Jul-2017.
- Tessari L, Hanika J and Dachsbacher C Local quasi-monte carlo exploration Proceedings of the Eurographics Symposium on Rendering: Experimental Ideas & Implementations, (71-81)
- Pulch R (2017). A Hankel norm for quadrature rules solving random linear dynamical systems, Journal of Computational and Applied Mathematics, 316:C, (307-318), Online publication date: 15-May-2017.
- Soll T and Pulch R (2017). Sample selection based on sensitivity analysis in parameterized model order reduction, Journal of Computational and Applied Mathematics, 316:C, (369-379), Online publication date: 15-May-2017.
- Gerber M and Bornn L (2017). Improving simulated annealing through derandomization, Journal of Global Optimization, 68:1, (189-217), Online publication date: 1-May-2017.
- Pausinger F (2017). Bounds for the traveling salesman paths of two-dimensional modular lattices, Journal of Combinatorial Optimization, 33:4, (1378-1394), Online publication date: 1-May-2017.
- Suzuki K (2017). Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions, Journal of Complexity, 39:C, (51-68), Online publication date: 1-Apr-2017.
- Basu K and Owen A (2017). Scrambled Geometric Net Integration Over General Product Spaces, Foundations of Computational Mathematics, 17:2, (467-496), Online publication date: 1-Apr-2017.
- Liu S and Han J Energy efficient stochastic computing with Sobol sequences Proceedings of the Conference on Design, Automation & Test in Europe, (650-653)
- Martino L, Elvira V and Louzada F (2017). Effective sample size for importance sampling based on discrepancy measures, Signal Processing, 131:C, (386-401), Online publication date: 1-Feb-2017.
- Feng M and Staum J Green simulation with database Monte Carlo Proceedings of the 2016 Winter Simulation Conference, (1108-1118)
- Skabar A Random vector generation from mixed-attribute datasets using random walk Proceedings of the 2016 Winter Simulation Conference, (1096-1107)
- Pasaoglu C, Akcam N, Koyuncu E, Tarhan A and Inalhan G (2016). Collaborative Intent Exchange Based Flight Management System with Airborne Collision Avoidance for UAS, Journal of Intelligent and Robotic Systems, 84:1-4, (665-690), Online publication date: 1-Dec-2016.
- Heitsch H, Leövey H and Römisch W (2016). Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?, Computational Optimization and Applications, 65:3, (567-603), Online publication date: 1-Dec-2016.
- Kuo F and Nuyens D (2016). Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients, Foundations of Computational Mathematics, 16:6, (1631-1696), Online publication date: 1-Dec-2016.
- Harbrecht H, Peters M and Siebenmorgen M (2016). Analysis of the domain mapping method for elliptic diffusion problems on random domains, Numerische Mathematik, 134:4, (823-856), Online publication date: 1-Dec-2016.
- Ahmed A, Perrier H, Coeurjolly D, Ostromoukhov V, Guo J, Yan D, Huang H and Deussen O (2016). Low-discrepancy blue noise sampling, ACM Transactions on Graphics, 35:6, (1-13), Online publication date: 11-Nov-2016.
- Lin G, Luo M and Zhang J (2016). Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints, Journal of Global Optimization, 66:3, (487-510), Online publication date: 1-Nov-2016.
- Mérai L and Winterhof A (2016). On the linear complexity profile of some sequences derived from elliptic curves, Designs, Codes and Cryptography, 81:2, (259-267), Online publication date: 1-Nov-2016.
- Cools R, Kuo F, Nuyens D and Suryanarayana G (2016). Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions, Journal of Complexity, 36:C, (166-181), Online publication date: 1-Oct-2016.
- Goda T (2016). Quasi-Monte Carlo integration using digital nets with antithetics, Journal of Computational and Applied Mathematics, 304:C, (26-42), Online publication date: 1-Oct-2016.
- Konakli K and Sudret B (2016). Polynomial meta-models with canonical low-rank approximations, Journal of Computational Physics, 321:C, (1144-1169), Online publication date: 15-Sep-2016.
- Kritzer P and Niederreiter H (2016). Mixed orthogonal arrays, ( u , m , e , s ) -nets, and ( u , e , s ) -sequences, Discrete Mathematics, 339:9, (2199-2208), Online publication date: 6-Sep-2016.
- van der Herten J, Couckuyt I, Deschrijver D and Dhaene T (2016). Adaptive classification under computational budget constraints using sequential data gathering, Advances in Engineering Software, 99:C, (137-146), Online publication date: 1-Sep-2016.
- Vigna S (2016). An Experimental Exploration of Marsaglia's xorshift Generators, Scrambled, ACM Transactions on Mathematical Software, 42:4, (1-23), Online publication date: 26-Jul-2016.
- Billen N and Dutré P (2016). Line Sampling for Direct Illumination, Computer Graphics Forum, 35:4, (45-55), Online publication date: 1-Jul-2016.
- Gantner R A Generic C++ Library for Multilevel Quasi-Monte Carlo Proceedings of the Platform for Advanced Scientific Computing Conference, (1-12)
- L'ecuyer P and Munger D (2016). Algorithm 958, ACM Transactions on Mathematical Software, 42:2, (1-30), Online publication date: 3-Jun-2016.
- Loyola R D, Pedergnana M and Gimeno García S (2016). Smart sampling and incremental function learning for very large high dimensional data, Neural Networks, 78:C, (75-87), Online publication date: 1-Jun-2016.
- Wang X (2016). Handling Discontinuities in Financial Engineering, Operations Research, 64:2, (297-314), Online publication date: 1-Apr-2016.
- Hellekalek P, Kritzer P and Pillichshammer F (2016). Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces, Journal of Complexity, 33:C, (169-189), Online publication date: 1-Apr-2016.
- Kritzinger R (2016). L p - and S p , q r B -discrepancy of the symmetrized van der Corput sequence and modified Hammersley point sets in arbitrary bases, Journal of Complexity, 33:C, (145-168), Online publication date: 1-Apr-2016.
- Zhang Q, Li Z and Zhang Z (2016). A Sparse Grid Stochastic Collocation Method for Elliptic Interface Problems with Random Input, Journal of Scientific Computing, 67:1, (262-280), Online publication date: 1-Apr-2016.
- Dick J and Kritzer P (2016). On a projection-corrected component-by-component construction, Journal of Complexity, 32:1, (74-80), Online publication date: 1-Feb-2016.
- Wang C, Duan Q, Tong C, Di Z and Gong W (2016). A GUI platform for uncertainty quantification of complex dynamical models, Environmental Modelling & Software, 76:C, (1-12), Online publication date: 1-Feb-2016.
- Andradóttir S and Glynn P (2016). Computing Bayesian Means Using Simulation, ACM Transactions on Modeling and Computer Simulation, 26:2, (1-26), Online publication date: 28-Jan-2016.
- L'Ecuyer P Random number generation with multiple streams for sequential and parallel computing Proceedings of the 2015 Winter Simulation Conference, (31-44)
- (2015). On integration methods based on scrambled nets of arbitrary size, Journal of Complexity, 31:6, (798-816), Online publication date: 1-Dec-2015.
- Chen M, Mehrotra S and Papp D (2015). Scenario generation for stochastic optimization problems via the sparse grid method, Computational Optimization and Applications, 62:3, (669-692), Online publication date: 1-Dec-2015.
- Ahmed A, Huang H and Deussen O (2015). AA patterns for point sets with controlled spectral properties, ACM Transactions on Graphics, 34:6, (1-8), Online publication date: 4-Nov-2015.
- Teytaud O Quasi-random Numbers Improve the CMA-ES on the BBOB Testbed Revised Selected Papers of the 12th International Conference on Artificial Evolution - Volume 9554, (58-70)
- Christophe J, Decock J, Liu J and Teytaud O Variance Reduction in Population-Based Optimization Revised Selected Papers of the 12th International Conference on Artificial Evolution - Volume 9554, (219-233)
- Goda T and Dick J (2015). Construction of Interlaced Scrambled Polynomial Lattice Rules of Arbitrary High Order, Foundations of Computational Mathematics, 15:5, (1245-1278), Online publication date: 1-Oct-2015.
- Goda T (2015). Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces, Journal of Computational and Applied Mathematics, 285:C, (279-294), Online publication date: 1-Sep-2015.
- Pilleboue A, Singh G, Coeurjolly D, Kazhdan M and Ostromoukhov V (2015). Variance analysis for Monte Carlo integration, ACM Transactions on Graphics, 34:4, (1-14), Online publication date: 27-Jul-2015.
- Jian Yao , Zuochang Ye and Yan Wang (2015). An Efficient SRAM Yield Analysis and Optimization Method With Adaptive Online Surrogate Modeling, IEEE Transactions on Very Large Scale Integration (VLSI) Systems, 23:7, (1245-1253), Online publication date: 1-Jul-2015.
- Kroes T, Eisemann M and Eisemann E Visibility sweeps for joint-hierarchical importance sampling of direct lighting for stochastic volume rendering Proceedings of the 41st Graphics Interface Conference, (97-104)
- Dick J, Hinrichs A and Pillichshammer F (2015). Proof techniques in quasi-Monte Carlo theory, Journal of Complexity, 31:3, (327-371), Online publication date: 1-Jun-2015.
- (2015). The b -adic tent transformation for quasi-Monte Carlo integration using digital nets, Journal of Approximation Theory, 194:C, (62-86), Online publication date: 1-Jun-2015.
- Goda T (2015). Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces, Numerical Algorithms, 69:2, (357-396), Online publication date: 1-Jun-2015.
- Alaghi A and Hayes J Dimension reduction in statistical simulation of digital circuits Proceedings of the Symposium on Theory of Modeling & Simulation: DEVS Integrative M&S Symposium, (1-8)
- Dick J, Kritzer P, Leobacher G and Pillichshammer F (2015). A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights, Journal of Computational and Applied Mathematics, 276:C, (1-15), Online publication date: 1-Mar-2015.
- Heqi Lu , Pacanowski R and Granier X (2014). Position-Dependent Importance Sampling of Light Field Luminaires, IEEE Transactions on Visualization and Computer Graphics, 21:2, (241-251), Online publication date: 1-Feb-2015.
- Hou T and Liu P (2015). A heterogeneous stochastic FEM framework for elliptic PDEs, Journal of Computational Physics, 281:C, (942-969), Online publication date: 15-Jan-2015.
- Bouchot J and Bauer F (2014). Discrepancy norm, Journal of Computational and Applied Mathematics, 272, (162-179), Online publication date: 1-Dec-2014.
- Doerr B, Friedrich T and Sauerwald T (2014). Quasirandom Rumor Spreading, ACM Transactions on Algorithms, 11:2, (1-35), Online publication date: 17-Nov-2014.
- Wang C, Duan Q, Gong W, Ye A, Di Z and Miao C (2014). An evaluation of adaptive surrogate modeling based optimization with two benchmark problems, Environmental Modelling & Software, 60:C, (167-179), Online publication date: 1-Oct-2014.
- Lessig C, Desbrun M and Fiume E (2014). A constructive theory of sampling for image synthesis using reproducing Kernel bases, ACM Transactions on Graphics, 33:4, (1-14), Online publication date: 27-Jul-2014.
- Subr K, Nowrouzezahrai D, Jarosz W, Kautz J and Mitchell K Error analysis of estimators that use combinations of stochastic sampling strategies for direct illumination Proceedings of the 25th Eurographics Symposium on Rendering, (93-102)
- Alaghi A and Hayes J Fast and accurate computation using stochastic circuits Proceedings of the conference on Design, Automation & Test in Europe, (1-4)
- Göncü A and Ökten G (2014). Uniform point sets and the collision test, Journal of Computational and Applied Mathematics, 259, (798-804), Online publication date: 1-Mar-2014.
- Göncü A and Ökten G (2014). Efficient simulation of a multi-factor stochastic volatility model, Journal of Computational and Applied Mathematics, 259, (329-335), Online publication date: 1-Mar-2014.
- Finckh M, Dammertz H and Lensch H (2014). On Near Optimal Lattice Quantization of Multi-Dimensional Data Points, Computer Graphics Forum, 33:1, (271-281), Online publication date: 1-Feb-2014.
- Larcher G (2013). Probabilistic diophantine approximation and the distribution of Halton-Kronecker sequences, Journal of Complexity, 29:6, (397-423), Online publication date: 1-Dec-2013.
- Jimenez E, Liu Y and Hussaini M (2013). Variance reduction method based on sensitivity derivatives, Part 2, Applied Numerical Mathematics, 74, (151-159), Online publication date: 1-Dec-2013.
- Sauer T (2013). Computational solution of stochastic differential equations, WIREs Computational Statistics, 5:5, (362-371), Online publication date: 1-Sep-2013.
- Seri R and Choirat C (2013). Scenario Approximation of Robust and Chance-Constrained Programs, Journal of Optimization Theory and Applications, 158:2, (590-614), Online publication date: 1-Aug-2013.
- Doerr C and De Rainville F Constructing low star discrepancy point sets with genetic algorithms Proceedings of the 15th annual conference on Genetic and evolutionary computation, (789-796)
- Brandolini L, Colzani L, Gigante G and Travaglini G (2013). On the Koksma-Hlawka inequality, Journal of Complexity, 29:2, (158-172), Online publication date: 1-Apr-2013.
- Zhang Z, Yang X, Lin G and Karniadakis G (2013). Numerical solution of the Stratonovich- and Ito-Euler equations, Journal of Computational Physics, 236, (15-27), Online publication date: 1-Mar-2013.
- Sahai T and Pasini J (2013). Uncertainty quantification in hybrid dynamical systems, Journal of Computational Physics, 237, (411-427), Online publication date: 1-Mar-2013.
- Wang X and Tan K (2013). Pricing and Hedging with Discontinuous Functions, Management Science, 59:2, (376-389), Online publication date: 1-Feb-2013.
- Gaggero M, Gnecco G and Sanguineti M (2013). Dynamic Programming and Value-Function Approximation in Sequential Decision Problems, Journal of Optimization Theory and Applications, 156:2, (380-416), Online publication date: 1-Feb-2013.
- Xie Z and Edwards D (2013). Computational performance optimisation for statistical analysis of the effect of nano-CMOS variability on integrated circuits, VLSI Design, 2013, (12-12), Online publication date: 1-Jan-2013.
- Taghipour S and Banjevic D (2013). Maximum likelihood estimation from interval censored recurrent event data, Computers and Industrial Engineering, 64:1, (143-152), Online publication date: 1-Jan-2013.
- Wu Z, Sun X and Ma L (2013). Sampling scattered data with Bernstein polynomials, Advances in Computational Mathematics, 38:1, (187-205), Online publication date: 1-Jan-2013.
- L'Ecuyer P and Munger D Constructing adapted lattice rules using problem-dependent criteria Proceedings of the Winter Simulation Conference, (1-12)
- Haddad R, Fakhereddine R, Lécot C, Soucemarianadin A and Tembely M Simulation of coalescence with stratified sampling Proceedings of the Winter Simulation Conference, (1-12)
- Moser B (2012). Geometric Characterization of Weyl's Discrepancy Norm in Terms of Its n-Dimensional Unit Balls, Discrete & Computational Geometry, 48:4, (793-806), Online publication date: 1-Dec-2012.
- Aistleitner C, Brauchart J and Dick J (2012). Point Sets on the Sphere $\mathbb{S}^{2}$ with Small Spherical Cap Discrepancy, Discrete & Computational Geometry, 48:4, (990-1024), Online publication date: 1-Dec-2012.
- de Goes F, Breeden K, Ostromoukhov V and Desbrun M (2012). Blue noise through optimal transport, ACM Transactions on Graphics, 31:6, (1-11), Online publication date: 1-Nov-2012.
- Dick J (2012). Random weights, robust lattice rules and the geometry of the cbcrc algorithm, Numerische Mathematik, 122:3, (443-467), Online publication date: 1-Nov-2012.
- Ramamoorthi R, Anderson J, Meyer M and Nowrouzezahrai D (2012). A theory of monte carlo visibility sampling, ACM Transactions on Graphics, 31:5, (1-16), Online publication date: 6-Aug-2012.
- Sinescu V and L'Ecuyer P (2012). Variance bounds and existence results for randomly shifted lattice rules, Journal of Computational and Applied Mathematics, 236:13, (3296-3307), Online publication date: 1-Jul-2012.
- Englot B and Hover F Sampling-based coverage path planning for inspection of complex structures Proceedings of the Twenty-Second International Conference on International Conference on Automated Planning and Scheduling, (29-37)
- Fu B Multivariate polynomial integration and differentiation are polynomial time inapproximable unless P=NP Proceedings of the 6th international Frontiers in Algorithmics, and Proceedings of the 8th international conference on Algorithmic Aspects in Information and Management, (182-191)
- Gong F, Basir-Kazeruni S, Dolecek L and He L A fast estimation of SRAM failure rate using probability collectives Proceedings of the 2012 ACM international symposium on International Symposium on Physical Design, (41-48)
- De Rainville F, Gagné C, Teytaud O and Laurendeau D (2012). Evolutionary optimization of low-discrepancy sequences, ACM Transactions on Modeling and Computer Simulation, 22:2, (1-25), Online publication date: 1-Mar-2012.
- De Schryver C, Schmidt D, Wehn N, Korn E, Marxen H, Kostiuk A and Korn R (2012). A hardware efficient random number generator for nonuniform distributions with arbitrary precision, International Journal of Reconfigurable Computing, 2012, (12-12), Online publication date: 1-Jan-2012.
- Gong F, Liu X, Yu H, Tan S, Ren J and He L (2012). A Fast Non-Monte-Carlo Yield Analysis and Optimization by Stochastic Orthogonal Polynomials, ACM Transactions on Design Automation of Electronic Systems, 17:1, (1-23), Online publication date: 1-Jan-2012.
- Schoenauer M, Teytaud F and Teytaud O A rigorous runtime analysis for quasi-random restarts and decreasing stepsize Proceedings of the 10th international conference on Artificial Evolution, (37-48)
- Moser B, Stübl G and Bouchot J On a non-monotonicity effect of similarity measures Proceedings of the First international conference on Similarity-based pattern recognition, (46-60)
- Gejadze I, Copeland G, Le Dimet F and Shutyaev V (2011). Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics, Journal of Computational Physics, 230:22, (7923-7943), Online publication date: 1-Sep-2011.
- Ahlroth L, Pottonen O and Schumacher A Approximately uniform online checkpointing Proceedings of the 17th annual international conference on Computing and combinatorics, (297-306)
- Munkberg J, Clarberg P, Hasselgren J, Toth R, Sugihara M and Akenine-Möller T Hierarchical stochastic motion blur rasterization Proceedings of the ACM SIGGRAPH Symposium on High Performance Graphics, (107-118)
- Schoenauer M, Teytaud F and Teytaud O Simple tools for multimodal optimization Proceedings of the 13th annual conference companion on Genetic and evolutionary computation, (267-268)
- Atanassov E and Ivanovska S Sensitivity study of heston stochastic volatility model using GPGPU Proceedings of the 8th international conference on Large-Scale Scientific Computing, (439-446)
- Heinrich J, Bachthaler S and Weiskopf D Progressive splatting of continuous scatterplots and parallel coordinates Proceedings of the 13th Eurographics / IEEE - VGTC conference on Visualization, (653-662)
- Baldeaux J, Dick J, Greslehner J and Pillichshammer F (2011). Construction algorithms for higher order polynomial lattice rules, Journal of Complexity, 27:3-4, (281-299), Online publication date: 1-Jun-2011.
- Doerr B, Friedrich T, Künnemann M and Sauerwald T (2008). Quasirandom rumor spreading, ACM Journal of Experimental Algorithmics, 16, (3.1-3.13), Online publication date: 1-May-2011.
- ÖKten G and GöNcü A (2011). Generating low-discrepancy sequences from the normal distribution, Mathematical and Computer Modelling: An International Journal, 53:5-6, (1268-1281), Online publication date: 1-Mar-2011.
- Keeler H and Taylor P (2011). A model framework for greedy routing in a sensor network with a stochastic power scheme, ACM Transactions on Sensor Networks, 7:4, (1-28), Online publication date: 1-Feb-2011.
- Dion M and L'Ecuyer P American option pricing with randomized quasi-Monte Carlo simulations Proceedings of the Winter Simulation Conference, (2705-2720)
- Tian X and Benkrid K (2010). High-Performance Quasi-Monte Carlo Financial Simulation, ACM Transactions on Reconfigurable Technology and Systems, 3:4, (1-22), Online publication date: 1-Nov-2010.
- Singhee A and Rutenbar R (2010). Why quasi-Monte Carlo is better than monte carlo or latin hypercube sampling for statistical circuit analysis, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 29:11, (1763-1776), Online publication date: 1-Nov-2010.
- Chen Z, Cheng X and Wu C A family of binary threshold sequences constructed by using the multiplicative inverse Proceedings of the 6th international conference on Information security and cryptology, (95-104)
- Lirkov I and Stoilova S The b-adic diaphony as a tool to study pseudo-randomness of nets Proceedings of the 7th international conference on Numerical methods and applications, (68-76)
- Schlömer T and Deussen O Semi-stochastic tilings for example-based texture synthesis Proceedings of the 21st Eurographics conference on Rendering, (1431-1439)
- Chen Z, Ostafe A and Winterhof A Structure of pseudorandom numbers derived from fermat quotients Proceedings of the Third international conference on Arithmetic of finite fields, (73-85)
- Ostafe A Pseudorandom vector sequences derived from triangular polynomial systems with constant multipliers Proceedings of the Third international conference on Arithmetic of finite fields, (62-72)
- Szécsi L, Szirmay-Kalos L, Kurt M and Csébfalvi B Adaptive sampling for environment mapping Proceedings of the 26th Spring Conference on Computer Graphics, (69-76)
- Jaffari J and Anis M Correlation controlled sampling for efficient variability analysis of analog circuits Proceedings of the Conference on Design, Automation and Test in Europe, (1305-1308)
- Jaffari J and Anis M Practical Monte-Carlo based timing yield estimation of digital circuits Proceedings of the Conference on Design, Automation and Test in Europe, (807-812)
- Chen P, Lee K, Lee T, Lee Y and Huang S (2010). Multiclass support vector classification via coding and regression, Neurocomputing, 73:7-9, (1501-1512), Online publication date: 1-Mar-2010.
- Pillards T, Vandewoestyne B and Cools R (2010). An adaptive approach to cube-based quasi-Monte Carlo integration on Rd, Mathematics and Computers in Simulation, 80:6, (1104-1117), Online publication date: 1-Feb-2010.
- Panneton F and L'Ecuyer P (2010). Resolution-stationary random number generators, Mathematics and Computers in Simulation, 80:6, (1096-1103), Online publication date: 1-Feb-2010.
- Schürer R and Schmid W (2010). MinT-Architecture and applications of the (t, m, s)-net and OOA database, Mathematics and Computers in Simulation, 80:6, (1124-1132), Online publication date: 1-Feb-2010.
- Thulasiram R and Thulasiraman P Pricing algorithms for financial derivatives Algorithms and theory of computation handbook, (33-33)
- L'Ecuyer P and Tuffin B On the error distribution for randomly-shifted lattice rules Winter Simulation Conference, (392-402)
- Baldeaux J, Dick J and Kritzer P (2009). On the approximation of smooth functions using generalized digital nets, Journal of Complexity, 25:6, (544-567), Online publication date: 1-Dec-2009.
- Romisch W Scenario reduction techniques in stochastic programming Proceedings of the 5th international conference on Stochastic algorithms: foundations and applications, (1-14)
- L'Ecuyer P A practical view of randomized quasi-Monte Carlo Proceedings of the Fourth International ICST Conference on Performance Evaluation Methodologies and Tools, (1-4)
- Chun J, Korman M, Nöllenburg M and Tokuyama T (2009). Consistent Digital Rays, Discrete & Computational Geometry, 42:3, (359-378), Online publication date: 1-Oct-2009.
- Faure H and Lemieux C (2009). Generalized Halton sequences in 2008, ACM Transactions on Modeling and Computer Simulation, 19:4, (1-31), Online publication date: 1-Oct-2009.
- Dick J and Niederreiter H (2009). Duality for digital sequences, Journal of Complexity, 25:5, (406-414), Online publication date: 1-Oct-2009.
- Luo M and Lin G (2009). Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems, Journal of Optimization Theory and Applications, 142:3, (569-581), Online publication date: 1-Sep-2009.
- Gnewuch M (2009). On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence, Journal of Complexity, 25:4, (312-317), Online publication date: 1-Aug-2009.
- Caviglione L and Cervellera C Design and performance evaluation of a content distribution overlay optimized for streaming Proceedings of the 12th international conference on Symposium on Performance Evaluation of Computer & Telecommunication Systems, (289-295)
- De Rainville F, Gagné C, Teytaud O and Laurendeau D Optimizing low-discrepancy sequences with an evolutionary algorithm Proceedings of the 11th Annual conference on Genetic and evolutionary computation, (1491-1498)
- Teytaud F and Teytaud O Why one must use reweighting in estimation of distribution algorithms Proceedings of the 11th Annual conference on Genetic and evolutionary computation, (453-460)
- Wang X (2009). Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing, INFORMS Journal on Computing, 21:3, (488-504), Online publication date: 1-Jul-2009.
- Forest V, Barthe L, Guennebaud G and Paulin M Soft textured shadow volume Proceedings of the Twentieth Eurographics conference on Rendering, (1111-1120)
- Szirmay-Kalos L and Szécsi L Deterministic importance sampling with error diffusion Proceedings of the Twentieth Eurographics conference on Rendering, (1055-1064)
- Ali K, Aib I and Boutaba R P2P-AIS Proceedings of the Second international conference on Global Information Infrastructure Symposium, (314-317)
- Fu C, Wan L, Wong T and Leung C (2009). The rhombic dodecahedron map, IEEE Transactions on Multimedia, 11:4, (634-644), Online publication date: 1-Jun-2009.
- Erickson L and LaValle S Survivability Proceedings of the 2009 IEEE international conference on Robotics and Automation, (3749-3754)
- Alvarez D (2009). Reduction of uncertainty using sensitivity analysis methods for infinite random sets of indexable type, International Journal of Approximate Reasoning, 50:5, (750-762), Online publication date: 1-May-2009.
- Henrion R, Küchler C and Römisch W (2009). Scenario reduction in stochastic programming with respect to discrepancy distances, Computational Optimization and Applications, 43:1, (67-93), Online publication date: 1-May-2009.
- Litman A and Moran-Schein S (2009). On smooth sets of integers, Discrete Mathematics, 309:4, (797-813), Online publication date: 1-Mar-2009.
- Haran I and Halperin D (2009). An experimental study of point location in planar arrangements in CGAL, ACM Journal of Experimental Algorithmics, 13, (2.3-2.32), Online publication date: 1-Feb-2009.
- Alvarez D (2009). A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type, Fuzzy Sets and Systems, 160:3, (384-401), Online publication date: 1-Feb-2009.
- Pennanen T (2009). Epi-convergent discretizations of multistage stochastic programs via integration quadratures, Mathematical Programming: Series A and B, 116:1-2, (461-479), Online publication date: 1-Jan-2009.
- Harase S (2009). Maximally equidistributed pseudorandom number generators via linear output transformations, Mathematics and Computers in Simulation, 79:5, (1512-1519), Online publication date: 1-Jan-2009.
- Lin G, Chen X and Fukushima M (2009). Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization, Mathematical Programming: Series A and B, 116:1-2, (343-368), Online publication date: 1-Jan-2009.
- L'Ecuyer P, Parent-Chartier J and Dion M Simulation of a Lévy process by PCA sampling to reduce the effective dimension Proceedings of the 40th Conference on Winter Simulation, (436-443)
- L'Ecuyer P and Tuffin B Approximate zero-variance simulation Proceedings of the 40th Conference on Winter Simulation, (170-181)
- Jaffari J and Anis M On efficient Monte Carlo-based statistical static timing analysis of digital circuits Proceedings of the 2008 IEEE/ACM International Conference on Computer-Aided Design, (196-203)
- Ibeas Martín Á (2008). On the period of the Naor--Reingold sequence, Information Processing Letters, 108:5, (304-307), Online publication date: 1-Nov-2008.
- Dick J and Niederreiter H (2008). On the exact t-value of Niederreiter and Sobol' sequences, Journal of Complexity, 24:5-6, (572-581), Online publication date: 1-Oct-2008.
- L'Ecuyer P Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation Proceedings of the 5th international conference on Sequences and Their Applications, (1-17)
- Teytaud O When Does Quasi-random Work? Proceedings of the 10th International Conference on Parallel Problem Solving from Nature --- PPSN X - Volume 5199, (325-336)
- Jarosz W, Jensen H and Donner C Advanced global illumination using photon mapping ACM SIGGRAPH 2008 classes, (1-112)
- Phillips J Algorithms for ε-Approximations of Terrains Proceedings of the 35th international colloquium on Automata, Languages and Programming - Volume Part I, (447-458)
- Ling S and ÖZbudak F (2008). Some constructions of (t,m,s)-nets with improved parameters, Finite Fields and Their Applications, 14:3, (658-675), Online publication date: 1-Jul-2008.
- Chen Z (2008). Finite binary sequences constructed by explicit inversive methods, Finite Fields and Their Applications, 14:3, (579-592), Online publication date: 1-Jul-2008.
- Chun J, Korman M, Nöllenburg M and Tokuyama T Consistent digital rays Proceedings of the twenty-fourth annual symposium on Computational geometry, (355-364)
- Kuo F, Dunsmuir W, Sloan I, Wand M and Womersley R (2008). Quasi-Monte Carlo for Highly Structured Generalised Response Models, Methodology and Computing in Applied Probability, 10:2, (239-275), Online publication date: 1-Jun-2008.
- Gnewuch M (2008). Bracketing numbers for axis-parallel boxes and applications to geometric discrepancy, Journal of Complexity, 24:2, (154-172), Online publication date: 1-Apr-2008.
- Hinrichs A, Pillichshammer F and Schmid W (2008). Tractability properties of the weighted star discrepancy, Journal of Complexity, 24:2, (134-143), Online publication date: 1-Apr-2008.
- Lin J and Wang X (2008). New Brownian bridge construction in quasi-Monte Carlo methods for computational finance, Journal of Complexity, 24:2, (109-133), Online publication date: 1-Apr-2008.
- Wang X and Sloan I (2008). Low discrepancy sequences in high dimensions, Journal of Computational and Applied Mathematics, 213:2, (366-386), Online publication date: 20-Mar-2008.
- Dalal I and Stefan D 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, (245-254)
- Doerr B, Friedrich T and Sauerwald T Quasirandom rumor spreading Proceedings of the nineteenth annual ACM-SIAM symposium on Discrete algorithms, (773-781)
- Fiori S (2008). Asymmetric variate generation via a parameterless dual neural learning algorithm, Computational Intelligence and Neuroscience, 2008, (1-8), Online publication date: 1-Jan-2008.
- Boyle P, Broadie M and Glasserman P Recent advances in simulation for security pricing (1995) Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, (1-8)
- Sánchez L, Juarez G and Osorio L On the performance of deterministic sampling in probabilistic roadmap planning Proceedings of the artificial intelligence 6th Mexican international conference on Advances in artificial intelligence, (1089-1098)
- Larcher G and Pillichshammer F (2007). A note on optimal point distributions in [0,1)s, Journal of Computational and Applied Mathematics, 206:2, (977-985), Online publication date: 20-Sep-2007.
- Acebrón J and Spigler R Scalability and performance analysis of a probabilistic domain decomposition method Proceedings of the 7th international conference on Parallel processing and applied mathematics, (1257-1264)
- Acebrón J and Spigler R A fully scalable parallel algorithm for solving elliptic partial differential equations Proceedings of the 13th international Euro-Par conference on Parallel Processing, (727-736)
- L'Ecuyer P and Simard R (2007). TestU01, ACM Transactions on Mathematical Software, 33:4, (1-40), Online publication date: 15-Aug-2007.
- Dick J (2007). A note on the existence of sequences with small star discrepancy, Journal of Complexity, 23:4-6, (649-652), Online publication date: 1-Aug-2007.
- Li T, Robinson I and Hill M (2007). The index of merit of kth-copy integration lattices, Journal of Computational and Applied Mathematics, 205:1, (394-405), Online publication date: 1-Aug-2007.
- Teytaud O and Gelly S DCMA Proceedings of the 9th annual conference on Genetic and evolutionary computation, (955-963)
- Sobol I and Shukhman B (2007). Quasi-random points keep their distance, Mathematics and Computers in Simulation, 75:3-4, (80-86), Online publication date: 1-Jul-2007.
- Laine S, Saransaari H, Kontkanen J, Lehtinen J and Aila T Incremental instant radiosity for real-time indirect illumination Proceedings of the 18th Eurographics conference on Rendering Techniques, (277-286)
- Chi H and Mascagni M Efficient Generation of Parallel Quasirandom Faure Sequences Via Scrambling Proceedings of the 7th international conference on Computational Science, Part I: ICCS 2007, (723-730)
- L'Ecuyer P, Demers V and Tuffin B (2007). Rare events, splitting, and quasi-Monte Carlo, ACM Transactions on Modeling and Computer Simulation, 17:2, (9-es), Online publication date: 1-Apr-2007.
- Kugele S, Watson L and Trosset M Multidimensional numerical integration for robust design optimization Proceedings of the 45th annual southeast regional conference, (385-390)
- Hesse K, Kuo F and Sloan I (2007). A component-by-component approach to efficient numerical integration over products of spheres, Journal of Complexity, 23:1, (25-51), Online publication date: 1-Feb-2007.
- Chi H and Jones E Computational investigations of quasirandom sequences in generating test cases for specification-based tests Proceedings of the 38th conference on Winter simulation, (975-980)
- Drew S and Homem-de-Mello T Quasi-Monte Carlo strategies for stochastic optimization Proceedings of the 38th conference on Winter simulation, (774-782)
- Zhao G, Zhou Y and Vakili P A new efficient simulation strategy for pricing path-dependent options Proceedings of the 38th conference on Winter simulation, (703-710)
- Xia Y, Wang H, Huang Y and Yuan L (2006). A stochastic model for workflow QoS evaluation, Scientific Programming, 14:3,4, (251-265), Online publication date: 1-Dec-2006.
- Wang X (2006). On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance, Operations Research, 54:6, (1063-1078), Online publication date: 1-Nov-2006.
- Pfingsten T Bayesian active learning for sensitivity analysis Proceedings of the 17th European conference on Machine Learning, (353-364)
- Xing Y, Hwang J, Çetintemel U and Zdonik S Providing resiliency to load variations in distributed stream processing Proceedings of the 32nd international conference on Very large data bases, (775-786)
- Karaivanova A, Chi H and Gurov T Quasi-random walks on balls using C.U.D. sequences Proceedings of the 6th international conference on Numerical methods and applications, (165-172)
- Gurov T, Atanassov E and Ivanovska S A hybrid Monte Carlo method for simulation of quantum transport Proceedings of the 6th international conference on Numerical methods and applications, (156-164)
- Wonka P, Wimmer M, Zhou K, Maierhofer S, Hesina G and Reshetov A Guided visibility sampling ACM SIGGRAPH 2006 Papers, (494-502)
- Wonka P, Wimmer M, Zhou K, Maierhofer S, Hesina G and Reshetov A (2006). Guided visibility sampling, ACM Transactions on Graphics, 25:3, (494-502), Online publication date: 1-Jul-2006.
- Galperin E and Galperin I (2006). Small sample uniformity in random number generation, Computers & Mathematics with Applications, 52:1-2, (95-108), Online publication date: 1-Jul-2006.
- Kritzer P (2006). Improved upper bounds on the star discrepancy of (t,m,s)-nets and (t,s)-sequences, Journal of Complexity, 22:3, (336-347), Online publication date: 1-Jun-2006.
- Kritzer P (2006). Improved upper bounds on the star discrepancy of (t, m, s)-nets and (t, s)-sequences, Journal of Complexity, 22:3, (336-347), Online publication date: 1-Jun-2006.
- Mäkilä P (2006). LTI approximation of nonlinear systems via signal distribution theory, Automatica (Journal of IFAC), 42:6, (917-928), Online publication date: 1-Jun-2006.
- Chi H, Jones E, Evans D and Brown M Generating test data for specification-based tests via quasirandom sequences Proceedings of the 6th international conference on Computational Science - Volume Part IV, (773-780)
- Lai Y Efficient computations of multivariate normal distributions with applications to finance Proceedings of the 17th IASTED international conference on Modelling and simulation, (522-527)
- Lai Y Simulating option prices and sensitivities by higher rank lattice rules Proceedings of the 17th IASTED international conference on Modelling and simulation, (258-262)
- Park S, Yu H, Hotz I, Kreylos O, Linsen L and Hamann B Structure-accentuating dense flow visualization Proceedings of the Eighth Joint Eurographics / IEEE VGTC conference on Visualization, (163-170)
- Pillards T and Cools R Using box-muller with low discrepancy points Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part V, (780-788)
- Vandewoestyne B and Cools R (2006). Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy, Journal of Computational and Applied Mathematics, 189:1-2, (341-361), Online publication date: 1-May-2006.
- Hechenleitner B and Entacher K (2006). A parallel search for good lattice points using LLL-spectral tests, Journal of Computational and Applied Mathematics, 189:1-2, (424-441), Online publication date: 1-May-2006.
- Fiori S (2006). Neural Systems with Numerically-Matched Input---Output Statistic, Neural Processing Letters, 23:2, (143-170), Online publication date: 1-Apr-2006.
- Haran I and Halperin D An experimental study of point location in general planar arrangements Proceedings of the Meeting on Algorithm Engineering & Expermiments, (16-25)
- L'Ecuyer P and Buist E Simulation in java with SSJ Proceedings of the 37th conference on Winter simulation, (611-620)
- L'Ecuyer P and Panneton F Fast random number generators based on linear recurrences modulo 2 Proceedings of the 37th conference on Winter simulation, (110-119)
- Sánchez A and Osorio M On the use of randomized low-discrepancy sequences in sampling-based motion planning Proceedings of the 4th Mexican international conference on Advances in Artificial Intelligence, (980-989)
- Auger A, Jebalia M and Teytaud O Algorithms (x, sigma, eta) Proceedings of the 7th international conference on Artificial Evolution, (296-307)
- Tezuka S (2005). On the necessity of low-effective dimension, Journal of Complexity, 21:5, (710-721), Online publication date: 1-Oct-2005.
- Leong M, Cheung C, Cheung C, Wan P, Leung I, Yeung W, Yuen W, Chow K, Leung K and Leong P (2005). CPE, Computer, 38:10, (70-77), Online publication date: 1-Oct-2005.
- Niederreiter H (2005). Constructions of (t ,m,s)-nets and (t,s)-sequences, Finite Fields and Their Applications, 11:3, (578-600), Online publication date: 1-Aug-2005.
- Wald I, Dietrich A and Slusallek P An interactive out-of-core rendering framework for visualizing massively complex models ACM SIGGRAPH 2005 Courses, (17-es)
- Clarberg P, Jarosz W, Akenine-Möller T and Jensen H Wavelet importance sampling ACM SIGGRAPH 2005 Papers, (1166-1175)
- Contini S and Shparlinski I On stern's attack against secret truncated linear congruential generators Proceedings of the 10th Australasian conference on Information Security and Privacy, (52-60)
- Clarberg P, Jarosz W, Akenine-Möller T and Jensen H (2005). Wavelet importance sampling, ACM Transactions on Graphics, 24:3, (1166-1175), Online publication date: 1-Jul-2005.
- Havran V, Smyk M, Krawczyk G, Myszkowski K and Seidel H Interactive system for dynamic scene lighting using captured video environment maps Proceedings of the Sixteenth Eurographics conference on Rendering Techniques, (31-42)
- Kimura S and Matsumura K Genetic algorithms using low-discrepancy sequences Proceedings of the 7th annual conference on Genetic and evolutionary computation, (1341-1346)
- Auger A, Schoenauer M and Teytaud O Local and global order 3/2 convergence of a surrogate evolutionary algorithm Proceedings of the 7th annual conference on Genetic and evolutionary computation, (857-864)
- Rovira J, Wonka P, Castro F and Sbert M Point sampling with uniformly distributed lines Proceedings of the Second Eurographics / IEEE VGTC conference on Point-Based Graphics, (109-118)
- Park S, Budge B, Linsen L, Hamann B and Joy K Dense geometric flow visualization Proceedings of the Seventh Joint Eurographics / IEEE VGTC conference on Visualization, (21-28)
- Ivanovska S, Atanassov E and Karaivanova A A superconvergent monte carlo method for multiple integrals on the grid Proceedings of the 5th international conference on Computational Science - Volume Part III, (735-742)
- Hess F and Shparlinski I (2005). On the Linear Complexity and Multidimensional Distribution of Congruential Generators over Elliptic Curves, Designs, Codes and Cryptography, 35:1, (111-117), Online publication date: 1-Apr-2005.
- Gammel B and Göttfert R Linear filtering of nonlinear shift-register sequences Proceedings of the 2005 international conference on Coding and Cryptography, (354-370)
- Kucherenko S and Sytsko Y (2005). Application of Deterministic Low-Discrepancy Sequences in Global Optimization, Computational Optimization and Applications, 30:3, (297-318), Online publication date: 1-Mar-2005.
- Venkiteswaran G and Junk M (2005). Quasi-Monte Carlo algorithms for diffusion equations in high dimensions, Mathematics and Computers in Simulation, 68:1, (23-41), Online publication date: 3-Feb-2005.
- Venkiteswaran G and Junk M (2005). A QMC approach for high dimensional Fokker-Planck equations modelling polymeric liquids, Mathematics and Computers in Simulation, 68:1, (43-56), Online publication date: 3-Feb-2005.
- Pillards T and Cools R (2005). Transforming low-discrepancy sequences from a cube to a simplex, Journal of Computational and Applied Mathematics, 174:1, (29-42), Online publication date: 1-Feb-2005.
- Pemantle R (2005). Cycles in random k-ary maps and the poor performance of random number generation, Journal of Algorithms, 54:1, (72-84), Online publication date: 1-Jan-2005.
- Liu K and Hickernell F A scalable low discrepancy point generator for parallel computing Proceedings of the Second international conference on Parallel and Distributed Processing and Applications, (257-262)
- L'Ecuyer P Quasi-Monte Carlo methods in finance Proceedings of the 36th conference on Winter simulation, (1645-1655)
- Lemieux C Randomized Quasi-Monte Carlo Proceedings of the 36th conference on Winter simulation, (1565-1573)
- Niederreiter H and Winterhof A On the distribution of some new explicit nonlinear congruential pseudorandom numbers Proceedings of the Third international conference on Sequences and Their Applications, (266-274)
- Maire S (2004). Polynomial approximations of multivariate smooth functions from quasi-random data, Statistics and Computing, 14:4, (333-336), Online publication date: 1-Oct-2004.
- Hartinger J, Kainhofer R and Tichy R (2004). Quasi-Monte Carlo algorithms for unbounded, weighted integration problems, Journal of Complexity, 20:5, (654-668), Online publication date: 1-Oct-2004.
- Pillichshammer F (2004). On the root mean square weighted L2 discrepancy of scrambled nets, Journal of Complexity, 20:5, (638-653), Online publication date: 1-Oct-2004.
- Ostromoukhov V, Donohue C and Jodoin P Fast hierarchical importance sampling with blue noise properties ACM SIGGRAPH 2004 Papers, (488-495)
- Ostromoukhov V, Donohue C and Jodoin P (2004). Fast hierarchical importance sampling with blue noise properties, ACM Transactions on Graphics, 23:3, (488-495), Online publication date: 1-Aug-2004.
- Petras K (2004). Numerical Computation of an Integral Representation for Arithmetic-Average Asian Options, Computing, 73:1, (25-39), Online publication date: 1-Jul-2004.
- Günther J, Wald I and Slusallek P Realtime caustics using distributed photon mapping Proceedings of the Fifteenth Eurographics conference on Rendering Techniques, (111-121)
- Wald I, Dietrich A and Slusallek P An interactive out-of-core rendering framework for visualizing massively complex models Proceedings of the Fifteenth Eurographics conference on Rendering Techniques, (81-92)
- Brent R Fast and reliable random number generators for scientific computing Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing, (1-10)
- Tawara T, Myszkowski K, Dmitriev K, Havran V, Damez C and Seidel H Exploiting temporal coherence in global illumination Proceedings of the 20th Spring Conference on Computer Graphics, (23-33)
- Meidl W and Winterhof A (2004). On the linear complexity profile of some new explicit inversive pseudorandom numbers, Journal of Complexity, 20:2-3, (350-355), Online publication date: 1-Apr-2004.
- Heinrich S, Hickernell F and Yue R (2004). Optimal quadrature for Haar wavelet spaces, Mathematics of Computation, 73:245, (259-277), Online publication date: 1-Jan-2004.
- Fang K, Lu X, Tang Y and Yin J (2004). Constructions of uniform designs by using resolvable packings and coverings, Discrete Mathematics, 274:1-3, (25-40), Online publication date: 1-Jan-2004.
- Staum J State of the art tutorial II: simulations for financial engineering Proceedings of the 35th conference on Winter simulation: driving innovation, (258-266)
- L'Ecuyer P Quasi-Monte Carlo methods for simulation Proceedings of the 35th conference on Winter simulation: driving innovation, (81-89)
- Csebfalvi B and Szirmay-Kalos S Monte Carlo Volume Rendering Proceedings of the 14th IEEE Visualization 2003 (VIS'03)
- Tang H (2003). Symmetry properties of multiple recursive random number generators in full period and spectral test, Applied Mathematics and Computation, 142:2-3, (291-303), Online publication date: 10-Oct-2003.
- Owen A (2003). Variance with alternative scramblings of digital nets, ACM Transactions on Modeling and Computer Simulation, 13:4, (363-378), Online publication date: 1-Oct-2003.
- Hörmann W and Leydold J (2003). Continuous random variate generation by fast numerical inversion, ACM Transactions on Modeling and Computer Simulation, 13:4, (347-362), Online publication date: 1-Oct-2003.
- Nguyen P and Shparlinski I (2003). The Insecurity of the Elliptic Curve Digital Signature Algorithm with Partially Known Nonces, Designs, Codes and Cryptography, 30:2, (201-217), Online publication date: 1-Sep-2003.
- Gerstner T and Griebel M (2003). Dimension-adaptive tensor-product quadrature, Computing, 71:1, (65-87), Online publication date: 1-Sep-2003.
- Asano T, Katoh N, Tamaki H and Tokuyama T The structure and number of global roundings of a graph Proceedings of the 9th annual international conference on Computing and combinatorics, (130-138)
- Lyness J and Joe S (2003). The Number of Lattice Rules of Specified Upper Class and Rank, BIT, 43:2, (413-426), Online publication date: 1-Jun-2003.
- Niederreiter H (2003). Some current issues in quasi-Monte Carlo methods, Journal of Complexity, 19:3, (428-433), Online publication date: 1-Jun-2003.
- Heinrich S (2003). Some open problems concerning the star-discrepancy, Journal of Complexity, 19:3, (416-419), Online publication date: 1-Jun-2003.
- Hickernell F and Niederreiter H (2003). The existence of good extensible rank-1 lattices, Journal of Complexity, 19:3, (286-300), Online publication date: 1-Jun-2003.
- Hickernell F (2003). My dream quadrature rule, Journal of Complexity, 19:3, (420-427), Online publication date: 1-Jun-2003.
- Papageorgiou A (2003). Sufficient conditions for fast quasi-Monte Carlo convergence, Journal of Complexity, 19:3, (332-351), Online publication date: 1-Jun-2003.
- Brent R and Zimmermann P Random number generators with period divisible by a Mersenne prime Proceedings of the 2003 international conference on Computational science and its applications: PartI, (1-10)
- Niederreiter H and Shparlinski I Dynamical systems generated by rational functions Proceedings of the 15th international conference on Applied algebra, algebraic algorithms and error-correcting codes, (6-17)
- Bhatnagar S, Fu M, Marcus S and Wang I (2003). Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences, ACM Transactions on Modeling and Computer Simulation, 13:2, (180-209), Online publication date: 1-Apr-2003.
- Ninomiya S (2003). A new simulation scheme of diffusion processes, Mathematics and Computers in Simulation, 62:3-6, (479-486), Online publication date: 3-Mar-2003.
- Ogawa S and Lécot C (2003). A quasi-random walk method for one-dimensional reaction-diffusion equations, Mathematics and Computers in Simulation, 62:3-6, (487-494), Online publication date: 3-Mar-2003.
- Flahive M (2003). The quality parameter for digital (t, m, s)-nets, Mathematics and Computers in Simulation, 62:3-6, (327-333), Online publication date: 3-Mar-2003.
- Sobol I and Asotsky D (2003). One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods, Mathematics and Computers in Simulation, 62:3-6, (255-263), Online publication date: 3-Mar-2003.
- Albrecher H, Kainhofer R and Tichy R (2003). Simulation methods in ruin models with non-linear dividend barriers, Mathematics and Computers in Simulation, 62:3-6, (277-287), Online publication date: 3-Mar-2003.
- Wenzel L, Rajagopal R and Nair D (2003). Induced well-distributed sets in Riemannian spaces, ACM Transactions on Mathematical Software, 29:1, (82-94), Online publication date: 1-Mar-2003.
- Joe S and Kuo F (2003). Remark on algorithm 659, ACM Transactions on Mathematical Software, 29:1, (49-57), Online publication date: 1-Mar-2003.
- Li J and Winker P (2003). Time Series Simulation with Quasi Monte Carlo Methods, Computational Economics, 21:1-2, (23-43), Online publication date: 1-Feb-2003.
- Diwekar U (2003). A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty, Computational Optimization and Applications, 24:2-3, (335-371), Online publication date: 1-Feb-2003.
- Dongarra J, Foster I, Fox G, Gropp W, Kennedy K, Torczon L and White A References Sourcebook of parallel computing, (729-789)
- Carmona R and Durrleman V (2006). Pricing and Hedging Spread Options, SIAM Review, 45:4, (627-685), Online publication date: 1-Jan-2003.
- Saliby E and Pacheco F financial derivatives and real options Proceedings of the 34th conference on Winter simulation: exploring new frontiers, (1606-1610)
- Staum J Simulation in financial engineering Proceedings of the 34th conference on Winter simulation: exploring new frontiers, (1481-1492)
- Xiong X, Wang I and Fu M Optimization via simulation Proceedings of the 34th conference on Winter simulation: exploring new frontiers, (285-291)
- Munos R and Moore A (2002). Variable Resolution Discretization in Optimal Control, Machine Language, 49:2-3, (291-323), Online publication date: 1-Nov-2002.
- Dmitriev K, Brabec S, Myszkowski K and Seidel H Interactive global illumination using selective photon tracing Proceedings of the 13th Eurographics workshop on Rendering, (25-36)
- Wald I, Kollig T, Benthin C, Keller A and Slusallek P Interactive global illumination using fast ray tracing Proceedings of the 13th Eurographics workshop on Rendering, (15-24)
- Nguyen and Shparlinski (2002). The Insecurity of the Digital Signature Algorithm with Partially Known Nonces, Journal of Cryptology, 15:3, (151-176), Online publication date: 1-Jun-2002.
- Larcher G and Pillichshammer F (2002). On the L2-Discrepancy of the Sobol Hammersley Net in Dimension 3, Journal of Complexity, 18:2, (415-448), Online publication date: 1-Jun-2002.
- Tang H (2002). Combined random number generator via the generalized Chinese remainder theorem, Journal of Computational and Applied Mathematics, 142:2, (377-388), Online publication date: 15-May-2002.
- Berridge S and Schumacher H An Irregular Grid Method for Solving High-Dimensional Problems in Finance Proceedings of the International Conference on Computational Science-Part II, (510-519)
- Emmerich F (2002). Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period, Mathematics of Computation, 71:238, (781-791), Online publication date: 1-Apr-2002.
- Papageorgiou A (2002). The Brownian Bridge Does Not Offer a Consistent Advantage in Quasi-Monte Carlo Integration, Journal of Complexity, 18:1, (171-186), Online publication date: 1-Mar-2002.
- Yue R and Hickernell F (2002). The Discrepancy and Gain Coefficients of Scrambled Digital Nets, Journal of Complexity, 18:1, (135-151), Online publication date: 1-Mar-2002.
- Fang K, Ma C and Winker P (2002). Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs, Mathematics of Computation, 71:237, (275-296), Online publication date: 1-Jan-2002.
- Staum J Option pricing Proceedings of the 33nd conference on Winter simulation, (123-133)
- L'Ecuyer P Software for uniform random number generation Proceedings of the 33nd conference on Winter simulation, (95-105)
- Ormoneit D, Lemieux C and Fleet D Lattice particle filters Proceedings of the Seventeenth conference on Uncertainty in artificial intelligence, (395-402)
- Shparlinski I Sparse polynomial approximation in finite fields Proceedings of the thirty-third annual ACM symposium on Theory of computing, (209-215)
- L'Ecuyer P and Touzin R Fast combined multiple recursive generators with multipliers of the form a = ±2 ±2 Proceedings of the 32nd conference on Winter simulation, (683-689)
- Henderson S, Chiera B and Cooke R Generating "dependent" quasi-random numbers Proceedings of the 32nd conference on Winter simulation, (527-536)
- Hilgers M Quasi-Monte Carlo methods in cash flow testing simulations Proceedings of the 32nd conference on Winter simulation, (517-526)
- Lemieux C and L'Ecuyer P Quasi-random numbers and their applications Proceedings of the 32nd conference on Winter simulation, (509-516)
- Mascagni M and Srinivasan A (2000). Algorithm 806: SPRNG, ACM Transactions on Mathematical Software, 26:3, (436-461), Online publication date: 1-Sep-2000.
- Cheng J and Druzdzel M Computational investigation of low-discrepancy sequences in simulation algorithms for Bayesian networks Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence, (72-81)
- Nicol D, Balci O, Fujimoto R, Fishwick P, L'Ecuyer P, Smith R and Page E Strategic directions in simulation research (panel) Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 2, (1509-1520)
- L'Ecuyer P and Lemieux C Quasi-Monte Carlo via linear shift-register sequences Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1, (632-639)
- Wegenkittl S Monkeys, gambling, and return times Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1, (625-631)
- Lyness J and Joe S (1999). A Constructive Approach to Lattice Rule Canonical Forms, BIT, 39:4, (701-715), Online publication date: 1-Dec-1999.
- Al-Mharmah H Average performance of quasi Monte Carlo methods for global optimization Proceedings of the 30th conference on Winter simulation, (623-628)
- Lemieux C and L'Ecuyer P Efficiency improvement by lattice rules for pricing Asian options Proceedings of the 30th conference on Winter simulation, (579-586)
- Owen A Monto Carlo extension of quasi-Monte Carlo Proceedings of the 30th conference on Winter simulation, (571-578)
- L'Ecuyer P Uniform random number generators Proceedings of the 30th conference on Winter simulation, (97-104)
- Schoen F (1998). Random and Quasi-Random Linkage Methods in Global Optimization, Journal of Global Optimization, 13:4, (445-454), Online publication date: 1-Dec-1998.
- Pellegrini M (1998). Electrostatic fields without singularities, Journal of the ACM, 45:6, (924-964), Online publication date: 1-Nov-1998.
- Jensen H and Christensen P 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, (311-320)
- Entacher K, Uhl A and Wegenkittl S (1998). Linear and inversive pseudorandom numbers for parallel and distributed simulation, ACM SIGSIM Simulation Digest, 28:1, (90-97), Online publication date: 1-Jul-1998.
- Hellekalek P (1998). Don't trust parallel Monte Carlo!, ACM SIGSIM Simulation Digest, 28:1, (82-89), Online publication date: 1-Jul-1998.
- Entacher K, Uhl A and Wegenkittl S Linear and inversive pseudorandom numbers for parallel and distributed simulation Proceedings of the twelfth workshop on Parallel and distributed simulation, (90-97)
- Hellekalek P Don't trust parallel Monte Carlo! Proceedings of the twelfth workshop on Parallel and distributed simulation, (82-89)
- Birge J, Qi L and Wei Z (1998). Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function, Journal of Optimization Theory and Applications, 97:2, (357-383), Online publication date: 1-May-1998.
- Tamaki H and Tokuyama T Algorithms for the maximum subarray problem based on matrix multiplication Proceedings of the ninth annual ACM-SIAM symposium on Discrete algorithms, (446-452)
- Owen A (1998). Latin supercube sampling for very high-dimensional simulations, ACM Transactions on Modeling and Computer Simulation, 8:1, (71-102), Online publication date: 1-Jan-1998.
- Hellekalek P and Niederreiter H (1998). The weighted spectral test, ACM Transactions on Modeling and Computer Simulation, 8:1, (43-60), Online publication date: 1-Jan-1998.
- L'Ecuyer P Uniform random number generators Proceedings of the 29th conference on Winter simulation, (127-134)
- Ostland M and Yu B (1997). Exploring quasi Monte Carlo for marginal density approximation, Statistics and Computing, 7:4, (217-228), Online publication date: 1-Dec-1997.
- Keller A Instant radiosity Proceedings of the 24th annual conference on Computer graphics and interactive techniques, (49-56)
- Tajima A, Ninomiya S and Tezuka S On the anomaly of ran1() in Monte Carlo pricing of financial derivatives Proceedings of the 28th conference on Winter simulation, (360-366)
- (1996). Combined Multiple Recursive Random Number Generators, Operations Research, 44:5, (816-822), Online publication date: 1-Oct-1996.
- Mullen G and Schmid W (1996). An Equivalence between (T, M, S)-Nets and Strongly Orthogonal Hypercubes, Journal of Combinatorial Theory Series A, 76:1, (164-174), Online publication date: 1-Oct-1996.
- Zhigljavsky A and Chekmasov M (1996). Comparison of independent, stratified and random covering sample schemes in optimization problems, Mathematical and Computer Modelling: An International Journal, 23:8-9, (97-110), Online publication date: 21-Apr-1996.
- Sobol' I and Tutunnikov A (1996). A variance reducing multiplier for Monte Carlo integrations, Mathematical and Computer Modelling: An International Journal, 23:8-9, (87-96), Online publication date: 21-Apr-1996.
- Niederreiter H and Sloan I (1996). Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules, Mathematical and Computer Modelling: An International Journal, 23:8-9, (69-77), Online publication date: 21-Apr-1996.
- Moskowitz B and Caflisch R (1996). Smoothness and dimension reduction in Quasi-Monte Carlo methods, Mathematical and Computer Modelling: An International Journal, 23:8-9, (37-54), Online publication date: 21-Apr-1996.
- Xiao Y and Faure H (1996). Volume-discrepancy estimates in one and two dimensions, Mathematical and Computer Modelling: An International Journal, 23:8-9, (25-36), Online publication date: 21-Apr-1996.
- Rote G and Tichy R (1996). Quasi-Monte-Carlo methods and the dispersion of point sequences, Mathematical and Computer Modelling: An International Journal, 23:8-9, (9-23), Online publication date: 21-Apr-1996.
- Sakamoto M and Morito S Combination of multiplicative congruential random-number generators with safe prime modulus Proceedings of the 27th conference on Winter simulation, (309-315)
- Couture R and L'Ecuyer P Linear recurrences with carry as uniform random number generators Proceedings of the 27th conference on Winter simulation, (263-267)
- Hellekalek P Inversive pseudorandom number generators Proceedings of the 27th conference on Winter simulation, (255-262)
- Niederreiter H Some linear and nonlinear methods for pseudorandom number generation Proceedings of the 27th conference on Winter simulation, (250-254)
- Boyle P, Broadie M and Glasserman P Recent advances in simulation for security pricing Proceedings of the 27th conference on Winter simulation, (212-219)
- Chou W (1995). On inversive maximal period polynomials over finite fields, Applicable Algebra in Engineering, Communication and Computing, 6:4-5, (245-250), Online publication date: 1-Jul-1995.
- Whiten W and Kocis L (1995). Regarding test functions for multi-dimensional integration, ACM SIGNUM Newsletter, 30:1, (2-7), Online publication date: 11-Jan-1995.
- Tezuka S and Fushimi M Fast generation of low discrepancy points based on Fibonacci polynomials Proceedings of the 24th conference on Winter simulation, (433-437)
- Niederreiter H New methods for pseudorandom numbers and pseudorandom vector generation Proceedings of the 24th conference on Winter simulation, (264-269)
- Jaroš M, Říha L, Strakoš P, Karásek T, Vašatová A, Jarošová M and Kozubek T Acceleration of Blender Cycles Path-Tracing Engine Using Intel Many Integrated Core Architecture Computer Information Systems and Industrial Management, (86-97)
Index Terms
- Random number generation and quasi-Monte Carlo methods
Recommendations
Time Series Simulation with Quasi Monte Carlo Methods
This paper compares quasi Monte Carlo methods, in particular so-called (t, m, s)-nets, with classical Monte Carlo approaches for simulating econometric time-series models. Quasi Monte Carlo methods have found successful application in many fields, such as ...