Quasi-Monte Carlo method

Known as: QMC 
In numerical analysis, quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences… (More)
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Highly Cited
2015
Highly Cited
2015
Probability theory defines random variables and stochastic processes in terms of probability spaces, an abstract notion whose… (More)
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Highly Cited
2010
Highly Cited
2010
Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods… (More)
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Highly Cited
2008
Highly Cited
2008
In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints introduced by Birbil et al… (More)
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Highly Cited
2004
Highly Cited
2004
In this paper we show that a wide class of integrals over Rd with a probability weight function can be evaluated using a quasi… (More)
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Review
2004
Review
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction… (More)
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Highly Cited
1998
Highly Cited
1998
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of… (More)
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Highly Cited
1998
Highly Cited
1998
Recently quasi-Monte Carlo algorithms have been successfully used for multivariate integration of high dimension d, and were… (More)
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Highly Cited
1996
Highly Cited
1996
1. Introduction This paper introduces and illustrates a new version of the Monte Carlo method that has attractive properties for… (More)
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Highly Cited
1993
Highly Cited
1993
192. At the beginnings of most chapters and sections of chapters, the authors motivate the reader by explaining verbally what… (More)
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Highly Cited
1978
Highly Cited
1978
CONTENTS 
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