Local antithetic sampling with scrambled nets

4 November 2008

Papers citing "Local antithetic sampling with scrambled nets"

19 / 19 papers shown

Title
Skewness of a randomized quasi-Monte Carlo estimate Z. Pan Art B. Owen 43 3 0 09 May 2024
An Efficient Quasi-Random Sampling for Copulas Sumin Wang Chenxian Huang Yongdao Zhou Min-Qian Liu 101 0 0 08 Mar 2024
Conditional Quasi-Monte Carlo with Constrained Active Subspaces Sifan Liu 68 2 0 26 Dec 2022
Pre-integration via Active Subspaces Sifan Liu Art B. Owen 57 3 0 06 Feb 2022
Where are the logs? Art B. Owen Z. Pan 60 6 0 13 Oct 2021
Quasi-Newton Quasi-Monte Carlo for variational Bayes Sifan Liu Art B. Owen BDL 41 4 0 07 Apr 2021
On dropping the first Sobol' point Art B. Owen 84 30 0 18 Aug 2020
$Monte Carlo integration of non-differentiable functions on $[0,1]^ι$, $ι=1,\dots,d$, using a single determinantal point pattern defined on $[0,1]^d$$ Monte Carlo integration of non-differentiable functions on $[0,1]^ι$ , $ι=1,\dots,d$ , using a single determinantal point pattern defined on $[0,1]^d$ Jean‐François Coeurjolly Adrien Mazoyer P. Amblard 81 7 0 28 Feb 2020
A strong law of large numbers for scrambled net integration Art B. Owen Daniel Rudolf 84 26 0 18 Feb 2020
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo Zhijian He 16 8 0 20 Aug 2019
Quasi-random sampling for multivariate distributions via generative neural networks Marius Hofert Avinash Prasad Mu Zhu 102 15 0 01 Nov 2018
Quasi-Monte Carlo Variational Inference Alexander K. Buchholz F. Wenzel Stephan Mandt BDL 105 60 0 04 Jul 2018
Improving approximate Bayesian computation via quasi-Monte Carlo Alexander K. Buchholz Nicolas Chopin 80 26 0 03 Oct 2017
Monte Carlo with Determinantal Point Processes Rémi Bardenet A. Hardy 63 79 0 02 May 2016
Asymptotic Normality of Scrambled Geometric Net Quadrature Kinjal Basu Rajarshi Mukherjee 49 10 0 21 Jan 2016
Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin Mathieu Gerber Igor Prunster N. Chopin Robin J. Ryder 90 69 0 24 May 2015
Scrambled geometric net integration over general product spaces Kinjal Basu Art B. Owen 43 8 0 10 Mar 2015
On Integration Methods Based on Scrambled Nets of Arbitrary Size Mathieu Gerber 96 16 0 12 Aug 2014
Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands J. Dick 123 47 0 06 Jul 2010