Alan Genz

Publication Activity (10 Years)

Years Active: 1989-2016
Publications (10 Years): 2

Top Topics

Numerical Solution

Multivariate Normal

Top Venues

J. Comput. Biol.

Comput. Phys. Commun.

Publications

Andreas Ammon, Alan Genz, Tobias Hartung, Karl Jansen, Hernan Leövey, Julia Volmer
On the efficient numerical solution of lattice systems with low-order couplings. Comput. Phys. Commun. 198 (2016)
Giang Trinh, Alan Genz
Bivariate conditioning approximations for multivariate normal probabilities. Stat. Comput. 25 (5) (2015)
Alan Genz, Giang Trinh
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning. MCQMC (2014)
Paul Joyce, Alan Genz, Erkan Ozge Buzbas
Efficient Simulation and Likelihood Methods for Non-Neutral Multi-Allele Models. J. Comput. Biol. 19 (6) (2012)
Jules Sadefo Kamdem, Alan Genz
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Comput. Stat. Data Anal. 52 (7) (2008)
Alan Genz
Numerical computation of rectangular bivariate and trivariate normal and t probabilities. Stat. Comput. 14 (3) (2004)
Alan Genz, Ronald Cools
An adaptive numerical cubature algorithm for simplices. ACM Trans. Math. Softw. 29 (3) (2003)
Alan Genz, John Monahan
Stochastic Integration Rules for Infinite Regions. SIAM J. Sci. Comput. 19 (2) (1998)
Elise de Doncker, Ajay Gupta, Jay Ball, Patricia Ealy, Alan Genz
ParInt: A Software Package for Parallel Integration. International Conference on Supercomputing (1996)
Alan Genz
Lattice Methods for Multiple Integration (I. H. Sloan and S. Joe). SIAM Rev. 38 (1) (1996)
Terje O. Espelid, Alan Genz
DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region. Numer. Algorithms 8 (2) (1994)
Jarle Berntsen, Terje O. Espelid, Alan Genz
An adaptive algorithm for the approximate calculation of multiple integrals. ACM Trans. Math. Softw. 17 (4) (1991)
Jarle Berntsen, Terje O. Espelid, Alan Genz
Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals. ACM Trans. Math. Softw. 17 (4) (1991)
Alan Genz
An Adaptive Numerical Integration Algorithm for Simplices. Great Lakes Computer Science Conference (1989)