MCQMC

Keyphrases

Publications

volume 387, 2022

Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2020, Oxford, United Kingdom, August 10-14 MCQMC 387 (2022)

2020

Shijing Si, Chris J. Oates, Andrew B. Duncan, Lawrence Carin, François-Xavier Briol
Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization. MCQMC (2020)
Robert Nasdala, Daniel Potts
A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals. MCQMC (2020)
Max Hird, Samuel Livingstone, Giacomo Zanella
A fresh Take on 'Barker Dynamics' for MCMC. MCQMC (2020)
Alexander Keller, Matthijs Van Keirsbilck
Artificial Neural Networks Generated by Low Discrepancy Sequences. MCQMC (2020)
Sou-Cheng T. Choi, Fred J. Hickernell, Rathinavel Jagadeeswaran, Michael J. McCourt, Aleksei G. Sorokin
Quasi-Monte Carlo Software. MCQMC (2020)
Marius Hofert, Avinash Prasad, Mu Zhu
Applications of Multivariate Quasi-Random Sampling with Neural Networks. MCQMC (2020)
Andrei S. Cozma, Christoph Reisinger
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models. MCQMC (2020)
Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
A Tool for Custom Construction of QMC and RQMC Point Sets. MCQMC (2020)
Christiane Lemieux, Jaspar Wiart
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. MCQMC (2020)
Philippe Blondeel, Pieterjan Robbe, Stijn François, Geert Lombaert, Stefan Vandewalle
On the Selection of Random Field Evaluation Points in the p-MLQMC Method. MCQMC (2020)
Art B. Owen
On Dropping the First Sobol' Point. MCQMC (2020)
Mark Huber
Generating From the Strauss Process Using Stitching. MCQMC (2020)
Pierre L'Ecuyer, Florian Puchhammer
Density Estimation by Monte Carlo and Quasi-Monte Carlo. MCQMC (2020)
Stefan Heinrich
Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms. MCQMC (2020)
Nikolaus Binder, Sascha Fricke, Alexander Keller
Massively Parallel Path Space Filtering. MCQMC (2020)

volume 163, 2016

Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014 MCQMC 163 (2016)

2014