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2022

Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2020, Oxford, United Kingdom, August 10-14Alexander Keller 0001, editor, Volume 387 of Springer Proceedings in Mathematics and Statistics, Springer, 2022. [doi]

2020

Artificial Neural Networks Generated by Low Discrepancy SequencesAlexander Keller 0001, Matthijs Van Keirsbilck. mcqmc 2022: 291-311 [doi]

Massively Parallel Path Space FilteringNikolaus Binder, Sascha Fricke, Alexander Keller 0001. mcqmc 2022: 149-168 [doi]

On the Selection of Random Field Evaluation Points in the p-MLQMC MethodPhilippe Blondeel, Pieterjan Robbe, Stijn François, Geert Lombaert, Stefan Vandewalle. mcqmc 2022: 185-203 [doi]

Quasi-Monte Carlo SoftwareSou-Cheng T. Choi, Fred J. Hickernell, Rathinavel Jagadeeswaran, Michael J. McCourt, Aleksei G. Sorokin. mcqmc 2022: 23-47 [doi]

Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility ModelsAndrei S. Cozma, Christoph Reisinger. mcqmc 2022: 223-240 [doi]

Lower Bounds for the Number of Random Bits in Monte Carlo AlgorithmsStefan Heinrich. mcqmc 2022: 131-147 [doi]

A fresh Take on 'Barker Dynamics' for MCMCMax Hird, Samuel Livingstone, Giacomo Zanella. mcqmc 2022: 169-184 [doi]

Applications of Multivariate Quasi-Random Sampling with Neural NetworksMarius Hofert, Avinash Prasad, Mu Zhu. mcqmc 2022: 273-289 [doi]

Generating From the Strauss Process Using StitchingMark Huber. mcqmc 2022: 241-251 [doi]

Density Estimation by Monte Carlo and Quasi-Monte CarloPierre L'Ecuyer, Florian Puchhammer. mcqmc 2022: 3-21 [doi]

A Tool for Custom Construction of QMC and RQMC Point SetsPierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer. mcqmc 2022: 51-70 [doi]

On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored BoxesChristiane Lemieux, Jaspar Wiart. mcqmc 2022: 87-130 [doi]

A Note on Transformed Fourier Systems for the Approximation of Non-periodic SignalsRobert Nasdala, Daniel Potts. mcqmc 2022: 253-271 [doi]

On Dropping the First Sobol' PointArt B. Owen. mcqmc 2022: 71-86 [doi]

Scalable Control Variates for Monte Carlo Methods Via Stochastic OptimizationShijing Si, Chris J. Oates, Andrew B. Duncan, Lawrence Carin, François-Xavier Briol. mcqmc 2022: 205-221 [doi]

2016

Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014Ronald Cools, Dirk Nuyens, editors, Volume 163 of Springer Proceedings in Mathematics and Statistics, Springer, 2016. [doi]

2014

Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier-Stokes EquationsAndrea Barth, Christoph Schwab, Jonas Sukys. mcqmc 2016: 209-227 [doi]

Unbiased Simulation of Distributions with Explicitly Known Integral TransformsDenis Belomestny, Nan Chen, Yiwei Wang. mcqmc 2016: 229-244 [doi]

Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized SettingCharles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela. mcqmc 2016: 245-260 [doi]

LS-Sequences and \(\beta \) -Adic van der Corput SequencesIngrid Carbone. mcqmc 2016: 261-270 [doi]

Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable ProcessesSteffen Dereich, Sangmeng Li. mcqmc 2016: 3-27 [doi]

Computational Higher Order Quasi-Monte Carlo IntegrationRobert N. Gantner, Christoph Schwab. mcqmc 2016: 271-288 [doi]

Numerical Computation of Multivariate Normal Probabilities Using Bivariate ConditioningAlan Genz, Giang Trinh. mcqmc 2016: 289-302 [doi]

Non-nested Adaptive Timesteps in Multilevel Monte Carlo ComputationsMichael B. Giles, Christopher Lester, James Whittle. mcqmc 2016: 303-314 [doi]

On ANOVA Decompositions of Kernels and Gaussian Random Field PathsDavid Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz. mcqmc 2016: 315-330 [doi]

The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital NetsTakashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki. mcqmc 2016: 331-350 [doi]

Uncertainty and Robustness in Weather Derivative ModelsAhmet Göncü, YaNing Liu, Giray Ökten, M. Yousuff Hussaini. mcqmc 2016: 351-365 [doi]

Reliable Adaptive Cubature Using Digital SequencesFred J. Hickernell, Lluís Antoni Jiménez Rugama. mcqmc 2016: 367-383 [doi]

Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed DerivativesAicke Hinrichs, Jens Oettershagen. mcqmc 2016: 385-405 [doi]

Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte CarloHåkon Hoel, Juho Häppölä, Raúl Tempone. mcqmc 2016: 29-86 [doi]

Vandermonde Nets and Vandermonde SequencesRoswitha Hofer, Harald Niederreiter. mcqmc 2016: 87-105 [doi]

Path Space Markov Chain Monte Carlo Methods in Computer GraphicsWenzel Jakob. mcqmc 2016: 107-141 [doi]

Path Space FilteringAlexander Keller, Ken Dahm, Nikolaus Binder. mcqmc 2016: 423-436 [doi]

Tractability of Multivariate Integration in Hybrid Function SpacesPeter Kritzer, Friedrich Pillichshammer. mcqmc 2016: 437-454 [doi]

Derivative-Based Global Sensitivity Measures and Their Link with Sobol' Sensitivity IndicesSergei S. Kucherenko, Shufang Song. mcqmc 2016: 455-469 [doi]

Bernstein Numbers and Lower Bounds for the Monte Carlo ErrorRobert J. Kunsch. mcqmc 2016: 471-488 [doi]

A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo SchemesAnnika Lang. mcqmc 2016: 489-505 [doi]

A Strategy for Parallel Implementations of Stochastic Lagrangian SimulationLionel Lenôtre. mcqmc 2016: 507-520 [doi]

A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex SetsHassan Maatouk, Xavier Bay. mcqmc 2016: 521-530 [doi]

Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMCMakoto Matsumoto, Ryuichi Ohori. mcqmc 2016: 143-160 [doi]

Some Results on the Complexity of Numerical IntegrationErich Novak. mcqmc 2016: 161-183 [doi]

Approximate Bayesian Computation: A Survey on Recent ResultsChristian P. Robert. mcqmc 2016: 185-205 [doi]

Adaptive Multidimensional Integration Based on Rank-1 LatticesLluís Antoni Jiménez Rugama, Fred J. Hickernell. mcqmc 2016: 407-422 [doi]

Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling CurveColas Schretter, Zhijian He, Mathieu Gerber, Nicolas Chopin, Harald Niederreiter. mcqmc 2016: 531-544 [doi]

Uniform Weak Tractability of Weighted IntegrationPawel Siedlecki. mcqmc 2016: 545-555 [doi]

Incremental Greedy Algorithm and Its Applications in Numerical IntegrationVladimir N. Temlyakov. mcqmc 2016: 557-570 [doi]

On "Upper Error Bounds for Quadrature Formulas on Function Classes" by K.K. FrolovMario Ullrich. mcqmc 2016: 571-582 [doi]

Tractability of Function Approximation with Product KernelsXuan Zhou, Fred J. Hickernell. mcqmc 2016: 583-598 [doi]

Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified InputsHou-Ying Zhu, Josef Dick. mcqmc 2016: 599-619 [doi]

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