Control variates for quasi-Monte Carlo - Comment

被引：0
|
作者：
L'Ecuyer, P [1 ]
机构：
[1] Univ Montreal, Dept Informat & Rech Operat, Montreal, PQ H3C 3J7, Canada
来源：
STATISTICAL SCIENCE | 2005年 / 20卷 / 01期
关键词：
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：19 / 21
页数：3
相关论文
共 50 条
  • [1] Control variates for quasi-Monte Carlo
    Hickernell, FJ
    Lemieux, C
    Owen, AB
    STATISTICAL SCIENCE, 2005, 20 (01) : 1 - 18
  • [2] Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo
    Owen, AB
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 86 - 97
  • [3] Control Functionals for Quasi-Monte Carlo Integration
    Oates, Chris J.
    Girolami, Mark
    ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 51, 2016, 51 : 56 - 65
  • [4] Monte Carlo and Quasi-Monte Carlo for Statistics
    Owen, Art B.
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008, 2009, : 3 - 18
  • [5] Monte Carlo extension of quasi-Monte Carlo
    Owen, AB
    1998 WINTER SIMULATION CONFERENCE PROCEEDINGS, VOLS 1 AND 2, 1998, : 571 - 577
  • [6] QUASI-MONTE CARLO INTEGRATION
    MOROKOFF, WJ
    CAFLISCH, RE
    JOURNAL OF COMPUTATIONAL PHYSICS, 1995, 122 (02) : 218 - 230
  • [7] Population Quasi-Monte Carlo
    Huang, Chaofan
    Joseph, V. Roshan
    Mak, Simon
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2022, 31 (03) : 695 - 708
  • [8] Quasi-Monte Carlo Software
    Choi, Sou-Cheng T.
    Hickernell, Fred J.
    Jagadeeswaran, Rathinavel
    McCourt, Michael J.
    Sorokin, Aleksei G.
    MONTE CARLO AND QUASI-MONTE CARLO METHODS, MCQMC 2020, 2022, 387 : 23 - 47
  • [9] Langevin Quasi-Monte Carlo
    Liu, Sifan
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,
  • [10] On quasi-Monte Carlo integrations
    Sobol, IM
    MATHEMATICS AND COMPUTERS IN SIMULATION, 1998, 47 (2-5) : 103 - 112
12345