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
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
  • [31] RANDOMIZED QUASI-MONTE CARLO FOR QUANTILE ESTIMATION
    Kaplan, Zachary T.
    Li, Yajuan
    Nakayama, Marvin K.
    Tuffin, Bruno
    2019 WINTER SIMULATION CONFERENCE (WSC), 2019, : 428 - 439
  • [32] Discrepancy Theory and Quasi-Monte Carlo Integration
    Dick, Josef
    Pillichshammer, Friedrich
    PANORAMA OF DISCREPANCY THEORY, 2014, 2107 : 539 - 619
  • [33] Rare events, splitting, and quasi-Monte Carlo
    L'Ecuyer, Pierre
    Demers, Valerie
    Tuffin, Bruno
    ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, 2007, 17 (02):
  • [34] Dynamic quasi-Monte Carlo for nonlinear filters
    Daum, F
    Huang, J
    SIGNAL PROCESSING, SENSOR FUSION, AND TARGET RECOGNITION XII, 2003, 5096 : 267 - 278
  • [35] Quasi-Monte Carlo integration over Rd
    Mathé, P
    Wei, G
    MATHEMATICS OF COMPUTATION, 2004, 73 (246) : 827 - 841
  • [36] Quasi-Monte Carlo methods with applications in finance
    L'Ecuyer, Pierre
    FINANCE AND STOCHASTICS, 2009, 13 (03) : 307 - 349
  • [37] Quasi-Monte Carlo filtering for speaker tracking
    School of Electronic and Information Engineering, Dalian University of Technology, Dalian 116023, China
    不详
    Zidonghua Xuebao Acta Auto. Sin., 2009, 7 (1016-1021):
  • [38] Quasi-Monte Carlo methods in computer graphics
    Keller, A
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 109 - 112
  • [39] Random cubatures and quasi-Monte Carlo methods
    Antonov, Anton A.
    Ermakov, Sergej M.
    MONTE CARLO METHODS AND APPLICATIONS, 2015, 21 (03): : 179 - 187
  • [40] Quasi-Monte Carlo Graph Random Features
    Reid, Isaac
    Choromanski, Krzysztof
    Weller, Adrian
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,