Quasi-Monte Carlo methods for some linear algebra problems

被引：0
|
作者：
Karaivanova, A [1 ]
Mascagni, M [1 ]
机构：
[1] Florida State Univ, Dept Comp Sci, Tallahassee, FL 32306 USA
来源：
PROCEEDINGS OF THE 7TH JOINT CONFERENCE ON INFORMATION SCIENCES | 2003年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：1754 / 1757
页数：4
相关论文
共 50 条
  • [1] Some applications of quasi-monte Carlo methods in statistics
    Fang, KT
    [J]. MONTE CARLO AND QUASI-MONTE CARLO METHODS 2000, 2002, : 10 - 26
  • [2] Some current issues in quasi-Monte Carlo methods
    Niederreiter, H
    [J]. JOURNAL OF COMPLEXITY, 2003, 19 (03) : 428 - 433
  • [3] Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo
    Owen, AB
    [J]. MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 86 - 97
  • [4] Monte Carlo and quasi-Monte Carlo methods - Preface
    Spanier, J
    Pengilly, JH
    [J]. MATHEMATICAL AND COMPUTER MODELLING, 1996, 23 (8-9) : R11 - R13
  • [5] Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
    H. Leövey
    W. Römisch
    [J]. Mathematical Programming, 2015, 151 : 315 - 345
  • [6] Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
    Leovey, H.
    Roemisch, W.
    [J]. MATHEMATICAL PROGRAMMING, 2015, 151 (01) : 315 - 345
  • [7] MULTILEVEL QUASI-MONTE CARLO METHODS FOR LOGNORMAL DIFFUSION PROBLEMS
    Kuo, Frances Y.
    Scheichl, Robert
    Schwab, Christoph
    Sloan, Ian H.
    Ullmann, Elisabeth
    [J]. MATHEMATICS OF COMPUTATION, 2017, 86 (308) : 2827 - 2860
  • [8] Quasi-Monte Carlo methods for simulation
    L'Ecuyer, P
    [J]. PROCEEDINGS OF THE 2003 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2003, : 81 - 89
  • [9] MATHEMATICAL BASIS OF MONTE CARLO AND QUASI-MONTE CARLO METHODS
    ZAREMBA, SK
    [J]. SIAM REVIEW, 1968, 10 (03) : 303 - &
  • [10] Quasi-Monte Carlo methods in finance
    L'Ecuyer, P
    [J]. PROCEEDINGS OF THE 2004 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2004, : 1645 - 1655
12345