Quasi-Monte Carlo methods for numerical integration of multivariate Haar series II

Karl Entacher

doi:10.1007/bf02512368

Quasi-Monte Carlo methods for numerical integration of multivariate Haar series II

BIT Numerical Mathematics ◽

10.1007/bf02512368 ◽

1998 ◽

Vol 38 (2) ◽

pp. 283-292 ◽

Cited By ~ 5

Author(s):

Karl Entacher

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

Haar Series

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Quasi-monte carlo methods for numerical integration of multivariate Haar series

BIT Numerical Mathematics ◽

10.1007/bf02510355 ◽

1997 ◽

Vol 37 (4) ◽

pp. 846-861 ◽

Cited By ~ 17

Author(s):

Karl Entacher

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

Haar Series

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MONTE-CARLO AND QUASI-MONTE-CARLO METHODS FOR NUMERICAL INTEGRATION

Combinatorial and Computational Mathematics ◽

10.1142/9789812799890_0001 ◽

2001 ◽

Cited By ~ 3

Author(s):

HENRI FAURE

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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Quasi-Monte Carlo Methods for Multidimensional Numerical Integration

International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série internationale d’Analyse numérique - Numerical Integration III ◽

10.1007/978-3-0348-6398-8_15 ◽

1988 ◽

pp. 157-171 ◽

Cited By ~ 25

Author(s):

Harald Niederreiter

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods

Mathematics and Computers in Simulation ◽

10.1016/0378-4754(93)e0075-g ◽

1995 ◽

Vol 38 (1-3) ◽

pp. 127-134 ◽

Cited By ~ 2

Author(s):

G. Larcher ◽

W.Ch. Schmid

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

High Dimensional ◽

Walsh Series ◽

Quasi Monte Carlo

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Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series

Mathematical and Computer Modelling ◽

10.1016/0895-7177(96)00039-8 ◽

1996 ◽

Vol 23 (8-9) ◽

pp. 55-67 ◽

Cited By ~ 10

Author(s):

G. Larcher ◽

W.Ch. Schmid ◽

R. Wolf

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Walsh Series ◽

Quasi Monte Carlo

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Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences

Monte Carlo Methods and Applications ◽

10.1515/mcma.1996.2.1.1 ◽

1996 ◽

Vol 2 (1) ◽

pp. 1-14 ◽

Cited By ~ 37

Author(s):

Igor Radović ◽

Ilya M. Sobol’ ◽

Robert F. Tichy

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

Low Discrepancy Sequences

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2. Quasi-Monte Carlo Methods for Numerical Integration

Random Number Generation and Quasi-Monte Carlo Methods ◽

10.1137/1.9781611970081.ch2 ◽

1992 ◽

pp. 13-22 ◽

Cited By ~ 2

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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Correction to “Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond”

ANZIAM Journal ◽

10.21914/anziamj.v54i0.6962 ◽

2013 ◽

Vol 54 ◽

pp. 216 ◽

Cited By ~ 1

Author(s):

F. Y. Kuo ◽

Ch. Schwab ◽

I. H. Sloan

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

Space Setting

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Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs

Mathematical Programming ◽

10.1007/s10107-020-01538-6 ◽

2020 ◽

Author(s):

H. Leövey ◽

W. Römisch

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Mixed Integer ◽

Two Stage ◽

Integer Programs ◽

Quasi Monte Carlo ◽

Mixed Integer Programs

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Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

Mathematics of Computation ◽

10.1090/mcom/3207 ◽

2017 ◽

Vol 86 (308) ◽

pp. 2827-2860 ◽

Cited By ~ 32

Author(s):

Frances Y. Kuo ◽

Robert Scheichl ◽

Christoph Schwab ◽

Ian H. Sloan ◽

Elisabeth Ullmann

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

Diffusion Problems

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