High-dimensional integration: the quasi-Monte Carlo way

J Dick, FY Kuo, IH Sloan - Acta Numerica, 2013 - cambridge.org
This paper is a contemporary review of QMC ('quasi-Monte Carlo') methods, that is, equal-
weight rules for the approximate evaluation of high-dimensional integrals over the unit cube …

Monte carlo and quasi-monte carlo methods

RE Caflisch - Acta numerica, 1998 - cambridge.org
Monte Carlo is one of the most versatile and widely used numerical methods. Its
convergence rate, O (N− 1/2), is independent of dimension, which shows Monte Carlo to be …

[图书][B] Monte carlo and quasi-monte carlo sampling

C Lemieux - 2009 - Springer
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte
Carlo methods over the last two decades. Their successful implementation on practical …

[图书][B] Rational points on curves over finite fields: theory and applications

H Niederreiter, C Xing - 2001 - books.google.com
Ever since the seminal work of Goppa on algebraic-geometry codes, rational points on
algebraic curves over finite fields have been an important research topic for algebraic …

Why quasi-Monte Carlo is better than Monte Carlo or Latin hypercube sampling for statistical circuit analysis

A Singhee, RA Rutenbar - IEEE Transactions on Computer …, 2010 - ieeexplore.ieee.org
At the nanoscale, no circuit parameters are truly deterministic; most quantities of practical
interest present themselves as probability distributions. Thus, Monte Carlo techniques …

Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications

T Hou, D Nuyens, S Roels, H Janssen - Reliability Engineering & System …, 2019 - Elsevier
In this paper, the potential benefits of quasi-Monte Carlo (QMC) methods for uncertainty
propagation are assessed via two applications: a numerical case study and a realistic and …

Innovative digital stochastic methods for multidimensional sensitivity analysis in air pollution modelling

V Todorov, I Dimov - Mathematics, 2022 - mdpi.com
Nowadays, much of the world has a regional air pollution strategy to limit and decrease the
pollution levels across governmental borders and control their impact on human health and …

Quasi-monte carlo methods

H Niederreiter, A Winterhof - Applied Number Theory, 1992 - Springer
Z ba f. u/du D F. b/F. a/;(4.1) where the function F is an antiderivative of the integrand f. What
you are often not told is that there are many cases where F cannot be expressed in finite …

[图书][B] Applied number theory

H Niederreiter, A Winterhof - 2015 - Springer
Harald Niederreiter Arne Winterhof Page 1 Applied Number Theory Harald Niederreiter Arne
Winterhof Page 2 Applied Number Theory Page 3 Page 4 Harald Niederreiter • Arne Winterhof …

Uncertainty analysis of structural output with closed-form expression based on surrogate model

YL Chen, Y Shi, HZ Huang, D Sun, M Beer - Probabilistic Engineering …, 2023 - Elsevier
Uncertainty analysis (UA) is the process that quantitatively identifies and characterizes the
output uncertainty and has a crucial implication in engineering applications. The research of …