Randomized quasi-Monte Carlo methods in global sensitivity analysis

Different numerical estimators for main effect global sensitivity indices

(2017) S. Kucherenko et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

(2017) Chengfeng Weng et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Accurate construction of high dimensional model representation with applications to uncertainty quantification

(2016) Yaning Liu et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Parametric uncertainty quantification in the Rothermel model with randomised quasi-Monte Carlo methods

(2015) Yaning Liu et al.   INTERNATIONAL JOURNAL OF WILDLAND FIRE

High-performance financial simulation using randomized quasi-Monte Carlo methods

(2015) Linlin Xu et al.   QUANTITATIVE FINANCE

Low-discrepancy point sets for non-uniform measures

(2014) Christoph Aistleitner et al.   ACTA ARITHMETICA

Discrepancy bounds for deterministic acceptance-rejection samplers

(2014) Houying Zhu et al.   Electronic Journal of Statistics

Uniform point sets and the collision test

(2013) Ahmet Göncü et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?

(2010) Giray Ökten et al.   MATHEMATICAL AND COMPUTER MODELLING

Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences

(2008) Giray Ökten   JOURNAL OF COMPLEXITY