Zobrazeno 1 - 10
of 8 478
pro vyhledávání: '"Quasi-Monte Carlo methods"'
Autor:
Melnikov, Olena, Milz, Johannes
We establish epigraphical and uniform laws of large numbers for sample-based approximations of law invariant risk functionals. These sample-based approximation schemes include Monte Carlo (MC) and certain randomized quasi-Monte Carlo integration (RQM
Externí odkaz:
http://arxiv.org/abs/2408.02842
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can significantly influence the behavior of the algorithm under consideration. Thus, proper parameter tuning should be carried out to ens
Externí odkaz:
http://arxiv.org/abs/2407.02537
Autor:
Kirk, Nathan, Lemieux, Christiane
Despite possessing the low-discrepancy property, the classical d dimensional Halton sequence is known to exhibit poorly distributed projections when d becomes even moderately large. This, in turn, often implies bad performance when implemented in qua
Externí odkaz:
http://arxiv.org/abs/2405.15799
In this paper, we apply quasi-Monte Carlo (QMC) methods with an initial preintegration step to estimate cumulative distribution functions and probability density functions in uncertainty quantification (UQ). The distribution and density functions cor
Externí odkaz:
http://arxiv.org/abs/2402.11807