-
1
-
-
0040052402
-
Sensitivity measures, ANOVA-Like techniques and the use of bootstrap
-
Archer, G. E. B., Saltelli, A., and Sobol', I. M. (1997), "Sensitivity Measures, ANOVA-Like Techniques and the Use of Bootstrap." Journal of Statistical Computing and Simulation, 58, 99-120.
-
(1997)
Journal of Statistical Computing and Simulation
, vol.58
, pp. 99-120
-
-
Archer, G.E.B.1
Saltelli, A.2
Sobol, I.M.3
-
2
-
-
0001243365
-
Quasi-Monte Carlo integration
-
Caflisch, R. E., and Morokoff, W. (1995), "Quasi-Monte Carlo Integration," Journal of Computational Physics, 122, 218-230.
-
(1995)
Journal of Computational Physics
, vol.122
, pp. 218-230
-
-
Caflisch, R.E.1
Morokoff, W.2
-
3
-
-
0003008716
-
Valuation of mortgage-backed securities using brownian bridges to reduce effective dimension
-
Caflisch, R. E., Morokoff, W., and Owen, A. B. (1997), "Valuation of Mortgage-Backed Securities Using Brownian Bridges to Reduce Effective Dimension," Journal of Computational Finance, 1, 27-46.
-
(1997)
Journal of Computational Finance
, vol.1
, pp. 27-46
-
-
Caflisch, R.E.1
Morokoff, W.2
Owen, A.B.3
-
5
-
-
0000245180
-
Average values of mean squares in factorials
-
Cornfield, J., and Tukey, J. W. (1956), "Average Values of Mean Squares in Factorials," The Annals of Mathematical Statistics, 21, 907-949.
-
(1956)
The Annals of Mathematical Statistics
, vol.21
, pp. 907-949
-
-
Cornfield, J.1
Tukey, J.W.2
-
7
-
-
0001368656
-
The jackknife estimate of variance
-
Efron, B., and Stein, C. (1981), "The Jackknife Estimate of Variance," The Annals of Statistics, 9, 586-596.
-
(1981)
The Annals of Statistics
, vol.9
, pp. 586-596
-
-
Efron, B.1
Stein, C.2
-
8
-
-
0000790253
-
Quadrature error bounds and figures of merit for Quasi-Random points
-
Corr. 34, 853-866
-
Hickernell, F. J. (1996), "Quadrature Error Bounds and Figures of Merit for Quasi-Random Points," SIAM Journal of Numerical Analysis, 33, 1995-2016; Corr. 34, 853-866.
-
(1996)
SIAM Journal of Numerical Analysis
, vol.33
, pp. 1995-2016
-
-
Hickernell, F.J.1
-
9
-
-
0001297776
-
Lattice rules: How well do they measure up?
-
eds. P. Hellekalek and G. Lurcher. New York: Springer-Verlag
-
_ (1998), "Lattice Rules: How Well Do They Measure Up?" in Random and Quasi-Random Point Sets, eds. P. Hellekalek and G. Lurcher. New York: Springer-Verlag, pp. 109-168.
-
(1998)
Random and Quasi-Random Point Sets
, pp. 109-168
-
-
-
10
-
-
0001744704
-
A class of statistics with asymptotically normal distribution
-
Hoeffding, W. (1948), "A Class of Statistics With Asymptotically Normal Distribution," The Annals of Mathematical Statistics, 19, 293-325.
-
(1948)
The Annals of Mathematical Statistics
, vol.19
, pp. 293-325
-
-
Hoeffding, W.1
-
11
-
-
12244253035
-
Discovering additive structure in black box functions
-
Electronic Edition (ACM DL) BibTex
-
Hooker, G. (2004), "Discovering Additive Structure in Black Box Functions," in Proceedings of KDD 2004,575-580 Electronic Edition (ACM DL) BibTex.
-
(2004)
Proceedings of KDD 2004
, pp. 575-580
-
-
Hooker, G.1
-
13
-
-
0002922737
-
A survey of randomized Quasi-Monte Carlo methods
-
eds. M. Dror, P. L'Ecuyer, and F. Szidarovszki, Dordrecht: Kluwer Academic Publishers
-
L'Ecuyer, P., and Lemieux, C. (2002), "A Survey of Randomized Quasi-Monte Carlo Methods," in Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, eds. M. Dror, P. L'Ecuyer, and F. Szidarovszki, Dordrecht: Kluwer Academic Publishers, pp. 419-474.
-
(2002)
Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications
, pp. 419-474
-
-
L'Ecuyer, P.1
Lemieux, C.2
-
14
-
-
0018468345
-
A comparison of three methods for selecting values of input variables in the analysis of output from a computer code
-
McKay, M. D., Beckman, R. J., and Conover, W. J. (1979), "A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code," Technometrics, 21, 239-245.
-
(1979)
Technometrics
, vol.21
, pp. 239-245
-
-
McKay, M.D.1
Beckman, R.J.2
Conover, W.J.3
-
17
-
-
0000444881
-
Orthogonal arrays for computer experiments, integration and visualization
-
Owen, A. B. (1992), "Orthogonal Arrays for Computer Experiments, Integration and Visualization," Statistica Sinica, 2, 439-452.
-
(1992)
Statistica Sinica
, vol.2
, pp. 439-452
-
-
Owen, A.B.1
-
18
-
-
21844504222
-
Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
-
_ (1994), "Lattice Sampling Revisited: Monte Carlo Variance of Means Over Randomized Orthogonal Arrays," The Annals of Statistics, 22, 930-945.
-
(1994)
The Annals of Statistics
, vol.22
, pp. 930-945
-
-
-
19
-
-
0013036522
-
Monte Carlo variance of scrambled equidistribution quadrature
-
_ (1997), "Monte Carlo Variance of Scrambled Equidistribution Quadrature," SIAM Journal of Numerical Analysis, 34, 1884-1910.
-
(1997)
SIAM Journal of Numerical Analysis
, vol.34
, pp. 1884-1910
-
-
-
20
-
-
0038713193
-
The dimension distribution and quadrature test functions
-
_ (2003), "The Dimension Distribution and Quadrature Test Functions," Statistica Sinica, 13, 1-17.
-
(2003)
Statistica Sinica
, vol.13
, pp. 1-17
-
-
-
21
-
-
0004237770
-
-
Chichester, U.K.: Wiley
-
Saltelli, A., Chan, K., and Scott, E. M. (2002), Sensitivity Analysis, Chichester, U.K.: Wiley.
-
(2002)
Sensitivity Analysis
-
-
Saltelli, A.1
Chan, K.2
Scott, E.M.3
-
22
-
-
22544458975
-
A practitioner's view on QMC integration
-
Universität Freiburg, Fakultät für Physik
-
Schlier, C. (2002), "A Practitioner's View on QMC Integration," technical report, Universität Freiburg, Fakultät für Physik.
-
(2002)
Technical Report
-
-
Schlier, C.1
-
25
-
-
0000807470
-
Sensitivity estimates for non-linear mathematical models
-
in Russian
-
_ (1990), "Sensitivity Estimates for Non-Linear Mathematical Models," Matematicheskoe Modelirovanie, 2, 112-118 (in Russian).
-
(1990)
Matematicheskoe Modelirovanie
, vol.2
, pp. 112-118
-
-
-
26
-
-
0000760143
-
Sensitivity estimates for nonlinear mathematical models
-
_ (1993), "Sensitivity Estimates for Nonlinear Mathematical Models," Mathematical Modeling and Computational Experiment, 1, 407-414.
-
(1993)
Mathematical Modeling and Computational Experiment
, vol.1
, pp. 407-414
-
-
-
27
-
-
0034926426
-
Global sensitivity indices for nonlinear mathematical models and their monte carlo estimates
-
_ (2001), "Global Sensitivity Indices for Nonlinear Mathematical Models and Their Monte Carlo Estimates," Mathematics and Computers in Simulation, 55, 271-280.
-
(2001)
Mathematics and Computers in Simulation
, vol.55
, pp. 271-280
-
-
-
28
-
-
0023349730
-
Large-sample properties of simulations using latin hypercube sampling
-
Stein, M. (1987), "Large-Sample Properties of Simulations Using Latin Hypercube Sampling," Technometrics, 29, 143-151.
-
(1987)
Technometrics
, vol.29
, pp. 143-151
-
-
Stein, M.1
-
30
-
-
0000669703
-
On the asymptotic distribution of differentiable statistical functionals
-
von Mises, R. (1947), "On the Asymptotic Distribution of Differentiable Statistical Functionals," The Annals of Mathematical Statistics, 18, 309-348.
-
(1947)
The Annals of Mathematical Statistics
, vol.18
, pp. 309-348
-
-
Von Mises, R.1
-
31
-
-
33745656115
-
The effective dimensions and Quasi-Monte Carlo integration
-
Hong Kong Baptist University. Dept. of Mathematics
-
Wang, X., and Fang, K.-T. (2002), "The Effective Dimensions and Quasi-Monte Carlo Integration," technical report, Hong Kong Baptist University. Dept. of Mathematics.
-
(2002)
Technical Report
-
-
Wang, X.1
Fang, K.-T.2
|