Recent advances in randomized quasi-Monte Carlo methods

P L'Ecuyer, C Lemieux - … uncertainty: An examination of stochastic theory …, 2002 - Springer
We survey some of the recent developments on quasi-Monte Carlo (QMC) methods, which,
in their basic form, are a deterministic counterpart to the Monte Carlo (MC) method. Our main …

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 …

[图书][B] Planning algorithms

SM LaValle - 2006 - books.google.com
Planning algorithms are impacting technical disciplines and industries around the world,
including robotics, computer-aided design, manufacturing, computer graphics, aerospace …

[图书][B] Computation of multivariate normal and t probabilities

A Genz, F Bretz - 2009 - books.google.com
Multivariate normal and t probabilities are needed for statistical inference in many
applications. Modern statistical computation packages provide functions for the computation …

[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 …

On the relationship between classical grid search and probabilistic roadmaps

SM LaValle, MS Branicky… - … International Journal of …, 2004 - journals.sagepub.com
We present, implement, and analyze a spectrum of closely-related planners, designed to
gain insight into the relationship between classical grid search and probabilistic roadmaps …

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 …

An historical overview of lattice point sets

Y Wang, FJ Hickernell - Monte Carlo and Quasi-Monte Carlo Methods …, 2002 - Springer
Good lattice point sets are an important kind of low discrepancy points for multidimensional
quadrature, simulation, experimental design, etc. The theoretical development of lattice point …

Current issues in sampling-based motion planning

SR Lindemann, SM LaValle - Robotics Research. The Eleventh …, 2005 - Springer
In this paper, we discuss the field of sampling-based motion planning. In contrast to methods
that construct boundary representations of configuration space obstacles, samplingbased …

Heterogeneous conjoint choice designs

Z Sándor, M Wedel - Journal of Marketing Research, 2005 - journals.sagepub.com
Previous conjoint choice design construction procedures have produced a single
homogeneous design that is administered to all study participants. In contrast, this article …