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 …

Multivariate normal and t probabilities are needed for statistical inference in many
applications. Modern statistical computation packages provide functions for the computation …

This is the second volume of a three-volume set comprising a comprehensive study of the
tractability of multivariate problems. The second volume deals with algorithms using …

While Fubini's theorem states that the integral of a function on the s-dimensional unit cube
can be computed simply by computing iterated integrals, the attempt of doing so for a …

The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable
alternative to analytic approaches, in particular in the presence of several mass scales …

This article provides a survey of recent research efforts on the application of quasi-Monte
Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion …

Max-stable processes are increasingly widely used for modelling complex extreme events,
but existing fitting methods are computationally demanding, limiting applications to a few …

Lattice rules are particular instances of quasi-Monte Carlo rules for numerical integration of
functions over the 𝑑-dimensional unit cube [0, 1] 𝑑, where the emphasis lies on high …

In 2006, Paul W. Holland retired from Educational Testing Service (ETS) after a career
spanning five decades. In 2008, ETS sponsored a conference, Looking Back, honoring …

The component-by-component construction algorithm constructs the generating vector for a
rank-1 lattice one component at a time by minimizing the worst-case error in each step. This …