Randomized quasi-Monte Carlo methods in global sensitivity analysis

G Ökten, Y Liu - Reliability Engineering & System Safety, 2021 - Elsevier
Abstract Randomized quasi-Monte Carlo methods have enjoyed increasing popularity in
applications due to their faster convergence rate than Monte Carlo, and the existence of …

A goodness-of-fit test for copulas based on the collision test

Y Chen, G Ökten - Statistical Papers, 2022 - Springer
We propose a new goodness-of-fit test for copulas using the collision test for pseudorandom
number generators and Voronoi diagrams generated by low-discrepancy sequences. We …