
Density Estimation by Monte Carlo and QuasiMonte Carlo
Estimating the density of a continuous random variable X has been studie...
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A Tool for Custom Construction of QMC and RQMC Point Sets
We present LatNet Builder, a software tool to find good parameters for l...
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Variance Reduction with ArrayRQMC for TauLeaping Simulation of Stochastic Biological and Chemical Reaction Networks
We explore the use of ArrayRQMC, a randomized quasiMonte Carlo method ...
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Monte Carlo and QuasiMonte Carlo Density Estimation via Conditioning
Estimating the unknown density from which a given independent sample ori...
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ArrayRQMC for option pricing under stochastic volatility models
ArrayRQMC has been proposed as a way to effectively apply randomized qu...
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Density estimation by Randomized QuasiMonte Carlo
We consider the problem of estimating the density of a random variable X...
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Florian Puchhammer
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