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20182022
most citedConstruction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

25 citations · 48 across the 10 of their papers we have counts for

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Showing 2020Show all

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stat.CO2020★ 1 cited

A Tool for Custom Construction of QMC and RQMC Point Sets

Pierre L'Ecuyer, Pierre Marion, Maxime Godin +1

We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomiz…

stat.CO2020

Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks

Florian Puchhammer, Amal Ben Abdellah, Pierre L'Ecuyer

We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method designed for the simulation of Markov chains, to reduce the variance when simulating stochastic biological o…