59 citations · 61 across the 3 of their papers we have counts for
3 papers
math.ST2020
Design admissibility and de la Garza phenomenon in multi-factor experiments
Holger Dette, Xin Liu, Rong-Xian Yue
The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility…
math.NA2017★ 2 cited
The truncated milstein method for stochastic differential equations
Qian Guo, Wei Liu, Xuerong Mao +1
Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate…
math.NA2017★ 59 cited
The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations
Qian Guo, Xuerong Mao, Rongxian Yue
The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were discussed by Mao [15], and the theory there showed…