16 citations · 29 across the 7 of their papers we have counts for
8 papers
A negative dependence framework to assess different forms of scrambling
Henri Faure, Gracia Y. Dong, Christiane Lemieux
We use the framework of dependence to assess the benefits of scrambling randomly versus deterministically for Faure and Halton sequences. We attempt to answer the following questio…
Single-Index Importance Sampling with Stratification
Erik Hintz, Marius Hofert, Christiane Lemieux +1
In many stochastic problems, the output of interest depends on an input random vector mainly through a single random variable (or index) via an appropriate univariate transformatio…
On the distribution of scrambled -nets over unanchored boxes
C. Lemieux, J. Wiart
We introduce a new quality measure to assess randomized low-discrepancy point sets of finite size . This new quality measure, which we call "pairwise sampling dependence index",…
Normal variance mixtures: Distribution, density and parameter estimation
Erik Hintz, Marius Hofert, Christiane Lemieux
Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a…
Implementation of irreducible Sobol sequences in prime power bases
H. Faure, C. Lemieux
We present different implementations for the irreducible Sobol (IS) sequences introduced in [3]. For this purpose we retain two strategies: first we use the connection between IS a…
On the dependence structure and quality of scrambled nets
Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong
In this paper we develop a framework to study the dependence structure of scrambled -nets. It relies on values denoted by , which are related to how m…