Extended Latin Hypercube Sampling for Integration and Simulation

Author:

Haddad Rami El,Fakhereddine Rana,Lécot Christian,Venkiteswaran Gopalakrishnan

Publisher

Springer Berlin Heidelberg

Reference23 articles.

1. Cheng, R.C.H., Davenport, T.: The problem of dimensionality in stratified sampling. Management Science 35, 1278–1296 (1989)

2. El-Haddad, R., Fakhreddine, R., Lécot, C.: Stratified Monte Carlo integration. In: Sabelfeld, K.K., Dimov, I. (eds.) Monte Carlo Methods and Applications, pp. 105–113. De Gruyter, Berlin (2013)

3. El-Haddad, R., Lécot, C., L’Ecuyer, P.: Quasi-Monte Carlo simulation of discrete-time Markov chains on multidimensional state spaces. In: Keller, A., Heinrich, S., Niederreiter H. (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2006, pp. 413–429. Springer, Berlin/Heidelberg (2008)

4. El-Haddad, R., Lécot, C., Venkiteswaran, G.: Quasi-Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium. In: L’Ecuyer, P., Owen, A.B. (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2008, pp. 339–354. Springer, Berlin/Heidelberg (2010)

5. Evans, M., Swartz, T.: Approximating Integrals via Monte Carlo and Deterministic Methods. Oxford University Press, Oxford (2000)

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