Rhode, Wolfgang Statistical methods of data analysis (to appear). (Statistische Methoden der Datenanalyse.) (German) Zbl 07031591 De Gruyter Studium. Berlin: De Gruyter (ISBN 978-3-11-040946-8/pbk; 978-3-11-041002-0/ebook). xx, 280 p. (2025). MSC: 62-01 62-07 62P35 65C05 PDFBibTeX XMLCite \textit{W. Rhode}, Statistische Methoden der Datenanalyse. Berlin: De Gruyter (2025; Zbl 07031591)
O’Leary, John; Wang, Guanyang Metropolis-Hastings transition kernel couplings. (English. French summary) Zbl 07904828 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1101-1124 (2024). MSC: 60J05 60J22 65C05 PDFBibTeX XMLCite \textit{J. O'Leary} and \textit{G. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1101--1124 (2024; Zbl 07904828) Full Text: DOI arXiv Link
Bertaglia, Giulia; Pareschi, Lorenzo; Caflisch, Russel E. Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws. (English) Zbl 07902986 J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{G. Bertaglia} et al., J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024; Zbl 07902986) Full Text: DOI arXiv OA License
Hänninen, Niko; Pulkkinen, Aki; Arridge, Simon; Tarvainen, Tanja Estimating absorption and scattering in quantitative photoacoustic tomography with an adaptive Monte Carlo method for light transport. (English) Zbl 07901601 Inverse Probl. Imaging 18, No. 5, 1052-1077 (2024). MSC: 65Z05 35R30 90C15 65C05 65K10 35P25 PDFBibTeX XMLCite \textit{N. Hänninen} et al., Inverse Probl. Imaging 18, No. 5, 1052--1077 (2024; Zbl 07901601) Full Text: DOI
Jasra, Ajay; Law, Kody J. H.; Walton, Neil; Yang, Shangda Multi-index sequential Monte Carlo ratio estimators for Bayesian inverse problems. (English) Zbl 07900828 Found. Comput. Math. 24, No. 4, 1249-1304 (2024). MSC: 65C40 60J22 65C05 62F15 62M30 PDFBibTeX XMLCite \textit{A. Jasra} et al., Found. Comput. Math. 24, No. 4, 1249--1304 (2024; Zbl 07900828) Full Text: DOI arXiv OA License
Chernov, Alexey; Lê, Tùng Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications. (English) Zbl 07899521 SIAM J. Numer. Anal. 62, No. 4, 1874-1900 (2024). MSC: 65N25 65C05 65C30 65N30 65N50 65D30 65D32 35B65 35R60 PDFBibTeX XMLCite \textit{A. Chernov} and \textit{T. Lê}, SIAM J. Numer. Anal. 62, No. 4, 1874--1900 (2024; Zbl 07899521) Full Text: DOI arXiv
Biswas, Sani; Kumar, Chaman; Neelima; Dos Reis, Gonçalo; Reisinger, Christoph An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients. (English) Zbl 07899447 Ann. Appl. Probab. 34, No. 2, 2326-2363 (2024). MSC: 65C30 60H35 65C05 65C35 PDFBibTeX XMLCite \textit{S. Biswas} et al., Ann. Appl. Probab. 34, No. 2, 2326--2363 (2024; Zbl 07899447) Full Text: DOI arXiv Link
Monmarché, Pierre An entropic approach for Hamiltonian Monte Carlo: the idealized case. (English) Zbl 07899445 Ann. Appl. Probab. 34, No. 2, 2243-2293 (2024). MSC: 65C05 65C40 PDFBibTeX XMLCite \textit{P. Monmarché}, Ann. Appl. Probab. 34, No. 2, 2243--2293 (2024; Zbl 07899445) Full Text: DOI arXiv Link
Gui, Lin; Li, Xinyu; Zhang, Qingfu; Gao, Liang A uniform sampling method for permutation space. (English) Zbl 07897716 Ann. Oper. Res. 338, No. 2-3, 925-945 (2024). MSC: 65C05 90B35 11K38 PDFBibTeX XMLCite \textit{L. Gui} et al., Ann. Oper. Res. 338, No. 2--3, 925--945 (2024; Zbl 07897716) Full Text: DOI
Ernst, Oliver G.; Sprungk, Björn; Zhang, Chao Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates. (English) Zbl 07896987 GEM. Int. J. Geomath. 15, Paper No. 11, 41 p. (2024). MSC: 62M30 60G60 60H35 62P12 65C05 PDFBibTeX XMLCite \textit{O. G. Ernst} et al., GEM. Int. J. Geomath. 15, Paper No. 11, 41 p. (2024; Zbl 07896987) Full Text: DOI OA License
Grigoriu, Mircea Harmonizable nonstationary processes. (English) Zbl 07896962 SIAM/ASA J. Uncertain. Quantif. 12, 842-867 (2024). MSC: 60G10 60G12 65C05 65C10 PDFBibTeX XMLCite \textit{M. Grigoriu}, SIAM/ASA J. Uncertain. Quantif. 12, 842--867 (2024; Zbl 07896962) Full Text: DOI
Erdoğan, Utku; Lord, Gabriel J. Weak convergence of tamed exponential integrators for stochastic differential equations. (English) Zbl 07896746 BIT 64, No. 3, Paper No. 29, 30 p. (2024). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{U. Erdoğan} and \textit{G. J. Lord}, BIT 64, No. 3, Paper No. 29, 30 p. (2024; Zbl 07896746) Full Text: DOI arXiv OA License
Jasra, Ajay; Kamatani, Kengo; Maama, Mohamed Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes. (English) Zbl 07894732 SIAM J. Sci. Comput. 46, No. 4, A2475-A2502 (2024). MSC: 65C05 65C20 65C35 65C40 60J27 PDFBibTeX XMLCite \textit{A. Jasra} et al., SIAM J. Sci. Comput. 46, No. 4, A2475--A2502 (2024; Zbl 07894732) Full Text: DOI arXiv
Ye, Changlun; Yao, Tingfu; Bi, Hai; Luo, Xianbing A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty. (English) Zbl 07890902 J. Comput. Appl. Math. 451, Article ID 116068, 17 p. (2024). MSC: 65C30 60H15 60H35 65C05 65M60 PDFBibTeX XMLCite \textit{C. Ye} et al., J. Comput. Appl. Math. 451, Article ID 116068, 17 p. (2024; Zbl 07890902) Full Text: DOI
Chen, Jiahao; Li, Xiaofei; Shao, Yunze Numerical analysis of fractional order Black-Scholes option pricing model with band equation method. (English) Zbl 07890863 J. Comput. Appl. Math. 451, Article ID 115998, 19 p. (2024). MSC: 91G60 65C05 65R10 65J05 91G20 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Comput. Appl. Math. 451, Article ID 115998, 19 p. (2024; Zbl 07890863) Full Text: DOI
Flock, Rafael; Dong, Yiqiu; Uribe, Felipe; Zahm, Olivier Certified coordinate selection for high-dimensional Bayesian inversion with Laplace prior. (English) Zbl 07889760 Stat. Comput. 34, No. 4, Paper No. 134, 17 p. (2024). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{R. Flock} et al., Stat. Comput. 34, No. 4, Paper No. 134, 17 p. (2024; Zbl 07889760) Full Text: DOI OA License
Luciano, Antoine; Robert, Christian P.; Ryder, Robin J. Insufficient Gibbs sampling. (English) Zbl 07889752 Stat. Comput. 34, No. 4, Paper No. 126, 17 p. (2024). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{A. Luciano} et al., Stat. Comput. 34, No. 4, Paper No. 126, 17 p. (2024; Zbl 07889752) Full Text: DOI arXiv
Parchami, Abbas; Grzegorzewski, Przemyslaw; Romaniuk, Maciej Statistical simulations with LR random fuzzy numbers. (English) Zbl 07889369 Stat. Pap. 65, No. 6, 3583-3600 (2024). MSC: 62A86 62G10 62-08 65C05 PDFBibTeX XMLCite \textit{A. Parchami} et al., Stat. Pap. 65, No. 6, 3583--3600 (2024; Zbl 07889369) Full Text: DOI
Bartsch, Jan; Knopf, Patrik; Scheurer, Stefania; Weber, Jörg Controlling a Vlasov-Poisson plasma by a particle-in-cell method based on a Monte Carlo framework. (English) Zbl 07885154 SIAM J. Control Optim. 62, No. 4, 1977-2011 (2024). MSC: 82Dxx 62P35 35Q83 49M05 65C05 90C15 PDFBibTeX XMLCite \textit{J. Bartsch} et al., SIAM J. Control Optim. 62, No. 4, 1977--2011 (2024; Zbl 07885154) Full Text: DOI arXiv
Giles, Michael B.; Sheridan-Methven, Oliver Rounding error using low precision approximate random variables. (English) Zbl 07883832 SIAM J. Sci. Comput. 46, No. 4, B502-B526 (2024). MSC: 65G50 65C10 65C05 60H35 PDFBibTeX XMLCite \textit{M. B. Giles} and \textit{O. Sheridan-Methven}, SIAM J. Sci. Comput. 46, No. 4, B502--B526 (2024; Zbl 07883832) Full Text: DOI arXiv
Wulbusch, Nick; Roden, Reinhild; Blau, Matthias; Chernov, Alexey Bayesian parameter identification in impedance boundary conditions for Helmholtz problems. (English) Zbl 07881663 SIAM J. Sci. Comput. 46, No. 4, B422-B447 (2024). MSC: 35J05 65C05 35R60 62F15 65N21 65N30 PDFBibTeX XMLCite \textit{N. Wulbusch} et al., SIAM J. Sci. Comput. 46, No. 4, B422--B447 (2024; Zbl 07881663) Full Text: DOI arXiv
Prigarin, S. M.; Mironova, D. È. Monte Carlo simulation of wide-angle lidar signals. (Russian. English summary) Zbl 07881466 Sib. Zh. Vychisl. Mat. 27, No. 2, 233-243 (2024). MSC: 94A12 65C05 PDFBibTeX XMLCite \textit{S. M. Prigarin} and \textit{D. È. Mironova}, Sib. Zh. Vychisl. Mat. 27, No. 2, 233--243 (2024; Zbl 07881466) Full Text: DOI MNR
Feireisl, Eduard; Lukáčová-Medvid’ová, Mária Statistical solutions for the Navier-Stokes-Fourier system. (English) Zbl 07880262 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1021-1045 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q30 76N15 76D06 76E19 76M35 35D35 35B65 35B15 35A01 65C05 PDFBibTeX XMLCite \textit{E. Feireisl} and \textit{M. Lukáčová-Medvid'ová}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1021--1045 (2024; Zbl 07880262) Full Text: DOI arXiv
Cooper, Alex; Vehtari, Aki; Forbes, Catherine; Simpson, Dan; Kennedy, Lauren Bayesian cross-validation by parallel Markov chain Monte Carlo. (English) Zbl 07879282 Stat. Comput. 34, No. 4, Paper No. 119, 15 p. (2024). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{A. Cooper} et al., Stat. Comput. 34, No. 4, Paper No. 119, 15 p. (2024; Zbl 07879282) Full Text: DOI arXiv OA License
Hao, Wenrui; Hong, Qingguo; Jin, Xianlin Gauss Newton method for solving variational problems of PDEs with neural network discretizaitons. (English) Zbl 07878715 J. Sci. Comput. 100, No. 1, Paper No. 17, 28 p. (2024). MSC: 65N99 65K10 65H10 65N12 68Q32 68T07 35A15 41A58 65F20 15A18 65C05 35J15 35R09 35R02 PDFBibTeX XMLCite \textit{W. Hao} et al., J. Sci. Comput. 100, No. 1, Paper No. 17, 28 p. (2024; Zbl 07878715) Full Text: DOI arXiv
Prigarin, Sergei M.; Kablukova, Evgenia G.; Zhang, Xue Monte Carlo simulation of polarized lidar returns for atmospheric clouds sensing. (English) Zbl 07873675 Russ. J. Numer. Anal. Math. Model. 39, No. 3, 131-141 (2024). MSC: 65C05 65C35 82C70 PDFBibTeX XMLCite \textit{S. M. Prigarin} et al., Russ. J. Numer. Anal. Math. Model. 39, No. 3, 131--141 (2024; Zbl 07873675) Full Text: DOI
Akenteva, Marina S.; Kargapolova, Nina A.; Ogorodnikov, Vasily A. Simulation algorithms for stationary sequences with distributions in the form of a mixture of Gaussian distributions. (English) Zbl 07873674 Russ. J. Numer. Anal. Math. Model. 39, No. 3, 123-130 (2024). MSC: 65-XX 65C05 65C20 PDFBibTeX XMLCite \textit{M. S. Akenteva} et al., Russ. J. Numer. Anal. Math. Model. 39, No. 3, 123--130 (2024; Zbl 07873674) Full Text: DOI
Kurose, Yuta Simulation of truncated and unimodal gamma distributions. (English) Zbl 07873452 J. Stat. Comput. Simulation 94, No. 5, 996-1015 (2024). MSC: 62-XX 65C05 65C10 62-08 PDFBibTeX XMLCite \textit{Y. Kurose}, J. Stat. Comput. Simulation 94, No. 5, 996--1015 (2024; Zbl 07873452) Full Text: DOI
Jena, Pravash; Tripathy, Manas Ranjan Testing powers of the ratio of variances of two normal populations with a common mean. (English) Zbl 07873449 J. Stat. Comput. Simulation 94, No. 5, 903-922 (2024). MSC: 62-XX 62F03 62F05 62F10 65C05 PDFBibTeX XMLCite \textit{P. Jena} and \textit{M. R. Tripathy}, J. Stat. Comput. Simulation 94, No. 5, 903--922 (2024; Zbl 07873449) Full Text: DOI
Kato, Kensuke; Nakamura, Nobuhiro PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices. (English) Zbl 07872898 Asia-Pac. Financ. Mark. 31, No. 2, 389-421 (2024). MSC: 91G60 65M06 65C05 91G40 35Q91 91G15 PDFBibTeX XMLCite \textit{K. Kato} and \textit{N. Nakamura}, Asia-Pac. Financ. Mark. 31, No. 2, 389--421 (2024; Zbl 07872898) Full Text: DOI
Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, M. Ivette Improvements in the estimation of the Weibull tail coefficient: a comparative study. (English) Zbl 07871974 Math. Methods Appl. Sci. 47, No. 11, 8255-8274 (2024). MSC: 62G05 62G20 62G32 65C05 PDFBibTeX XMLCite \textit{L. Henriques-Rodrigues} et al., Math. Methods Appl. Sci. 47, No. 11, 8255--8274 (2024; Zbl 07871974) Full Text: DOI arXiv
Irwin, Brian; Reich, Sebastian EnKSGD: a class of preconditioned black box optimization and inversion algorithms. (English) Zbl 07871675 SIAM J. Sci. Comput. 46, No. 3, A2101-A2122 (2024). MSC: 65K10 90C56 65C35 65C05 62F10 PDFBibTeX XMLCite \textit{B. Irwin} and \textit{S. Reich}, SIAM J. Sci. Comput. 46, No. 3, A2101--A2122 (2024; Zbl 07871675) Full Text: DOI arXiv
Meng, Qingyan; Wang, Yejuan; Kloeden, Peter E.; Han, Xiaoying Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients. (English) Zbl 07869050 J. Differ. Equations 403, 1-28 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35A01 35A02 60G51 60H30 65C05 35B65 35A24 35R60 PDFBibTeX XMLCite \textit{Q. Meng} et al., J. Differ. Equations 403, 1--28 (2024; Zbl 07869050) Full Text: DOI
Cai, Ziruo; Li, Jinglai; Zhang, Xiaoqun Approximate primal-dual fixed-point based Langevin algorithms for non-smooth convex potentials. (English) Zbl 07868360 Commun. Math. Sci. 22, No. 3, 655-684 (2024). MSC: 62F15 65C05 68U10 PDFBibTeX XMLCite \textit{Z. Cai} et al., Commun. Math. Sci. 22, No. 3, 655--684 (2024; Zbl 07868360) Full Text: DOI arXiv
Mäkinen, Raino A. E.; Toivanen, Jari Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization. (English) Zbl 07867064 SIAM J. Financ. Math. 15, No. 2, SC41-SC53 (2024). MSC: 65C05 90C31 90C55 91G10 91G60 PDFBibTeX XMLCite \textit{R. A. E. Mäkinen} and \textit{J. Toivanen}, SIAM J. Financ. Math. 15, No. 2, SC41-SC53 (2024; Zbl 07867064) Full Text: DOI
Calvetti, D.; Somersalo, E. Computationally efficient sampling methods for sparsity promoting hierarchical Bayesian models. (English) Zbl 07864811 SIAM/ASA J. Uncertain. Quantif. 12, 524-548 (2024). MSC: 65C05 62F15 PDFBibTeX XMLCite \textit{D. Calvetti} and \textit{E. Somersalo}, SIAM/ASA J. Uncertain. Quantif. 12, 524--548 (2024; Zbl 07864811) Full Text: DOI arXiv
Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H. Corrigendum to: “Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media”. (English) Zbl 07864799 SIAM/ASA J. Uncertain. Quantif. 12, 212 (2024). MSC: 65C30 65C05 65N30 35J05 35R60 PDFBibTeX XMLCite \textit{M. Ganesh} et al., SIAM/ASA J. Uncertain. Quantif. 12, 212 (2024; Zbl 07864799) Full Text: DOI
Gnameho, Kossi; Stadje, Mitja; Pelsser, Antoon A gradient method for high-dimensional BSDEs. (English) Zbl 07864355 Monte Carlo Methods Appl. 30, No. 2, 183-203 (2024). MSC: 65C05 65C40 60H10 PDFBibTeX XMLCite \textit{K. Gnameho} et al., Monte Carlo Methods Appl. 30, No. 2, 183--203 (2024; Zbl 07864355) Full Text: DOI OA License
Jasra, Ajay; Maama, Mohamed; Ombao, Hernando An improved unbiased particle filter. (English) Zbl 07864353 Monte Carlo Methods Appl. 30, No. 2, 149-162 (2024). MSC: 65C05 65C60 60G05 60G35 91G60 PDFBibTeX XMLCite \textit{A. Jasra} et al., Monte Carlo Methods Appl. 30, No. 2, 149--162 (2024; Zbl 07864353) Full Text: DOI arXiv
Alizadeh Ghajari, Zakaria; Zare, Karim; Shokri, Soheil Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling. (English) Zbl 07864352 Monte Carlo Methods Appl. 30, No. 2, 137-148 (2024). MSC: 65C05 65C40 65Z05 PDFBibTeX XMLCite \textit{Z. Alizadeh Ghajari} et al., Monte Carlo Methods Appl. 30, No. 2, 137--148 (2024; Zbl 07864352) Full Text: DOI
Bryzgalov, Viktor; Shlimbetov, Nurlibay; Voytishek, Anton Choice of a constant in the expression for the error of the Monte Carlo method. (English) Zbl 07864351 Monte Carlo Methods Appl. 30, No. 2, 131-136 (2024). MSC: 65C05 65C40 65Z05 PDFBibTeX XMLCite \textit{V. Bryzgalov} et al., Monte Carlo Methods Appl. 30, No. 2, 131--136 (2024; Zbl 07864351) Full Text: DOI
Uchaikin, Vladimir; Kozhemiakina, Elena A weight Monte Carlo estimation of fluctuations in branching processes. (English) Zbl 07864350 Monte Carlo Methods Appl. 30, No. 2, 107-129 (2024). MSC: 65C05 65C20 93B35 PDFBibTeX XMLCite \textit{V. Uchaikin} and \textit{E. Kozhemiakina}, Monte Carlo Methods Appl. 30, No. 2, 107--129 (2024; Zbl 07864350) Full Text: DOI
Kroumbi, Hafssa; Nasroallah, Abdelaziz Likelihood and decoding problems for mixed space hidden Markov model. (English) Zbl 07864349 Monte Carlo Methods Appl. 30, No. 2, 93-105 (2024). MSC: 60J05 62M05 60G20 65C05 PDFBibTeX XMLCite \textit{H. Kroumbi} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 30, No. 2, 93--105 (2024; Zbl 07864349) Full Text: DOI
Kelly, Cónall Computation and simulation for finance. An introduction with Python. (English) Zbl 07863730 Springer Undergraduate Texts in Mathematics and Technology. Cham: Springer (ISBN 978-3-031-60574-1/hbk; 978-3-031-60577-2/pbk; 978-3-031-60575-8/ebook). (2024). MSC: 91-01 91G60 65C05 65M06 91G20 91G30 91-08 91-04 PDFBibTeX XML Full Text: DOI
Shonkwiler, Ronald W.; Mendivil, Franklin Explorations in Monte Carlo methods. 2nd edition. (English) Zbl 07863588 Undergraduate Texts in Mathematics. Cham: Springer (ISBN 978-3-031-55963-1/hbk; 978-3-031-55966-2/pbk; 978-3-031-55964-8/ebook). xv, 280 p. (2024). MSC: 65-01 60-01 60J22 65C05 65C40 82C20 65-02 65C35 60G05 11K45 68W30 90C15 60G50 PDFBibTeX XMLCite \textit{R. W. Shonkwiler} and \textit{F. Mendivil}, Explorations in Monte Carlo methods. 2nd edition. Cham: Springer (2024; Zbl 07863588) Full Text: DOI
Leimkuhler, Benedict J.; Paulin, Daniel; Whalley, Peter A. Contraction and convergence rates for discretized kinetic Langevin dynamics. (English) Zbl 07862224 SIAM J. Numer. Anal. 62, No. 3, 1226-1258 (2024). MSC: 65C05 65C30 65C40 PDFBibTeX XMLCite \textit{B. J. Leimkuhler} et al., SIAM J. Numer. Anal. 62, No. 3, 1226--1258 (2024; Zbl 07862224) Full Text: DOI arXiv
Zhang, Yue; Feng, Shaojun; Yang, Hao; Hao, Peng; Wang, Bo Multi-failure mode reliability analysis method based on intelligent directional search with constraint feedback. (English) Zbl 1539.90033 Comput. Methods Appl. Mech. Eng. 426, Article ID 116995, 28 p. (2024). MSC: 90B25 65C05 90C59 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Comput. Methods Appl. Mech. Eng. 426, Article ID 116995, 28 p. (2024; Zbl 1539.90033) Full Text: DOI
Hai, Chunlong; Qian, Weiqi; Wang, Wenzheng; Mei, Liquan Active learning-assisted multi-fidelity surrogate modeling based on geometric transformation. (English) Zbl 1539.62348 Comput. Methods Appl. Mech. Eng. 426, Article ID 116990, 25 p. (2024). MSC: 62R07 65C05 PDFBibTeX XMLCite \textit{C. Hai} et al., Comput. Methods Appl. Mech. Eng. 426, Article ID 116990, 25 p. (2024; Zbl 1539.62348) Full Text: DOI
Carassus, Laurence; Ferhoune, Massinissa Efficient approximations for utility-based pricing. (English) Zbl 1537.91355 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 10, 38 p. (2024). MSC: 91G60 65C05 91G20 60E10 PDFBibTeX XMLCite \textit{L. Carassus} and \textit{M. Ferhoune}, Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 10, 38 p. (2024; Zbl 1537.91355) Full Text: DOI arXiv
Geha, Marc; Jacquier, Antoine; Žurič, Žan Large and moderate deviations for importance sampling in the Heston model. (English) Zbl 1537.91319 Ann. Oper. Res. 336, No. 1-2, 47-92 (2024). MSC: 91G20 60F10 91B70 91G60 65C05 PDFBibTeX XMLCite \textit{M. Geha} et al., Ann. Oper. Res. 336, No. 1--2, 47--92 (2024; Zbl 1537.91319) Full Text: DOI arXiv OA License
Grasselli, Martino; Mazzoran, Andrea; Pallavicini, Andrea A general framework for a joint calibration of VIX and VXX options. (English) Zbl 07859333 Ann. Oper. Res. 336, No. 1-2, 3-26 (2024). MSC: 65C05 91G20 91G60 60H10 PDFBibTeX XMLCite \textit{M. Grasselli} et al., Ann. Oper. Res. 336, No. 1--2, 3--26 (2024; Zbl 07859333) Full Text: DOI arXiv
Berrahou, Nour-Eddine; Bouzebda, Salim; Douge, Lahcen The Bahadur representation for empirical and smooth quantile estimators under association. (English) Zbl 07859329 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 17, 38 p. (2024). MSC: 60E05 60F15 62E15 62G05 62G20 65C05 PDFBibTeX XMLCite \textit{N.-E. Berrahou} et al., Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 17, 38 p. (2024; Zbl 07859329) Full Text: DOI
Dong, Gracia Yunruo; Hintz, Erik; Hofert, Marius; Lemieux, Christiane Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences. (English) Zbl 07859327 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 15, 31 p. (2024). MSC: 65C05 65D32 41A55 65D30 11K31 11K36 11K16 05Bxx PDFBibTeX XMLCite \textit{G. Y. Dong} et al., Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 15, 31 p. (2024; Zbl 07859327) Full Text: DOI
Kuznetsov, I. M.; Shumska, A. A. Applying fast simulation to the evaluation of customer blocking probability in the multichannel queuing system with multicast access. (English. Ukrainian original) Zbl 07856650 Cybern. Syst. Anal. 60, No. 2, 209-219 (2024); translation from Kibern. Sist. Anal. 60, No. 2, 51-63 (2024). MSC: 65C05 60K30 PDFBibTeX XMLCite \textit{I. M. Kuznetsov} and \textit{A. A. Shumska}, Cybern. Syst. Anal. 60, No. 2, 209--219 (2024; Zbl 07856650); translation from Kibern. Sist. Anal. 60, No. 2, 51--63 (2024) Full Text: DOI
Aksoy, Altug A Monte Carlo approach to understanding the impacts of initial-condition uncertainty, model uncertainty, and simulation variability on the predictability of chaotic systems: perspectives from the one-dimensional logistic map. (English) Zbl 07853415 Chaos 34, No. 1, 011102, 10 p. (2024). MSC: 37M25 65C05 PDFBibTeX XMLCite \textit{A. Aksoy}, Chaos 34, No. 1, 011102, 10 p. (2024; Zbl 07853415) Full Text: DOI
Pareschi, Lorenzo; Zanella, Mattia Reduced variance random batch methods for nonlocal PDEs. (English) Zbl 1537.82031 Acta Appl. Math. 191, Paper No. 4, 24 p. (2024). MSC: 82M99 35Q84 65C05 35B40 82C40 82C31 92D50 PDFBibTeX XMLCite \textit{L. Pareschi} and \textit{M. Zanella}, Acta Appl. Math. 191, Paper No. 4, 24 p. (2024; Zbl 1537.82031) Full Text: DOI arXiv OA License
Klein, Thierry; Rochet, Paul Efficiency of the averaged rank-based estimator for first order Sobol index inference. (English) Zbl 07850464 Stat. Probab. Lett. 207, Article ID 110015, 6 p. (2024). MSC: 62G08 65C05 62G05 62G07 PDFBibTeX XMLCite \textit{T. Klein} and \textit{P. Rochet}, Stat. Probab. Lett. 207, Article ID 110015, 6 p. (2024; Zbl 07850464) Full Text: DOI arXiv
Gnewuch, Michael Improved bounds for the bracketing number of orthants or revisiting an algorithm of Thiémard to compute bounds for the star discrepancy. (English) Zbl 07849573 J. Complexity 83, Article ID 101855, 12 p. (2024). Reviewer: Peter Kritzer (Linz) MSC: 11K38 65C05 11K45 PDFBibTeX XMLCite \textit{M. Gnewuch}, J. Complexity 83, Article ID 101855, 12 p. (2024; Zbl 07849573) Full Text: DOI arXiv
Clément, François; Doerr, Carola; Paquete, Luís Heuristic approaches to obtain low-discrepancy point sets via subset selection. (English) Zbl 07849570 J. Complexity 83, Article ID 101852, 23 p. (2024). Reviewer: Florian Pausinger (Belfast) MSC: 11K38 65C05 11K06 11J71 PDFBibTeX XMLCite \textit{F. Clément} et al., J. Complexity 83, Article ID 101852, 23 p. (2024; Zbl 07849570) Full Text: DOI arXiv
Kunsch, Robert J. Linear Monte Carlo quadrature with optimal confidence intervals. (English) Zbl 1539.65042 J. Complexity 83, Article ID 101851, 20 p. (2024). MSC: 65D32 65C05 PDFBibTeX XMLCite \textit{R. J. Kunsch}, J. Complexity 83, Article ID 101851, 20 p. (2024; Zbl 1539.65042) Full Text: DOI arXiv
Devroye, Luc; Nolan, John P. Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\). (English) Zbl 1539.60002 J. Stat. Theory Pract. 18, No. 1, Paper No. 11, 19 p. (2024). MSC: 60-08 60G52 65C10 65C05 PDFBibTeX XMLCite \textit{L. Devroye} and \textit{J. P. Nolan}, J. Stat. Theory Pract. 18, No. 1, Paper No. 11, 19 p. (2024; Zbl 1539.60002) Full Text: DOI OA License
Cui, Tiangang; De Sterck, Hans; Gilbert, Alexander D.; Polishchuk, Stanislav; Scheichl, Robert Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems. (English) Zbl 07845619 J. Sci. Comput. 99, No. 3, Paper No. 77, 35 p. (2024). MSC: 65N25 65C05 65N30 65N50 65F15 65N15 65N99 35R60 PDFBibTeX XMLCite \textit{T. Cui} et al., J. Sci. Comput. 99, No. 3, Paper No. 77, 35 p. (2024; Zbl 07845619) Full Text: DOI arXiv OA License
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities. (English) Zbl 07843971 SIAM J. Sci. Comput. 46, No. 3, A1514-A1548 (2024). MSC: 65C05 65C30 60H10 65D30 65Y20 91G20 91G60 PDFBibTeX XMLCite \textit{C. Bayer} et al., SIAM J. Sci. Comput. 46, No. 3, A1514--A1548 (2024; Zbl 07843971) Full Text: DOI arXiv
Chehab, Jean-Paul The symbol approximation method: a numerical approach to the approximation of the symbol of self-adjoint operators. (English) Zbl 07841095 Comput. Appl. Math. 43, No. 2, Paper No. 88, 33 p. (2024). MSC: 65C05 65F15 65M55 65N06 65N30 65N55 PDFBibTeX XMLCite \textit{J.-P. Chehab}, Comput. Appl. Math. 43, No. 2, Paper No. 88, 33 p. (2024; Zbl 07841095) Full Text: DOI
Jasra, Ajay; Ruzayqat, Hamza; Wu, Amin Bayesian parameter inference for partially observed stochastic Volterra equations. (English) Zbl 1537.62005 Stat. Comput. 34, No. 2, Paper No. 78, 12 p. (2024). MSC: 62-08 62F15 60J22 65C05 91G20 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 34, No. 2, Paper No. 78, 12 p. (2024; Zbl 1537.62005) Full Text: DOI arXiv
Fuh, Cheng-Der; Wang, Chuan-Ju Efficient exponential tilting with applications. (English) Zbl 1536.62008 Stat. Comput. 34, No. 2, Paper No. 65, 29 p. (2024). MSC: 62-08 65C05 91G40 PDFBibTeX XMLCite \textit{C.-D. Fuh} and \textit{C.-J. Wang}, Stat. Comput. 34, No. 2, Paper No. 65, 29 p. (2024; Zbl 1536.62008) Full Text: DOI
Pagani, Filippo; Chevallier, Augustin; Power, Sam; House, Thomas; Cotter, Simon NuZZ: numerical zig-zag for general models. (English) Zbl 1536.62021 Stat. Comput. 34, No. 1, Paper No. 61, 26 p. (2024). MSC: 62-08 60J22 65C05 PDFBibTeX XMLCite \textit{F. Pagani} et al., Stat. Comput. 34, No. 1, Paper No. 61, 26 p. (2024; Zbl 1536.62021) Full Text: DOI arXiv OA License
Hu, Zheyuan; Shi, Zekun; Karniadakis, George Em; Kawaguchi, Kenji Hutchinson trace estimation for high-dimensional and high-order physics-informed neural networks. (English) Zbl 1539.65024 Comput. Methods Appl. Mech. Eng. 424, Article ID 116883, 17 p. (2024). MSC: 65C30 65C05 68T07 PDFBibTeX XMLCite \textit{Z. Hu} et al., Comput. Methods Appl. Mech. Eng. 424, Article ID 116883, 17 p. (2024; Zbl 1539.65024) Full Text: DOI arXiv
Luo, Changqi; Zhu, Shun-Peng; Keshtegar, Behrooz; Macek, Wojciech; Branco, Ricardo; Meng, Debiao Active kriging-based conjugate first-order reliability method for highly efficient structural reliability analysis using resample strategy. (English) Zbl 1539.74404 Comput. Methods Appl. Mech. Eng. 423, Article ID 116863, 25 p. (2024). MSC: 74R99 65C05 PDFBibTeX XMLCite \textit{C. Luo} et al., Comput. Methods Appl. Mech. Eng. 423, Article ID 116863, 25 p. (2024; Zbl 1539.74404) Full Text: DOI
Guth, Philipp A.; Kaarnioja, Vesa; Kuo, Frances Y.; Schillings, Claudia; Sloan, Ian H. Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. (English) Zbl 1537.65017 Numer. Math. 156, No. 2, 565-608 (2024). MSC: 65D30 35K20 35R60 49M41 65C05 65D32 PDFBibTeX XMLCite \textit{P. A. Guth} et al., Numer. Math. 156, No. 2, 565--608 (2024; Zbl 1537.65017) Full Text: DOI arXiv OA License
Xiong, Yunfeng; Shao, Sihong Overcoming the numerical sign problem in the Wigner dynamics via adaptive particle annihilation. (English) Zbl 07837191 SIAM J. Sci. Comput. 46, No. 2, B107-B136 (2024). MSC: 81S30 60J85 65C05 62G09 35Q40 PDFBibTeX XMLCite \textit{Y. Xiong} and \textit{S. Shao}, SIAM J. Sci. Comput. 46, No. 2, B107--B136 (2024; Zbl 07837191) Full Text: DOI arXiv
Morón-Vidal, Jorge; Bernal, Francisco; Spigler, Renato Iterative schemes for probabilistic domain decomposition. (English) Zbl 07837053 SIAM J. Sci. Comput. 46, No. 2, S280-S297 (2024). MSC: 65N75 65N55 65Y05 65Y10 65N15 65C05 35J05 35R60 PDFBibTeX XMLCite \textit{J. Morón-Vidal} et al., SIAM J. Sci. Comput. 46, No. 2, S280--S297 (2024; Zbl 07837053) Full Text: DOI
Guidotti, Nicolas L.; Acebrón, Juan A.; Monteiro, José A fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks. (English) Zbl 1537.65048 J. Sci. Comput. 99, No. 2, Paper No. 41, 26 p. (2024). MSC: 65F60 05C82 65C05 PDFBibTeX XMLCite \textit{N. L. Guidotti} et al., J. Sci. Comput. 99, No. 2, Paper No. 41, 26 p. (2024; Zbl 1537.65048) Full Text: DOI arXiv OA License
Xu, Zhenghang; He, Zhijian; Wang, Xiaoqun Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation. (English) Zbl 1536.91352 J. Comput. Appl. Math. 443, Article ID 115745, 16 p. (2024). MSC: 91G60 65C05 91G10 PDFBibTeX XMLCite \textit{Z. Xu} et al., J. Comput. Appl. Math. 443, Article ID 115745, 16 p. (2024; Zbl 1536.91352) Full Text: DOI arXiv
Liu, Hengjie; Chen, Ziguang On the one-point quadrature discretization in peridynamics: a novel perspective from Monte Carlo integration. (English) Zbl 1536.65030 Comput. Phys. Commun. 298, Article ID 109115, 18 p. (2024). MSC: 65D32 65C05 82C21 PDFBibTeX XMLCite \textit{H. Liu} and \textit{Z. Chen}, Comput. Phys. Commun. 298, Article ID 109115, 18 p. (2024; Zbl 1536.65030) Full Text: DOI
Bernaschi, Massimo; González-Adalid Pemartín, Isidoro; Martín-Mayor, Víctor; Parisi, Giorgio The QISG suite: high-performance codes for studying quantum Ising spin glasses. (English) Zbl 1536.82001 Comput. Phys. Commun. 298, Article ID 109101, 14 p. (2024). MSC: 82-04 82D30 82B44 82B20 82B26 82B10 82M31 65C05 65C10 65F15 65K10 65Y05 65Y10 11K45 PDFBibTeX XMLCite \textit{M. Bernaschi} et al., Comput. Phys. Commun. 298, Article ID 109101, 14 p. (2024; Zbl 1536.82001) Full Text: DOI arXiv
Elman, Howard C.; Liang, Jiaxing; Sánchez-Vizuet, Tonatiuh Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem. (English) Zbl 1536.82023 Comput. Phys. Commun. 298, Article ID 109099, 13 p. (2024). MSC: 82D10 82D75 82M31 82M10 65C05 65N30 65N50 65N75 65N15 35R35 35Q82 PDFBibTeX XMLCite \textit{H. C. Elman} et al., Comput. Phys. Commun. 298, Article ID 109099, 13 p. (2024; Zbl 1536.82023) Full Text: DOI arXiv
Belomestny, Denis; Goldman, Artur; Naumov, Alexey; Samsonov, Sergey Theoretical guarantees for neural control variates in MCMC. (English) Zbl 07833546 Math. Comput. Simul. 220, 382-405 (2024). MSC: 65C05 68T07 60J22 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Math. Comput. Simul. 220, 382--405 (2024; Zbl 07833546) Full Text: DOI arXiv
Arai, Takuji; Imai, Yuto Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure. (English) Zbl 07833307 Math. Comput. Simul. 218, 223-234 (2024). MSC: 91G20 62P05 60G51 65C05 91G60 PDFBibTeX XMLCite \textit{T. Arai} and \textit{Y. Imai}, Math. Comput. Simul. 218, 223--234 (2024; Zbl 07833307) Full Text: DOI arXiv
Akiyama, Naho; Yamada, Toshihiro A weak approximation for Bismut’s formula: an algorithmic differentiation method. (English) Zbl 07833292 Math. Comput. Simul. 216, 386-396 (2024). MSC: 60H10 65C05 65C30 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Math. Comput. Simul. 216, 386--396 (2024; Zbl 07833292) Full Text: DOI
Goda, Takashi; Kazashi, Yoshihito; Suzuki, Yuya Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces. (English) Zbl 1536.65028 Math. Comput. 93, No. 348, 1655-1676 (2024). MSC: 65D32 65C05 65D30 PDFBibTeX XMLCite \textit{T. Goda} et al., Math. Comput. 93, No. 348, 1655--1676 (2024; Zbl 1536.65028) Full Text: DOI arXiv
Bogosel, Beniamin; Buttazzo, Giuseppe; Oudet, Edouard On the numerical approximation of Blaschke-Santaló diagrams using centroidal Voronoi tessellations. (English) Zbl 1536.65020 ESAIM, Math. Model. Numer. Anal. 58, No. 1, 393-420 (2024). MSC: 65D18 65K05 52B35 49Q10 65C05 PDFBibTeX XMLCite \textit{B. Bogosel} et al., ESAIM, Math. Model. Numer. Anal. 58, No. 1, 393--420 (2024; Zbl 1536.65020) Full Text: DOI arXiv
Dang, Chao; Faes, Matthias G. R.; Valdebenito, Marcos A.; Wei, Pengfei; Beer, Michael Partially Bayesian active learning cubature for structural reliability analysis with extremely small failure probabilities. (English) Zbl 1539.62303 Comput. Methods Appl. Mech. Eng. 422, Article ID 116828, 17 p. (2024). MSC: 62N05 62F15 65C05 PDFBibTeX XMLCite \textit{C. Dang} et al., Comput. Methods Appl. Mech. Eng. 422, Article ID 116828, 17 p. (2024; Zbl 1539.62303) Full Text: DOI OA License
Jourdain, Benjamin; Menozzi, Stéphane Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise. (English) Zbl 1534.60090 Ann. Appl. Probab. 34, No. 1B, 1663-1697 (2024). MSC: 60H35 60H10 65C30 65C05 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{S. Menozzi}, Ann. Appl. Probab. 34, No. 1B, 1663--1697 (2024; Zbl 1534.60090) Full Text: DOI arXiv
Kuntz, Juan; Crucinio, Francesca R.; Johansen, Adam M. The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems. (English) Zbl 1536.65005 Ann. Appl. Probab. 34, No. 1B, 1469-1523 (2024). MSC: 65C05 60F05 62F15 PDFBibTeX XMLCite \textit{J. Kuntz} et al., Ann. Appl. Probab. 34, No. 1B, 1469--1523 (2024; Zbl 1536.65005) Full Text: DOI arXiv
Mathews, Joseph; Schmidler, Scott C. Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions. (English) Zbl 1536.65006 Ann. Appl. Probab. 34, No. 1B, 1199-1223 (2024). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{J. Mathews} and \textit{S. C. Schmidler}, Ann. Appl. Probab. 34, No. 1B, 1199--1223 (2024; Zbl 1536.65006) Full Text: DOI arXiv
Billaud-Friess, Marie; Macherey, Arthur; Nouy, Anthony; Prieur, Clémentine A probabilistic reduced basis method for parameter-dependent problems. (English) Zbl 07829488 Adv. Comput. Math. 50, No. 2, Paper No. 19, 26 p. (2024). MSC: 65N75 65D15 65N99 68W20 60J65 65C05 PDFBibTeX XMLCite \textit{M. Billaud-Friess} et al., Adv. Comput. Math. 50, No. 2, Paper No. 19, 26 p. (2024; Zbl 07829488) Full Text: DOI arXiv
Dick, Josef; Ebert, Adrian; Herrmann, Lukas; Kritzer, Peter; Longo, Marcello The fast reduced QMC matrix-vector product. (English) Zbl 1537.65019 J. Comput. Appl. Math. 440, Article ID 115642, 18 p. (2024). Reviewer: Manfred Tasche (Rostock) MSC: 65D32 41A55 41A63 65C05 PDFBibTeX XMLCite \textit{J. Dick} et al., J. Comput. Appl. Math. 440, Article ID 115642, 18 p. (2024; Zbl 1537.65019) Full Text: DOI arXiv
Ou, Zhijian Energy-based models with applications to speech and language processing. (English) Zbl 1536.68017 Found. Trends Signal Process. 18, No. 1-2, 1-199 (2024). MSC: 68T05 68-02 68T07 94A12 65C05 62H30 60J22 68R10 65K10 65C40 PDFBibTeX XMLCite \textit{Z. Ou}, Found. Trends Signal Process. 18, No. 1--2, 1--199 (2024; Zbl 1536.68017) Full Text: DOI arXiv
Blanchet, Jose; Zhang, Fan; Zwart, Bert Efficient scenario generation for heavy-tailed chance constrained optimization. (English) Zbl 07829008 Stoch. Syst. 14, No. 1, 22-46 (2024). MSC: 90C15 65C05 26A12 PDFBibTeX XMLCite \textit{J. Blanchet} et al., Stoch. Syst. 14, No. 1, 22--46 (2024; Zbl 07829008) Full Text: DOI arXiv OA License
Sung, Chih-Li; Ji, Yi (Irene); Mak, Simon; Wang, Wenjia; Tang, Tao Stacking designs: designing multifidelity computer experiments with target predictive accuracy. (English) Zbl 1533.62057 SIAM/ASA J. Uncertain. Quantif. 12, 157-181 (2024). MSC: 62L05 65C05 PDFBibTeX XMLCite \textit{C.-L. Sung} et al., SIAM/ASA J. Uncertain. Quantif. 12, 157--181 (2024; Zbl 1533.62057) Full Text: DOI arXiv
Chennetier, Guillaume; Chraibi, Hassane; Dutfoy, Anne; Garnier, Josselin Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process. (English) Zbl 1535.65008 SIAM/ASA J. Uncertain. Quantif. 12, 128-156 (2024). MSC: 65C05 60J22 60J25 65C35 65C40 90B25 PDFBibTeX XMLCite \textit{G. Chennetier} et al., SIAM/ASA J. Uncertain. Quantif. 12, 128--156 (2024; Zbl 1535.65008) Full Text: DOI arXiv
Duersch, Jed A. Projective integral updates for high-dimensional variational inference. (English) Zbl 1534.62003 SIAM/ASA J. Uncertain. Quantif. 12, 69-100 (2024). MSC: 62-08 62F15 62F30 65C05 65D32 65K10 PDFBibTeX XMLCite \textit{J. A. Duersch}, SIAM/ASA J. Uncertain. Quantif. 12, 69--100 (2024; Zbl 1534.62003) Full Text: DOI arXiv
Andral, Charly; Douc, Randal; Marival, Hugo; Robert, Christian P. The importance Markov chain. (English) Zbl 1537.60097 Stochastic Processes Appl. 171, Article ID 104316, 26 p. (2024). MSC: 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{C. Andral} et al., Stochastic Processes Appl. 171, Article ID 104316, 26 p. (2024; Zbl 1537.60097) Full Text: DOI arXiv
Huang, Dongwei; Wu, Feng; Zhao, Yuelin; Yan, Jun; Zhang, Hongwu Application of high-credible statistical results calculation scheme based on least squares quasi-Monte Carlo method in multimodal stochastic problems. (English) Zbl 1539.65010 Comput. Methods Appl. Mech. Eng. 418, Part B, Article ID 116576, 21 p. (2024). MSC: 65C05 62H30 PDFBibTeX XMLCite \textit{D. Huang} et al., Comput. Methods Appl. Mech. Eng. 418, Part B, Article ID 116576, 21 p. (2024; Zbl 1539.65010) Full Text: DOI
Riffaud, Sébastien; Fernández, Miguel A.; Lombardi, Damiano A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations. (English) Zbl 1535.65167 J. Sci. Comput. 99, No. 2, Paper No. 34, 31 p. (2024). MSC: 65M22 65N30 65N35 65M75 65C05 65C40 62C10 65F20 65F55 65F08 65F10 PDFBibTeX XMLCite \textit{S. Riffaud} et al., J. Sci. Comput. 99, No. 2, Paper No. 34, 31 p. (2024; Zbl 1535.65167) Full Text: DOI
Hu, Yuan; Abuseada, Mostafa; Alghfeli, Abdalla; Holdheim, Saurin; Fisher, Timothy S. Surrogate-accelerated Bayesian framework for high-temperature thermal diffusivity characterization. (English) Zbl 1536.80001 Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116459, 13 p. (2024). MSC: 80A19 62F15 80A23 65C05 PDFBibTeX XMLCite \textit{Y. Hu} et al., Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116459, 13 p. (2024; Zbl 1536.80001) Full Text: DOI OA License
Xu, Xiaoda; Han, Dianqi; Li, Zongyou; Lin, Xiangqin; Qi, Zhidong; Zhang, Lai Expected integration approximation under general equal measure partition. (English) Zbl 1535.65011 Results Appl. Math. 21, Article ID 100419, 13 p. (2024). MSC: 65C05 11K38 65D32 PDFBibTeX XMLCite \textit{X. Xu} et al., Results Appl. Math. 21, Article ID 100419, 13 p. (2024; Zbl 1535.65011) Full Text: DOI OA License
Heinrich, Stefan Randomized complexity of parametric integration and the role of adaption. II: Sobolev spaces. (English) Zbl 1535.65009 J. Complexity 82, Article ID 101823, 31 p. (2024). MSC: 65C05 41A63 46E35 65Y20 PDFBibTeX XMLCite \textit{S. Heinrich}, J. Complexity 82, Article ID 101823, 31 p. (2024; Zbl 1535.65009) Full Text: DOI arXiv
Klein, Maximilian Nested simulations: theory and application. (English) Zbl 1534.91006 Mathematische Optimierung und Wirtschaftsmathematik/Mathematical Optimization and Economathematics. Wiesbaden: Springer Spektrum; Augsburg: Univ. Augsburg (Diss. 2023) (ISBN 978-3-658-43852-4/pbk; 978-3-658-43853-1/ebook). xvii, 137 p. (2024). MSC: 91-02 91G60 65C05 65C30 62P05 60F05 91G05 91G70 PDFBibTeX XMLCite \textit{M. Klein}, Nested simulations: theory and application. Wiesbaden: Springer Spektrum; Augsburg: Univ. Augsburg (Diss. 2023) (2024; Zbl 1534.91006) Full Text: DOI