Genz, Alan C.

Compute Distance To:
 Author ID: genz.alan-c Published as: Genz, Alan; Genz, A. C.; Genz, Alan C.; Genz, A. more...less External Links: MGP
 Documents Indexed: 41 Publications since 1972, including 1 Book 1 Contribution as Editor Reviewing Activity: 69 Reviews Co-Authors: 25 Co-Authors with 28 Joint Publications 505 Co-Co-Authors
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Co-Authors

 12 single-authored 5 Bretz, Frank 4 Espelid, Terje O. 4 Monahan, John F. 2 Berntsen, Jarle 2 Chisholm, John Stephen Roy 2 Malik, Arwa A. Abdul 2 Trinh, Giang 1 Ammon, A. 1 Azaïs, Jean-Marc 1 Cools, Ronald 1 Dasgupta, Nairanjana 1 Hartung, Tobias 1 Hayter, Anthony J. 1 Hochberg, Yosef 1 Hothorn, Ludwig A. 1 Jansen, Karl 1 Kahaner, David K. 1 Keister, B. D. 1 Kwong, Koon-Shing 1 Lazar, Nicole A. 1 Leovey, Hernan 1 Lyness, James N. 1 Pusterla, Modesto 1 Rabier, Charles-Elie 1 Rowlands, Glenys E. 1 Sadefo Kamdem, Jules 1 Schervish, Mark J. 1 Shaw, J. Ewart H. 1 Volmer, Julia 1 Wasserman, Larry Alan
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Serials

 7 Journal of Computational and Applied Mathematics 3 ACM Transactions on Mathematical Software 3 SIAM Journal on Numerical Analysis 3 Journal of Statistical Computation and Simulation 2 Methodology and Computing in Applied Probability 1 Computer Physics Communications 1 Journal of Computational Physics 1 Biometrical Journal 1 Journal of the American Statistical Association 1 SIAM Journal on Scientific and Statistical Computing 1 Statistical Science 1 Numerical Algorithms 1 International Journal of Computer Mathematics 1 Computational Statistics and Data Analysis 1 SIAM Journal on Scientific Computing 1 Lecture Notes in Statistics 1 NATO ASI Series. Series C. Mathematical and Physical Sciences 1 Sankhyā. Series B 1 Statistics and Computing
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Fields

 38 Numerical analysis (65-XX) 18 Approximations and expansions (41-XX) 13 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX)

Citations contained in zbMATH Open

34 Publications have been cited 474 times in 394 Documents Cited by Year
Computation of multivariate normal and $$t$$ probabilities. Zbl 1204.62088
Genz, Alan; Bretz, Frank
2009
Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight. Zbl 0856.65011
Genz, Alan; Keister, B. D.
1996
An adaptive algorithm for the approximate calculation of multiple integrals. Zbl 0900.65055
Berntsen, Jarle; Espelid, Terje O.; Genz, Alan
1991
Numerical computation of multivariate $$t$$-probabilities with application to power calculation of multiple contrasts. Zbl 0934.62020
Genz, Alan; Bretz, Frank
1999
Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region. Zbl 0443.65009
Genz, A. C.; Malik, A. A.
1980
Algorithm 698: DCUHRE: An adaptive multidimensional integration routine for a vector of integrals. Zbl 0900.65053
Berntsen, Jarle; Espelid, Terje O.; Genz, Alan
1991
On the numerical availability of multiple comparison procedures. Zbl 0978.62058
Bretz, Frank; Genz, Alan; Hothorn, Ludwig A.
2001
Statistics applications of subregion adaptive multiple numerical integration. Zbl 0741.65015
Genz, Alan
1992
An adaptive numerical cubature algorithm for simplices. Zbl 1072.65032
Genz, Alan; Cools, Ronald
2003
Numerical evaluation of singular multivariate normal distributions. Zbl 0963.62047
Genz, Alan; Kwong, Koon-Shing
2000
Fully symmetric interpolatory rules for multiple integrals. Zbl 0613.65021
Genz, Alan
1986
Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces. Zbl 1028.65015
Genz, Alan
2003
Spherical-radial integration rules for Bayesian computation. Zbl 0889.62019
Monahan, John; Genz, Alan
1997
An imbedded family of fully symmetric numerical integration rules. Zbl 0541.65012
Genz, A. C.; Malik, A. A.
1983
DECUHR: An algorithm for automatic integration of singular functions over a hyperrectangular region. Zbl 0811.65018
Espelid, Terje O.; Genz, Alan
1994
The numerical evaluation of certain multivariate normal integrals. Zbl 0596.65006
Genz, Alan; Kahaner, David K.
1986
Stochastic integration rules for infinite regions. Zbl 0916.65019
Genz, Alan; Monahan, John
1998
Bivariate conditioning approximations for multivariate normal probabilities. Zbl 1332.62055
Trinh, Giang; Genz, Alan
2015
A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight. Zbl 0943.65034
Genz, Alan; Monahan, John
1999
Accelerated convergence of sequences of quadrature approximations. Zbl 0246.65007
Chisholm, J. S. R.; Genz, A.; Rowlands, Glenys E.
1972
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Zbl 1285.91121
2008
Computation of the distribution of the maximum of stationary Gaussian processes. Zbl 1307.60069
Azaïs, Jean-Marc; Genz, Alan
2013
The supremum of chi-square processes. Zbl 1335.60080
Rabier, Charles-Elie; Genz, Alan
2014
The numerical evaluation of multiple integrals on parallel computers. Zbl 0615.65028
Genz, Alan
1987
Numerical integration. Recent developments, software and applications. Proceedings of the NATO advanced research workshop, Bergen, Norway, June 17-22, 1991. Zbl 0741.00054
1992
A method for computing Feynman amplitudes with branch cuts. Zbl 0333.65053
Chisholm, J. S. R.; Genz, A. C.; Pusterla, M.
1976
On the efficient numerical solution of lattice systems with low-order couplings. Zbl 1344.65031
Ammon, A.; Genz, A.; Hartung, T.; Jansen, K.; Leövey, H.; Volmer, J.
2016
On simplex trapezoidal rule families. Zbl 0429.41024
Lyness, J. N.; Genz, A. C.
1980
Approximations to multivariate $$t$$ integrals with application to multiple comparison procedures. Zbl 1268.62074
Genz, Alan; Bretz, Frank; Hochberg, Yosef
2004
Parallel adaptive algorithms for multiple integrals. Zbl 0691.65009
Genz, Alan
1989
Critical point and power calculations for the studentized range test for generally correlated means. Zbl 1004.62061
Bretz, Frank; Hayter, Anthony J.; Genz, Alan
2001
Methods for generating random orthogonal matrices. Zbl 0941.65027
Genz, Alan
2000
Subregion adaptive algorithms for multiple integrals. Zbl 0733.65013
Genz, Alan
1991
A nonlinear method for the acceleration of the convergence of multidimensional sequences. Zbl 0372.65001
Genz, Alan C.
1977
On the efficient numerical solution of lattice systems with low-order couplings. Zbl 1344.65031
Ammon, A.; Genz, A.; Hartung, T.; Jansen, K.; Leövey, H.; Volmer, J.
2016
Bivariate conditioning approximations for multivariate normal probabilities. Zbl 1332.62055
Trinh, Giang; Genz, Alan
2015
The supremum of chi-square processes. Zbl 1335.60080
Rabier, Charles-Elie; Genz, Alan
2014
Computation of the distribution of the maximum of stationary Gaussian processes. Zbl 1307.60069
Azaïs, Jean-Marc; Genz, Alan
2013
Computation of multivariate normal and $$t$$ probabilities. Zbl 1204.62088
Genz, Alan; Bretz, Frank
2009
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Zbl 1285.91121
2008
Approximations to multivariate $$t$$ integrals with application to multiple comparison procedures. Zbl 1268.62074
Genz, Alan; Bretz, Frank; Hochberg, Yosef
2004
An adaptive numerical cubature algorithm for simplices. Zbl 1072.65032
Genz, Alan; Cools, Ronald
2003
Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces. Zbl 1028.65015
Genz, Alan
2003
On the numerical availability of multiple comparison procedures. Zbl 0978.62058
Bretz, Frank; Genz, Alan; Hothorn, Ludwig A.
2001
Critical point and power calculations for the studentized range test for generally correlated means. Zbl 1004.62061
Bretz, Frank; Hayter, Anthony J.; Genz, Alan
2001
Numerical evaluation of singular multivariate normal distributions. Zbl 0963.62047
Genz, Alan; Kwong, Koon-Shing
2000
Methods for generating random orthogonal matrices. Zbl 0941.65027
Genz, Alan
2000
Numerical computation of multivariate $$t$$-probabilities with application to power calculation of multiple contrasts. Zbl 0934.62020
Genz, Alan; Bretz, Frank
1999
A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight. Zbl 0943.65034
Genz, Alan; Monahan, John
1999
Stochastic integration rules for infinite regions. Zbl 0916.65019
Genz, Alan; Monahan, John
1998
Spherical-radial integration rules for Bayesian computation. Zbl 0889.62019
Monahan, John; Genz, Alan
1997
Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight. Zbl 0856.65011
Genz, Alan; Keister, B. D.
1996
DECUHR: An algorithm for automatic integration of singular functions over a hyperrectangular region. Zbl 0811.65018
Espelid, Terje O.; Genz, Alan
1994
Statistics applications of subregion adaptive multiple numerical integration. Zbl 0741.65015
Genz, Alan
1992
Numerical integration. Recent developments, software and applications. Proceedings of the NATO advanced research workshop, Bergen, Norway, June 17-22, 1991. Zbl 0741.00054
1992
An adaptive algorithm for the approximate calculation of multiple integrals. Zbl 0900.65055
Berntsen, Jarle; Espelid, Terje O.; Genz, Alan
1991
Algorithm 698: DCUHRE: An adaptive multidimensional integration routine for a vector of integrals. Zbl 0900.65053
Berntsen, Jarle; Espelid, Terje O.; Genz, Alan
1991
Subregion adaptive algorithms for multiple integrals. Zbl 0733.65013
Genz, Alan
1991
Parallel adaptive algorithms for multiple integrals. Zbl 0691.65009
Genz, Alan
1989
The numerical evaluation of multiple integrals on parallel computers. Zbl 0615.65028
Genz, Alan
1987
Fully symmetric interpolatory rules for multiple integrals. Zbl 0613.65021
Genz, Alan
1986
The numerical evaluation of certain multivariate normal integrals. Zbl 0596.65006
Genz, Alan; Kahaner, David K.
1986
An imbedded family of fully symmetric numerical integration rules. Zbl 0541.65012
Genz, A. C.; Malik, A. A.
1983
Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region. Zbl 0443.65009
Genz, A. C.; Malik, A. A.
1980
On simplex trapezoidal rule families. Zbl 0429.41024
Lyness, J. N.; Genz, A. C.
1980
A nonlinear method for the acceleration of the convergence of multidimensional sequences. Zbl 0372.65001
Genz, Alan C.
1977
A method for computing Feynman amplitudes with branch cuts. Zbl 0333.65053
Chisholm, J. S. R.; Genz, A. C.; Pusterla, M.
1976
Accelerated convergence of sequences of quadrature approximations. Zbl 0246.65007
Chisholm, J. S. R.; Genz, A.; Rowlands, Glenys E.
1972
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Cited by 723 Authors

 13 Hothorn, Ludwig A. 11 Henrion, René 10 Bretz, Frank 10 Genz, Alan C. 8 Van Ackooij, Wim 7 Heitsch, Holger 6 Genton, Marc G. 6 Hayter, Anthony J. 5 Cools, Ronald 5 Kim, Hea-Jung 5 Liu, Wei 4 Germider, Oksana Vladimirovna 4 Glaz, Joseph 4 Gugat, Martin 4 Keyes, David Elliot 4 Konietschke, Frank 4 Popov, Vasily Nikolaevich 4 Sadefo Kamdem, Jules 4 Turkiyyah, George M. 3 Azaïs, Jean-Marc 3 Cao, Jian 3 Commenges, Daniel 3 Dahl, Lars O. 3 Espelid, Terje O. 3 Evans, Gwynne A. 3 Guillaume, Tristan 3 Haegemans, Ann 3 Hartung, Tobias 3 Hyslop, J. M. 3 Jansen, Karl 3 Leovey, Hernan 3 Möller, Andris 3 Nadarajah, Saralees 3 Nikoloulopoulos, Aristidis K. 3 Nobile, Fabio 3 Nomura, Noboru 3 Novak, Erich 3 Rabier, Charles-Elie 3 Rahman, Sharif 3 Robinson, John 3 Schaarschmidt, Frank 3 Schultz, Rüdiger 3 Tamellini, Lorenzo 3 Tempone, Raúl F. 3 Wang, Xiao 2 Ah-Kine, Pascal 2 Azzimonti, Dario 2 Babuška, Ivo 2 Benavoli, Alessio 2 Biesheuvel, Egbert H. E. 2 Branda, Martin 2 Bruch, Christian 2 Brunner, Edgar 2 Bull, J. Mark 2 Cantoni, Eva 2 Chen, Yuhing 2 Choi, Taeryon 2 Copps, K. 2 de Doncker, Elise 2 Dickhaus, Thorsten 2 Djira, Gemechis Dilba 2 Duník, Jindřich 2 Ebner, Bruno 2 Ferrari, Silvia Lopes de Paula 2 Forbes, R. C. 2 Freeman, T. L. 2 Gaetan, Carlo 2 Gerhard, Daniel 2 Guedj, Jeremie 2 Hamasaki, Toshimitsu 2 Hanks, Ephraim M. 2 Hasler, Mario 2 Henze, Norbert 2 Holling, Heinz 2 Holtz, Markus 2 Hooten, Mevin B. 2 Hsu, Jason C. 2 Huang, Yulong 2 Irincheeva, Irina 2 Jan, Show-Li 2 Karvonen, Toni 2 Kim, Jongphil 2 Ko, Jordan 2 Kojadinovic, Ivan 2 Kolassa, John E. 2 Kotz, Samuel 2 Lamm, Michael 2 Liao, Qinzhuo 2 Lin, Guang 2 Lin, Yueqiong 2 Lu, Shu 2 Mansouri, Hossein 2 Morán-Vásquez, Raúl Alejandro 2 Mousavi, S. E. 2 Neuhäuser, Markus 2 Noonan, Jack 2 Nuyens, Dirk 2 Ostrovskii, Dmitrii M. 2 Pallmann, Philip 2 Piga, Dario ...and 623 more Authors
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Cited in 150 Serials

 20 Computational Statistics and Data Analysis 19 Journal of Statistical Computation and Simulation 14 Biometrical Journal 14 Journal of Computational and Applied Mathematics 12 Statistics and Computing 11 Journal of Computational Physics 11 Biometrics 9 Methodology and Computing in Applied Probability 8 Communications in Statistics. Simulation and Computation 7 Computer Methods in Applied Mechanics and Engineering 7 Computational Statistics 7 Journal of Computational and Graphical Statistics 6 Journal of Multivariate Analysis 6 Communications in Statistics. Theory and Methods 6 International Journal of Theoretical and Applied Finance 5 International Journal for Numerical Methods in Engineering 5 Journal of the American Statistical Association 5 Annals of Operations Research 5 International Journal of Computer Mathematics 5 Mathematical Programming. Series A. Series B 5 Statistical Papers 4 Mathematics of Computation 4 Journal of Statistical Planning and Inference 4 Mathematical Problems in Engineering 4 SIAM/ASA Journal on Uncertainty Quantification 3 Computers & Mathematics with Applications 3 Computer Physics Communications 3 Metrika 3 Scandinavian Journal of Statistics 3 Applied Mathematics and Computation 3 BIT 3 Journal of Econometrics 3 Mathematics and Computers in Simulation 3 Applied Numerical Mathematics 3 Statistics 3 Optimization 3 Journal of Applied Statistics 3 Statistical Applications in Genetics and Molecular Biology 3 Journal of Statistical Theory and Practice 3 The Annals of Applied Statistics 3 Journal of Agricultural, Biological, and Environmental Statistics 2 The Canadian Journal of Statistics 2 Psychometrika 2 The Annals of Statistics 2 International Statistical Review 2 Numerische Mathematik 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Computational Mechanics 2 Machine Learning 2 Numerical Algorithms 2 Automation and Remote Control 2 European Journal of Operational Research 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Computational Optimization and Applications 2 SIAM Journal on Scientific Computing 2 Advances in Computational Mathematics 2 Monte Carlo Methods and Applications 2 Mathematical Methods of Operations Research 2 Quantitative Finance 2 North American Actuarial Journal 2 Computational Management Science 2 Electronic Journal of Statistics 2 Mathematical Geosciences 2 Communications in Mathematics and Statistics 1 Fluid Dynamics 1 International Journal of Solids and Structures 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Journal of the Mechanics and Physics of Solids 1 Nuclear Physics. B 1 Ukrainian Mathematical Journal 1 Bulletin of Mathematical Biology 1 ACM Transactions on Mathematical Software 1 Automatica 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Approximation Theory 1 Journal of Mathematical Psychology 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Mathematical Social Sciences 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Circuits, Systems, and Signal Processing 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Complexity 1 Constructive Approximation 1 Statistical Science 1 Computers & Operations Research 1 Journal of Scientific Computing 1 Economics Letters 1 International Journal of Adaptive Control and Signal Processing 1 Journal of Global Optimization 1 Computational Mathematics and Mathematical Physics 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Optimization 1 Test 1 Journal of Biopharmaceutical Statistics ...and 50 more Serials
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Cited in 34 Fields

 207 Statistics (62-XX) 148 Numerical analysis (65-XX) 56 Probability theory and stochastic processes (60-XX) 37 Operations research, mathematical programming (90-XX) 33 Approximations and expansions (41-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Mechanics of deformable solids (74-XX) 16 Fluid mechanics (76-XX) 15 Biology and other natural sciences (92-XX) 13 Systems theory; control (93-XX) 12 Partial differential equations (35-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 6 Functions of a complex variable (30-XX) 6 Computer science (68-XX) 6 Quantum theory (81-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Statistical mechanics, structure of matter (82-XX) 5 Geophysics (86-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Convex and discrete geometry (52-XX) 3 Potential theory (31-XX) 3 Functional analysis (46-XX) 3 Optics, electromagnetic theory (78-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Sequences, series, summability (40-XX) 2 Mechanics of particles and systems (70-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Measure and integration (28-XX) 1 Differential geometry (53-XX) 1 Astronomy and astrophysics (85-XX)