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09/20/2023
On the convergence conditions of Laplace importance sampling with randomized quasi-Monte Carlo
The study further explores randomized QMC (RQMC), which maintains the QM...
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10/28/2022
Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations
Deep learning methods have achieved great success in solving partial dif...
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03/07/2022
On the error rate of importance sampling with randomized quasi-Monte Carlo
Importance sampling (IS) is valuable in reducing the variance of Monte C...
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09/27/2021
Unbiased MLMC-based variational Bayes for likelihood-free inference
Variational Bayes (VB) is a popular tool for Bayesian inference in stati...
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09/11/2021
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks
Although many methods for computing the Greeks of discrete-time Asian op...
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11/24/2020
