Browsing by Author "Joe, Stephen"
Now showing items 1-5 of 11
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Adversarial risk analysis for first-price sealed-bid auctions.
(Wiley, 2021)Adversarial risk analysis (ARA) is an upcoming methodology that is considered to haveadvantages over the traditional decision-theoretic and game-theoretic approaches. ARAsolutions for first-price sealed-bid (FPSB) auctions ... -
Component-by-component construction of good intermediate-rank lattice rules
(Society for Industrial and Applied Mathematics, 2003)It is known that the generating vector of a rank-1 lattice rule can be constructed component-by-component to achieve strong tractability error bounds in both weighted Korobov spaces and weighted Sobolev spaces. Since the ... -
Constructing Sobol' sequences with better two-dimensional projections
(Society for Industrial and Applied Mathematics, 2008-08)Direction numbers for generating Sobol' sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 (2003), pp. 49–57]. However, these ... -
Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy
(Springer, Berlin, 2006)The ‘goodness’ of a set of quadrature points in [0, 1]d may be measured by the weighted star discrepancy. If the weights for the weighted star discrepancy are summable, then we show that for n prime there exist n-point ... -
Determination of the rank of an integration lattice
(Springer Netherlands, 2006)The continuing and widespread use of lattice rules for high-dimensional numerical quadrature is driving the development of a rich and detailed theory. Part of this theory is devoted to computer searches for rules, appropriate ...
Co-authors for Stephen Joe
Supervised by Stephen Joe
Showing up to 5 theses - most recently added to Research Commons first.
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The structure and average discrepancies of lattice rules for numerical integration
(The University of Waikato, 2000)Lattice rules are equal-weight quadrature rules which are used in the approximation of multidimensional integrands over the s-dimensional unit cube [0,1]ˢ. One of the problems encountered in the study of such rules is the ... -
Adversarial risk analysis for first-price sealed-bid auctions
(The University of Waikato, 2021)First-price sealed-bid (FPSB) auctions have mostly been modelled in auction theory using the decision-theoretic and Bayesian game-theoretic approaches. From a practical point of view, each approach has its limitations. To ... -
Constructive approaches to quasi-Monte Carlo methods for multiple integration
(The University of Waikato, 2002)Recently, quasi-Monte Carlo methods have been successfully used for approximating multiple integrals in hundreds of dimensions in mathematical finance, and were significantly more efficient than Monte Carlo methods. To ... -
Computational Bayesian inference using low discrepancy sequences
(The University of Waikato, 2019)The Integrated Nested Laplace Approximation (INLA) provides fast and accurate Bayesian inference for complex hierarchical models. For INLA, and other deterministic methods, the hyperparameter space is explored and points ...
