Browsing by Author "Joe, Stephen"

Now showing items 1-5 of 11

  • Adversarial risk analysis for first-price sealed-bid auctions.

    Ejaz, Muhammad; Joshi, Chaitanya; Joe, Stephen (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

    Kuo, Frances Y.; Joe, Stephen (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

    Joe, Stephen; Kuo, Frances Y. (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

    Joe, Stephen (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

    Joe, Stephen; Lyness, J.N. (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 ...

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