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09/05/2022
A negative dependence framework to assess different forms of scrambling
We use the framework of dependence to assess the benefits of scrambling ...
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11/15/2021
Single-Index Importance Sampling with Stratification
In many stochastic problems, the output of interest depends on an input ...
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11/08/2019
Normal variance mixtures: Distribution, density and parameter estimation
Efficient computation of the distribution and log-density function of mu...
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01/10/2013