Search Results - subject:"pseudo-random sequences"

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10010260956

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10010267543

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10004963950

Studying the effect of using low-discrepancy sequences to initialize population-based optimization algorithms

Omran, Mahamed; al-Sharhan, Salah; Salman, Ayed; Clerc, … - In: Computational Optimization and Applications 56 (2013) 2, pp. 457-480

In this paper, we investigate the use of low-discrepancy sequences to generate an initial population for population-based optimization algorithms. Previous studies have found that low-discrepancy sequences generally improve the performance of a population-based optimization algorithm. However,...

Persistent link: https://www.econbiz.de/10010698279

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - Institute for the Study of Labor (IZA) - 2006

purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10005566499

Pseudo random sequences generated by piecewise linear maps from the view point of dynamical system

Mori, Makoto - In: Mathematics and Computers in Simulation (MATCOM) 55 (2001) 1, pp. 177-189

Persistent link: https://www.econbiz.de/10010749867