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Statistics
A Journal of Theoretical and Applied Statistics
Volume 21, 1990 - Issue 2
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Original Articles

Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm

Bernard Lapeybe ENPC-CERMA, Noisy-Le-Grand, France
,
Gxlles Pages ENPC-CERMA, Noisy-Le-Grand, France
&
Kabam Sab ENPC-CERMA, Noisy-Le-Grand, France
Pages 251-272 | Received 01 Aug 1988, Published online: 05 Jul 2007

Citations (15)

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Gilles Pagès & Yi-Jun Xiao. (1997) Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests. Journal of Statistical Computation and Simulation 56:2, pages 163-188.
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Articles from other publishers (14)

Caio Kalil Lauand & Sean Meyn. (2023) Quasi-Stochastic Approximation: Design Principles With Applications to Extremum Seeking Control. IEEE Control Systems 43:5, pages 111-136.
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Shuhang Chen, Adithya Devraj, Andrey Berstein & Sean Meyn. (2021) Revisiting the ODE Method for Recursive Algorithms: Fast Convergence Using Quasi Stochastic Approximation. Journal of Systems Science and Complexity 34:5, pages 1681-1702.
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Shuhang Chen, Adithya Devraj, Andrey Bernstein & Sean Meyn. (2021) Accelerating Optimization and Reinforcement Learning with Quasi Stochastic Approximation. Accelerating Optimization and Reinforcement Learning with Quasi Stochastic Approximation.
Andrey Bernstein, Yue Chen, Marcello Colombino, Emiliano Dall'Anese, Prashant Mehta & Sean Meyn. (2019) Quasi-Stochastic Approximation and Off-Policy Reinforcement Learning. Quasi-Stochastic Approximation and Off-Policy Reinforcement Learning.
Gilles Pagès & Benedikt Wilbertz. 2012. Numerical Methods in Finance. Numerical Methods in Finance 171 213 .
Harald Luschgy, Gilles Pagès & Benedikt Wilbertz. (2010) Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces. ESAIM: Probability and Statistics 14, pages 93-116.
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Sidonie Lefebvre, Antoine Roblin, Suzanne Varet & G?rard Durand. (2010) A methodological approach for statistical evaluation of aircraft infrared signature. Reliability Engineering & System Safety 95:5, pages 484-493.
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O. Bardou, N. Frikha & G. Pag?s. (2009) Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications 15:3.
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Gilles Pagès & Jacques Printems. 2009. Special Volume: Mathematical Modeling and Numerical Methods in Finance. Special Volume: Mathematical Modeling and Numerical Methods in Finance 595 648 .
Olivier Bardou, Noufel Frikha & Gilles Pagès. 2009. Monte Carlo and Quasi-Monte Carlo Methods 2008. Monte Carlo and Quasi-Monte Carlo Methods 2008 193 208 .
Gilles Pagès. 2008. Monte Carlo and Quasi-Monte Carlo Methods 2006. Monte Carlo and Quasi-Monte Carlo Methods 2006 101 142 .
Vlad Bally & Gilles Pagès. (2003) A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Bernoulli 9:6.
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Gilles Pagès. (1998) A space quantization method for numerical integration. Journal of Computational and Applied Mathematics 89:1, pages 1-38.
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Jean-Claude Fort & Gilles Pagès. (2016) Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method. Advances in Applied Probability 28:4, pages 1072-1094.
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