Browsing by Author "Luttmer, Kristopher"

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    RandQMC USER'S GUIDE
    (2002-12-18) Lemieux, Christiane; Cieslak, Mikolaj; Luttmer, Kristopher
    This package contains implementations for many quasi-Monte Carlo methods and their associated randomizations. It is designed so that the same program shell can be used for all methods, with only a different input file in each case. Some of the methods included in the package can deal with an infinite (random) dimension, and most of the others have a limit of 360 on the dimension. A program that correctly generates the input file is provided with the package, as well as some basic statistical tools.
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    The complexity of separability testing
    (2005) Luttmer, Kristopher; Watrous, John