Zdravko Botev
University of New South Wales
Professional Interests: Monte Carlo methods and algorithms; For more info, see http://web.maths.unsw.edu.au/~zdravkobotev/
Feeds
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Kernel Density Estimator for High Dimensions
fast multivariate kernel density estimation for high dimensions
8 years 前 | 5 次下载 |
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adaptive kernel density estimation in one-dimension
fast and reliable adaptive kernel density estimator
8 years 前 | 4 次下载 |
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Fractional Brownian motion generator
Generates fractional Brownian motion with a given Hurst parameter using the FFT.
8 years 前 | 4 次下载 |
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Normal Quantile with Precision
computes the normal quantile function with high precision for extreme values in the tail
9 years 前 | 2 次下载 |
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Truncated Normal and Student's t-distribution toolbox
Perfect simulation from the truncated (multivariate) normal and student's t-distribution.
9 years 前 | 5 次下载 |
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Fractional Brownian field or surface generator
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.
9 years 前 | 2 次下载 |
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Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform
9 years 前 | 1 次下载 |
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kernel density estimation
fast and accurate state-of-the-art bivariate kernel density estimator
9 years 前 | 38 次下载 |
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Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data
9 years 前 | 18 次下载 |
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Truncated Multivariate Normal Generator
(perfect) sampling from the truncated multivariate normal density
9 years 前 | 6 次下载 |
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Multivariate normal cumulative distribution (QMC)
state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions
9 years 前 | 2 次下载 |
已提交
Multivariate normal cumulative distribution
state-of-the-art algorithm for computing the multivariate normal cdf in high dimensions
9 years 前 | 3 次下载 |
