Alan Genz
Affiliations: | Mathematics | Washington State University, Pullman, WA, United States |
Area:
Numerical Integration, Multiple Integrals, Statistical AnalysisGoogle:
"Alan Genz"
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Publications
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| Ammon A, Genz A, Hartung T, et al. (2016) On the efficient numerical solution of lattice systems with low-order couplings Computer Physics Communications. 198: 71-81 |
| Trinh G, Genz A. (2014) Bivariate conditioning approximations for multivariate normal probabilities Statistics and Computing. 25: 989-996 |
| Rabier CE, Genz A. (2014) The Supremum of Chi-Square Processes Methodology and Computing in Applied Probability. 16: 715-729 |
| Azaïs JM, Genz A. (2013) Computation of the Distribution of the Maximum of Stationary Gaussian Processes Methodology and Computing in Applied Probability. 15: 969-985 |
| Smith AD, Genz A, Freiberger DM, et al. (2009) Efficient computation of confidence intervals for Bayesian model predictions based on multidimensional parameter space. Methods in Enzymology. 454: 213-31 |
| Sadefo Kamdem J, Genz A. (2008) Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options Computational Statistics and Data Analysis. 52: 3389-3407 |
| Genz A. (2008) MCQMC methods for multivariate statistical distributions Monte Carlo and Quasi-Monte Carlo Methods 2006. 35-52 |
| Genz A. (2004) Numerical computation of rectangular bivariate and trivariate normal and t probabilities Statistics and Computing. 14: 251-260 |
| Genz A, Cools R. (2003) An adaptive numerical cubature algorithm for simplices Acm Transactions On Mathematical Software. 29: 297-308 |
| Genz A. (2003) Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces Journal of Computational and Applied Mathematics. 157: 187-195 |