Alan Genz

14 papers A 1Journal 11Unranked 2
YearRankTypeTitle / Venue / Authors
2016 J jnl
On the efficient numerical solution of lattice systems with low-order couplings.
Comput. Phys. Commun.
Andreas Ammon, Alan Genz, Tobias Hartung, Karl Jansen, Hernan Leövey, Julia Volmer
2015 J jnl
Bivariate conditioning approximations for multivariate normal probabilities.
Stat. Comput.
Giang Trinh, Alan Genz
2014 — conf
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning.
MCQMC
Alan Genz, Giang Trinh
2012 J jnl
Efficient Simulation and Likelihood Methods for Non-Neutral Multi-Allele Models.
J. Comput. Biol.
Paul Joyce, Alan Genz, Erkan Ozge Buzbas
2008 J jnl
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.
Comput. Stat. Data Anal.
Jules Sadefo Kamdem, Alan Genz
2004 J jnl
Numerical computation of rectangular bivariate and trivariate normal and t probabilities.
Stat. Comput.
Alan Genz
2003 J jnl
An adaptive numerical cubature algorithm for simplices.
ACM Trans. Math. Softw.
Alan Genz, Ronald Cools
1998 J jnl
Stochastic Integration Rules for Infinite Regions.
SIAM J. Sci. Comput.
Alan Genz, John Monahan
1996 J jnl
Lattice Methods for Multiple Integration (I. H. Sloan and S. Joe).
SIAM Rev.
Alan Genz
1996 A conf
ParInt: A Software Package for Parallel Integration.
International Conference on Supercomputing
Elise de Doncker, Ajay Gupta, Jay Ball, Patricia Ealy, Alan Genz
1994 J jnl
DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region.
Numer. Algorithms
Terje O. Espelid, Alan Genz
1991 J jnl
Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals.
ACM Trans. Math. Softw.
Jarle Berntsen, Terje O. Espelid, Alan Genz
1991 J jnl
An adaptive algorithm for the approximate calculation of multiple integrals.
ACM Trans. Math. Softw.
Jarle Berntsen, Terje O. Espelid, Alan Genz
1989 — conf
An Adaptive Numerical Integration Algorithm for Simplices.
Great Lakes Computer Science Conference
Alan Genz