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An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
作者:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:168/0  |  提交时间:2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
Sliced Latin Hypercube Designs for Computer Experiments With Unequal Batch Sizes 期刊论文
IEEE ACCESS, 2018, 卷号: 6, 页码: 60396-60402
作者:  Xu, Jin;  He, Xu;  Duan, Xiaojun;  Wang, Zhengming
收藏  |  浏览/下载:164/0  |  提交时间:2019/01/11
Computer simulation  data integration  emulation  sampling methods  uncertainty  
WEIGHTED APPROXIMATE FEKETE POINTS: SAMPLING FOR LEAST-SQUARES POLYNOMIAL APPROXIMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 1, 页码: A366-A387
作者:  Guo, Ling;  Narayan, Akil;  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:175/0  |  提交时间:2018/07/30
uncertainty quantification  least-squares approximations  Fekete points  QR decomposition