Alan Genz

According to our database1, Alan Genz authored at least 14 papers between 1989 and 2016.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Bibliography

2016
On the efficient numerical solution of lattice systems with low-order couplings.
Comput. Phys. Commun., 2016

2015
Bivariate conditioning approximations for multivariate normal probabilities.
Stat. Comput., 2015

2014
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2012
Efficient Simulation and Likelihood Methods for Non-Neutral Multi-Allele Models.
J. Comput. Biol., 2012

2008
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.
Comput. Stat. Data Anal., 2008

2004
Numerical computation of rectangular bivariate and trivariate normal and t probabilities.
Stat. Comput., 2004

2003
An adaptive numerical cubature algorithm for simplices.
ACM Trans. Math. Softw., 2003

1998
Stochastic Integration Rules for Infinite Regions.
SIAM J. Sci. Comput., 1998

1996
Lattice Methods for Multiple Integration (I. H. Sloan and S. Joe).
SIAM Rev., 1996

ParInt: A Software Package for Parallel Integration.
Proceedings of the 10th international conference on Supercomputing, 1996

1994
DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region.
Numer. Algorithms, 1994

1991
Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals.
ACM Trans. Math. Softw., 1991

An adaptive algorithm for the approximate calculation of multiple integrals.
ACM Trans. Math. Softw., 1991

1989
An Adaptive Numerical Integration Algorithm for Simplices.
Proceedings of the Computing in the 90's, 1989


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