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FJH23.bib
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%% This BibTeX bibliography file was created using BibDesk.
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%% Created for Fred J Hickernell at 2021-11-18 17:13:07 -0600
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@string{jcgs = {J. Comput.\ Graph.\ Statist.}}
@string{jcomp = {J. Complexity}}
@string{jcp = {J. Comput.\ Phys.}}
@string{jrssb = {J. Roy.\ Statist.\ Soc.\ B}}
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@string{mm = {Monatsh.\ Math.}}
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@string{ss = {Statist.\ Sinica}}
@string{stam = {Stud.\ Appl.\ Math}}
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@misc{Ips21a,
author = {I. Ipsen},
date-added = {2021-11-16 11:02:15 -0600},
date-modified = {2021-11-18 17:02:27 -0600},
howpublished = {Presentation at Dagstuhl Seminar on Proabilistic Numerical Methods -- From Theory to Implementation},
title = {{BayesCG}: A Probabilistic Numeric Linear Solver},
year = {2021}}
@webpage{IDEASAbout,
author = {{The IDEAS Team}},
date-added = {2021-11-11 12:51:03 -0600},
date-modified = {2021-11-11 12:52:49 -0600},
title = {IDEAS Productivity},
url = {https://ideas-productivity.org/ideas-home-page/about-ideas},
year = {2021},
bdsk-url-1 = {https://ideas-productivity.org/ideas-home-page/about-ideas}}
@webpage{IDEASWatershedPict,
date-added = {2021-11-11 12:27:43 -0600},
date-modified = {2021-11-18 17:01:31 -0600},
title = {IDEAS Watersheds Code Diagram},
url = {https://ess.science.energy.gov/wp-content/uploads/2021/01/IDEAS-Watersheds-software-ecosystem-road.jpg},
year = {2021},
bdsk-url-1 = {https://ess.science.energy.gov/wp-content/uploads/2021/01/IDEAS-Watersheds-software-ecosystem-road.jpg}}
@webpage{SciPyQMC,
author = {P. Roy},
date-added = {2021-11-10 16:54:38 -0600},
date-modified = {2021-11-10 16:55:44 -0600},
title = {{SciPy} Quasi-{M}onte {C}arlo submodule},
url = {https://docs.scipy.org/doc/scipy/reference/stats.qmc.html},
year = {2021},
bdsk-url-1 = {https://docs.scipy.org/doc/scipy/reference/stats.qmc.html}}
@webpage{probnum,
author = {J. Wenger and N. Kr\"amer and N. Bosch},
date-added = {2021-11-10 16:50:49 -0600},
date-modified = {2021-11-18 17:13:05 -0600},
title = {Prob{N}um},
url = {https://github.com/probabilistic-numerics/probnum},
year = {2021},
bdsk-url-1 = {https://github.com/probabilistic-numerics/probnum}}
@book{HolEic19a,
author = {A. Holder and J. Eichholz},
date-added = {2021-11-10 14:50:18 -0600},
date-modified = {2021-11-10 14:51:35 -0600},
publisher = {Springer},
title = {An Introduction to Computational Science},
year = {2019}}
@book{ShifShif14a,
author = {A. B. Shiflet and G. W. Shiflet},
date-added = {2021-11-10 14:47:58 -0600},
date-modified = {2021-11-10 14:49:44 -0600},
isbn = {9780691160719},
publisher = {Princeton University Press},
title = {Introduction to Computational Science},
year = {2014}}
@url{Her19a,
author = {M. Heroux},
date-added = {2021-11-10 14:24:09 -0600},
date-modified = {2021-11-10 14:27:04 -0600},
title = {Research Software Science: {A} Scientific Approach to Understanding and Improving How We Develop and Use Software for Research},
url = {https://bssw.io/blog_posts/research-software-science-a-scientific-approach-to-understanding-and-improving-how-we-develop-and-use-software-for-research},
urldate = {2019},
bdsk-url-1 = {https://bssw.io/blog_posts/research-software-science-a-scientific-approach-to-understanding-and-improving-how-we-develop-and-use-software-for-research}}
@techreport{ECP2020a,
author = {{IDEAS-ECP Team and Collaborators}},
date-added = {2021-11-10 14:20:15 -0600},
date-modified = {2021-11-10 14:23:26 -0600},
institution = {Excascale Computing Project},
title = {Advancing Scientific Productivity through Better Scientific Software: {D}eveloper Productivity and Software Sustainability Report},
url = {https://www.exascaleproject.org/wp-content/uploads/2020/01/IDEAS-ECP.Report.v1.0.pdf},
year = {2020},
bdsk-url-1 = {https://www.exascaleproject.org/wp-content/uploads/2020/01/IDEAS-ECP.Report.v1.0.pdf}}
@book{AsmGly2007a,
author = {S. Asmussen and P. Glynn},
date-added = {2021-09-27 09:02:48 -0500},
date-modified = {2021-09-27 09:05:15 -0500},
doi = {10.1007/978-0-387-69033-9},
publisher = {Springer-Verlag, New York},
series = {Stochastic Modelling and Applied Probability},
title = {Stochastic Simulation: Algorithms and Analysis},
volume = {57},
year = {2007},
bdsk-url-1 = {https://doi.org/10.1007/978-0-387-69033-9}}
@inproceedings{LEcEtal22a,
author = {P. L'Ecuyer and P. Marion and M. Godin and F. Puchhammer},
booktitle = {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods: {MCQMC}, {O}xford, 2020},
crossref = {ArnGilKel22a},
date-added = {2021-09-24 10:50:14 -0500},
date-modified = {2021-09-24 10:50:14 -0500},
title = {A Tool for Custom Construction of {QMC} and {RQMC} Point Sets}}
@manual{NAG24,
address = {Oxford},
author = {{The Numerical Algorithms Group}},
date-added = {2021-09-11 14:54:10 -0500},
date-modified = {2021-09-11 14:54:10 -0500},
edition = {{M}ark 23},
title = {The {NAG} Library},
year = {2013}}
@webpage{tfqf2021a,
author = {{TF Quant Finance Contributors}},
date-added = {2021-08-30 17:58:39 -0500},
date-modified = {2021-08-30 18:08:59 -0500},
title = {{TF} {Q}uant {F}inance: {T}ensor{F}low based {Q}uant {F}inance Library},
url = {https://github.com/google/tf-quant-finance},
year = {2021},
bdsk-url-1 = {https://github.com/google/tf-quant-finance}}
@webpage{Hig21a,
author = {N. Higham},
date-added = {2021-08-19 16:36:55 -0500},
date-modified = {2021-08-19 16:39:55 -0500},
title = {Disseminating Research through Articles and Blogs},
url = {https://ima.org.uk/17278/disseminating-research-through-articles-and-blogs/},
year = {2021},
bdsk-url-1 = {https://ima.org.uk/17278/disseminating-research-through-articles-and-blogs/}}
@mastersthesis{Vro19a,
author = {M. Vromans},
date-added = {2021-08-15 19:18:49 -0500},
date-modified = {2021-08-15 19:20:46 -0500},
school = {Katholieke Universiteit Leuven},
title = {Multilevel {M}onte {C}arlo for system reliability},
year = {2019}}
@phdthesis{Zha21a,
author = {K. Zhang},
date-added = {2021-08-09 16:32:14 -0500},
date-modified = {2021-08-25 00:14:16 -0500},
school = {Illinois Institute of Technology},
title = {Adaptive (Multilevel) Quasi-{M}onte {C}arlo Methods For {B}ayesian Inference and Uncertainty Quantification},
year = {2021+}}
@misc{Owe22a,
author = {A. B. Owen},
date-added = {2021-07-29 15:46:48 -0500},
date-modified = {2021-07-31 22:56:36 -0500},
howpublished = {\href{https://arxiv.org/pdf/2008.08051.pdf}},
title = {On dropping the first {Sobol'} point},
url = {https://arxiv.org/pdf/2008.08051.pdf},
year = {2021+},
bdsk-url-1 = {https://arxiv.org/pdf/2008.08051.pdf}}
@article{paszke2019pytorch,
author = {Paszke, Adam and Gross, Sam and Massa, Francisco and Lerer, Adam and Bradbury, James and Chanan, Gregory and Killeen, Trevor and Lin, Zeming and Gimelshein, Natalia and Antiga, Luca and Desmaison, Alban and K{\"o}pf, Andreas and Yang, Edward and DeVito, Zach and Raison, Martin and Tejani, Alykhan and Chilamkurthy, Sasank and Steiner, Benoit and Fang, Lu and Bai, Junjie and Chintala, Soumith},
date-modified = {2021-09-15 12:10:37 -0500},
journal = {Advances in neural information processing systems},
pages = {8026--8037},
title = {Py{T}orch: An imperative style, high-performance deep learning library},
volume = {32},
year = {2019}}
@article{virtanen2020scipy,
author = {Virtanen, Pauli and Gommers, Ralf and Oliphant, Travis E. and Haberland, Matt and Reddy, Tyler and Cournapeau, David and Burovski, Evgeni and Peterson, Pearu and Weckesser, Warren and Bright, Jonathan and van der Walt, St{\'e}fan J. and Brett, Matthew and Wilson, Joshua and Millman, K. Jarrod and Mayorov, Nikolay and Nelson, Andrew R. J. and Jones, Eric and Kern, Robert and Larson, Eric and Carey, C. J. and Polat, \.Ilhan and Feng, Yu and Moore, Eric W. and VanderPlas, Jake and Laxalde, Denis and Perktold, Josef and Cimrman, Robert and Henriksen, Ian and Quintero, E. A. and Harris, Charles R. and Archibald, Anne M. and Ribeiro, Ant{\^o}nio H. and Pedregosa, Fabian and van Mulbregt, Paul and Vijaykumar, Aditya and Bardelli, Alessandro Pietro and Rothberg, Alex and Hilboll, Andreas and Kloeckner, Andreas and Scopatz, Anthony and Lee, Antony and Rokem, Ariel and Woods, C. Nathan and Fulton, Chad and Masson, Charles and H{\"a}ggstr{\"o}m, Christian and Fitzgerald, Clark and Nicholson, David A. and Hagen, David R. and Pasechnik, Dmitrii V. and Olivetti, Emanuele and Martin, Eric and Wieser, Eric and Silva, Fabrice and Lenders, Felix and Wilhelm, Florian and Young, G. and Price, Gavin A. and Ingold, Gert-Ludwig and Allen, Gregory E. and Lee, Gregory R. and Audren, Herv{\'e} and Probst, Irvin and Dietrich, J{\"o}rg P. and Silterra, Jacob and Webber, James T. and Slavi{\v c}, Janko and Nothman, Joel and Buchner, Johannes and Kulick, Johannes and Sch{\"o}nberger, Johannes L. and de Miranda Cardoso, Jos{\'e}Vin{\'\i}cius and Reimer, Joscha and Harrington, Joseph and Rodr{\'\i}guez, Juan Luis Cano and Nunez-Iglesias, Juan and Kuczynski, Justin and Tritz, Kevin and Thoma, Martin and Newville, Matthew and K{\"u}mmerer, Matthias and Bolingbroke, Maximilian and Tartre, Michael and Pak, Mikhail and Smith, Nathaniel J. and Nowaczyk, Nikolai and Shebanov, Nikolay and Pavlyk, Oleksandr and Brodtkorb, Per A. and Lee, Perry and McGibbon, Robert T. and Feldbauer, Roman and Lewis, Sam and Tygier, Sam and Sievert, Scott and Vigna, Sebastiano and Peterson, Stefan and More, Surhud and Pudlik, Tadeusz and Oshima, Takuya and Pingel, Thomas J. and Robitaille, Thomas P. and Spura, Thomas and Jones, Thouis R. and Cera, Tim and Leslie, Tim and Zito, Tiziano and Krauss, Tom and Upadhyay, Utkarsh and Halchenko, Yaroslav O. and V{\'a}zquez-Baeza, Yoshiki and Contributors},
date-modified = {2021-07-22 12:48:03 -0500},
journal = {Nature Methods},
number = {3},
pages = {261--272},
title = {SciPy 1.0: fundamental algorithms for scientific computing in Python},
volume = {17},
year = {2020}}
@manual{MAT9.9,
address = {Natick, MA},
author = {{The MathWorks, Inc.}},
date-added = {2021-06-03 17:58:00 -0500},
date-modified = {2021-06-03 17:58:00 -0500},
title = {{MATLAB} R2020b},
year = {2020}}
@phdthesis{Jag19a,
author = {R. Jagadeeswaran},
date-added = {2021-03-15 18:41:00 -0500},
date-modified = {2021-03-15 18:42:51 -0500},
school = {Illinois Institute of Technology},
title = {Fast Automatic Bayesian Cubature Using Matching Kenrels and Designs},
year = {2019}}
@manual{MAT9.8,
address = {Natick, MA},
author = {{The MathWorks, Inc.}},
date-added = {2020-12-05 15:02:24 -0600},
date-modified = {2020-12-05 15:02:24 -0600},
title = {{MATLAB} R2020a},
year = {2020}}
@article{GorKarMar19a,
author = {A. Gorodetsky and S. Karaman and Y. Marzouk},
date-added = {2020-11-19 16:00:45 -0600},
date-modified = {2020-11-19 16:02:02 -0600},
journal = {Comput.\ Meth.\ Appl.\ Mech.\ Eng.},
pages = {59--84},
title = {A continuous analogue of the tensor-train decomposition},
volume = {347},
year = {2019}}
@article{Ose2011a,
author = {I. V. Oseledets},
date-added = {2020-11-19 15:47:29 -0600},
date-modified = {2020-11-19 15:48:31 -0600},
journal = {SIAM J. Sci.\ Comput.},
pages = {2295--2317},
title = {Tensor-Train Decomposition},
volume = {33},
year = {2011}}
@inproceedings{ZelPer05a,
author = {L. Zelnik-Manor and P. Perona},
booktitle = {Advances in {N}eural {I}nformation {P}rocessing {S}ystems},
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