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Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables

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Outgoing claims: the papers this work cites, builds on, or argues with.

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An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
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Hardware Generation of Arbitrary Random Number Distributions From Uniform Distributions Via the Inversion Method
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Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables
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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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A THEORY OF THE TERM STRUCTURE OF INTEREST RATES
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Multilevel Monte Carlo Path Simulation
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Approximation Theory and Methods.
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Continuous Univariate Distributions.
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Approximate Formulae for the Percentage Points and the Probability Integral of the Non-Central χ 2 Distribution
inferredcites →https://doi.org/10.2307/2346889openalex-snapshot
Algorithm AS 111: The Percentage Points of the Normal Distribution
inferredcites →https://doi.org/10.2307/2347061openalex-snapshot
Algorithm AS 70: The Percentage Points of the Normal Distribution
inferredcites →https://doi.org/10.2307/2347113openalex-snapshot
Algorithm AS 91: The Percentage Points of the χ 2 Distribution
inferredcites →https://doi.org/10.2307/2347330openalex-snapshot
Algorithm AS 241: The Percentage Points of the Normal Distribution
inferredcites →https://doi.org/10.2307/2348907openalex-snapshot
Continuous Univariate Distributions.
inferredcites →https://doi.org/10.48550/arxiv.1506.03997openalex-snapshot
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What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.5347571openalex-extracted
Approximations of the Inverse Cumulative Distribution Function using Transport Maps and Physics-informed Neural Networks
inferred← citeshttps://doi.org/10.1007/s00180-026-01761-3openalex-snapshot
A comparative study of sampling techniques for generating correlated multivariate normal random variates
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Approximations of the cumulative distribution function using transport maps learning
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Discretized Approximate Ancestral Sampling
inferred← citeshttps://doi.org/10.1137/21m1399385openalex-snapshot
Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables
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Rounding Error Using Low Precision Approximate Random Variables
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Random Variate Generation with Formal Guarantees
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A nested MLMC framework for efficient simulations on FPGAs
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How to use classical machine health indicators under highly impulsive noise - procedure of non-linear signal transformation
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Exploration on the Application of Computer Graphics Processing Technology in Color Management and Visual Communication Optimization of Graphic Design
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