Alan Genz

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

On the efficient numerical solution of lattice systems with low-order couplings.

Andreas Ammon, Alan Genz, Tobias Hartung, Karl Jansen, Hernan Leövey, Julia Volmer

Comput. Phys. Commun., 2016

2015

Bivariate conditioning approximations for multivariate normal probabilities.

Giang Trinh, Alan Genz

Stat. Comput., 2015

2014

Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning.

Alan Genz, Giang Trinh

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2012

Efficient Simulation and Likelihood Methods for Non-Neutral Multi-Allele Models.

Paul Joyce, Alan Genz, Erkan Ozge Buzbas

J. Comput. Biol., 2012

2008

Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.

Jules Sadefo Kamdem, Alan Genz

Comput. Stat. Data Anal., 2008

2004

Numerical computation of rectangular bivariate and trivariate normal and t probabilities.

Alan Genz

Stat. Comput., 2004

2003

An adaptive numerical cubature algorithm for simplices.

Alan Genz, Ronald Cools

ACM Trans. Math. Softw., 2003

1998

Stochastic Integration Rules for Infinite Regions.

Alan Genz, John Monahan

SIAM J. Sci. Comput., 1998

1996

Lattice Methods for Multiple Integration (I. H. Sloan and S. Joe).

Alan Genz

SIAM Rev., 1996

ParInt: A Software Package for Parallel Integration.

Elise de Doncker, Ajay Gupta, Jay Ball, Patricia Ealy, Alan Genz

Proceedings of the 10th international conference on Supercomputing, 1996

1994

DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region.

Terje O. Espelid, Alan Genz

Numer. Algorithms, 1994

1991

Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals.

Jarle Berntsen, Terje O. Espelid, Alan Genz

ACM Trans. Math. Softw., 1991

An adaptive algorithm for the approximate calculation of multiple integrals.

Jarle Berntsen, Terje O. Espelid, Alan Genz

ACM Trans. Math. Softw., 1991

1989

An Adaptive Numerical Integration Algorithm for Simplices.

Alan Genz

Proceedings of the Computing in the 90's, 1989