Zdravko Botev

University of New South Wales

Last seen: 3 months ago | Active since 2015

Followers: 3 Following: 0

Message

Professional Interests: Monte Carlo methods and algorithms; For more info, see http://web.maths.unsw.edu.au/~zdravkobotev/

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RANK
176 of 20,456

REPUTATION
7,277

AVERAGE RATING
4.80

CONTRIBUTIONS
13 Files

DOWNLOADS
102

ALL TIME DOWNLOADS
67682

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Submitted

Kernel Density Estimator for High Dimensions
fast multivariate kernel density estimation for high dimensions

8 years ago | 5 downloads |

5.0 / 5

Submitted

adaptive kernel density estimation in one-dimension
fast and reliable adaptive kernel density estimator

8 years ago | 5 downloads |

5.0 / 5

Submitted

Fractional Brownian motion generator
Generates fractional Brownian motion with a given Hurst parameter using the FFT.

8 years ago | 4 downloads |

5.0 / 5

Submitted

Normal Quantile with Precision
computes the normal quantile function with high precision for extreme values in the tail

9 years ago | 2 downloads |

0.0 / 5

Submitted

Truncated Normal Generator
truncated normal generator

9 years ago | 11 downloads |

4.6 / 5

Submitted

Truncated Normal and Student's t-distribution toolbox
Perfect simulation from the truncated (multivariate) normal and student's t-distribution.

9 years ago | 5 downloads |

5.0 / 5

Submitted

Fractional Brownian field or surface generator
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

9 years ago | 2 downloads |

5.0 / 5

Submitted

Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform

9 years ago | 1 download |

5.0 / 5

Submitted

kernel density estimation
fast and accurate state-of-the-art bivariate kernel density estimator

9 years ago | 37 downloads |

4.4 / 5

Submitted

Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data

9 years ago | 19 downloads |

4.7 / 5

Submitted

Truncated Multivariate Normal Generator
(perfect) sampling from the truncated multivariate normal density

9 years ago | 6 downloads |

5.0 / 5

Submitted

Multivariate normal cumulative distribution (QMC)
state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions

9 years ago | 2 downloads |

0.0 / 5

Submitted

Multivariate normal cumulative distribution
state-of-the-art algorithm for computing the multivariate normal cdf in high dimensions

9 years ago | 3 downloads |

5.0 / 5