The following pages link to (Q3311717):
Displayed 33 items.
- Monte Carlo Methods for Lattice Polygons (Q3651686) (← links)
- Validation of Simulation Models via Simultaneous Confidence Intervals (Q3678472) (← links)
- On the use of probability inequalities in random variate generation (Q3685065) (← links)
- Multivariate Simulation Output Analysis (Q3687678) (← links)
- Variance reduction by the use of common and antithetic random variables (Q3703168) (← links)
- The implementation of the bayesian paradigm (Q3704732) (← links)
- Short-run characteristics of samples drawn by random walks (Q3711718) (← links)
- Stochastic global optimization methods part I: Clustering methods (Q3773708) (← links)
- Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution (Q3813265) (← links)
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (Q4017563) (← links)
- A genetic algorithm for chance constrained programming (Q4344288) (← links)
- A new theoretical framework for analyzing stochastic global optimization algorithms (Q4515594) (← links)
- Improvement of pure random search in global optimization (Q4521055) (← links)
- A satisficing DEA model to measure the customer-based brand equity (Q4603924) (← links)
- Stochastic finite element methods for partial differential equations with random input data (Q4683917) (← links)
- Notes on Confidence Limits for the Odds Ratio in Case‐Control Studies under Inverse Sampling (Q4717737) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
- Low-variance direct Monte Carlo simulations using importance weights (Q4933354) (← links)
- A variance reduction framework for stable feature selection (Q4969855) (← links)
- Regenerative Markov Chain Importance Sampling (Q4976578) (← links)
- A new Monte Carlo method for solving systems of linear algebraic equations (Q4993678) (← links)
- An adaptive Monte Carlo algorithm for European and American options (Q5076663) (← links)
- A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
- Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
- Smoothed Functional Algorithms for Stochastic Optimization Using <i>q</i> -Gaussian Distributions (Q5270716) (← links)
- PC Translation Models for Random Vectors and Multivariate Extremes (Q5376557) (← links)
- Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614) (← links)
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics (Q5698798) (← links)
- Probabilistic proof of a Hankel transform of Laguerre polynomials (Q5926838) (← links)
- Variance reduction techniques and quasi-Monte Carlo methods (Q5946106) (← links)
- Stochastic approximation algorithms: overview and recent trends. (Q5955825) (← links)
- High-order stochastic simulation of complex spatially Distributed natural phenomena (Q5962032) (← links)
- Bayesian computation: a summary of the current state, and samples backwards and forwards (Q5963784) (← links)