Search results
From MaRDI portal
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance 2021-03-29 Paper Primal–dual quasi-Monte Carlo simulation with dimension...10 bytes (16 words) - 23:23, 8 December 2023
- value at risk using randomized quasi-Monte Carlo 2022-02-22 Paper Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance 2021-03-29...10 bytes (16 words) - 09:27, 7 October 2023
- confidence for Monte Carlo integration of smooth functions 2020-03-11 Paper A weighted discrepancy bound of quasi-Monte Carlo importance sampling 2019-09-05...10 bytes (16 words) - 09:45, 25 September 2023
- Quasi-Stationary Monte Carlo and The Scale Algorithm 2022-07-08 Paper Regeneration-enriched Markov processes with application to Monte Carlo 2021-11-04 Paper...10 bytes (19 words) - 09:38, 9 December 2023
- Type Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo 2024-02-20 Paper Higher-Order Monte Carlo through Cubic Stratification 2024-02-15...10 bytes (16 words) - 20:46, 9 December 2023
- Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights 2022-09-02 Paper Monte Carlo and Quasi–Monte Carlo Density...10 bytes (17 words) - 23:12, 8 December 2023
- for Markov chain Monte Carlo 2019-11-28 Paper Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo 2018-02-15 Paper...10 bytes (18 words) - 22:10, 9 December 2023
- Weighting in Monte Carlo Computation 2003-08-13 Paper Rejection Control and Sequential Importance Sampling 2002-07-30 Paper Sequential Monte Carlo Methods for...10 bytes (19 words) - 01:13, 9 December 2023
- nested sampling 2010-09-22 Paper https://portal.mardi4nfdi.de/entity/Q3588775 2010-09-10 Paper On variance stabilisation in population Monte Carlo by double...10 bytes (20 words) - 20:33, 9 December 2023
- Computing 2007-11-15 Paper Parallel Monte Carlo Sampling Scheme for Sphere and Hemisphere 2007-09-03 Paper Parallel Monte Carlo Approach for Integration of the...10 bytes (18 words) - 00:25, 11 December 2023
- Paper Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems 2017-07-03 Paper Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing...10 bytes (17 words) - 14:54, 7 December 2023
- Stratified Monte Carlo simulation of Markov chains 2021-02-19 Paper Sudoku Latin Square Sampling for Markov Chain Simulation 2020-08-26 Paper Quasi-Monte Carlo...10 bytes (16 words) - 23:11, 8 December 2023
- 1956-2004 2007-03-20 Paper Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 2004-11-18 Paper Oil price shocks...10 bytes (20 words) - 03:44, 10 December 2023
- delayed-acceptance kernels 2022-07-28 Paper Global Consensus Monte Carlo 2022-03-29 Paper Accelerating sequential Monte Carlo with surrogate likelihoods 2021-12-09 Paper...10 bytes (18 words) - 16:35, 27 February 2024
- differential geometric Markov chain Monte Carlo algorithms 2015-12-21 Paper Zero variance Markov chain Monte Carlo for Bayesian estimators 2015-10-16 Paper...10 bytes (16 words) - 12:27, 9 December 2023
- backward sampling particle filter 2020-12-14 Paper Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo 2020-10-05...10 bytes (14 words) - 16:37, 27 February 2024
- On the geometric ergodicity of Hamiltonian Monte Carlo 2019-09-25 Paper Control Functionals for Monte Carlo Integration 2019-05-09 Paper Convergence rates...10 bytes (18 words) - 17:49, 9 December 2023
- Derivative 2021-03-11 Paper Controlled sequential Monte Carlo 2020-12-14 Paper Unbiased Markov chain Monte Carlo for intractable target distributions 2020-08-17...10 bytes (17 words) - 19:04, 9 December 2023
- Hamiltonian Monte Carlo 2018-06-01 Paper Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional...10 bytes (18 words) - 11:57, 11 December 2023
- Paper Unbiased multi-index Monte Carlo 2018-05-03 Paper A note on random walks with absorbing barriers and sequential Monte Carlo methods 2018-05-03 Paper...10 bytes (19 words) - 02:41, 9 December 2023
