MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS

From MaRDI portal
Revision as of 17:02, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3846499

DOI10.1111/J.1749-6632.1960.TB42846.XzbMath0111.12405OpenAlexW2124741347MaRDI QIDQ3846499

J. M. Hammersley

Publication date: 1960

Published in: Annals of the New York Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1749-6632.1960.tb42846.x




Related Items (69)

Star discrepancy subset selection: problem formulation and efficient approaches for low dimensionsAllgemeiner Bericht über Monte-Carlo-MethodenAn unsupervised machine-learning checkpoint-restart algorithm using Gaussian mixtures for particle-in-cell simulationsOn the numerical integration of non-periodic functions of several variablesExtension of van der Corput algorithm to LS-sequencesA conservative implicit-PIC scheme for the hybrid kinetic-ion fluid-electron plasma model on curvilinear meshesA sample-efficient deep learning method for multivariate uncertainty qualification of acoustic-vibration interaction problemsImpact of Data Assimilation on Cost-Accuracy Tradeoff in Multifidelity ModelsA direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equationA Modified Monte-Carlo QuadratureModel order reduction accelerated Monte Carlo stochastic isogeometric method for the analysis of structures with high-dimensional and independent material uncertaintiesParameter estimation for mechanical systems via an explicit representation of uncertaintyUnnamed ItemFast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear AlgebraMulticriteria engineering optimization problems: statement, solution and applicationsSolving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemesProjective multiscale time-integration for electrostatic particle-in-cell methodsComparison Between LS-Sequences and $$\beta $$ β -Adic van der Corput SequencesApproximation of multivariable functions with respect to random points less than \(2^k,k\) dimension of spaceNUMBER-THEORETIC METHOD IN APPROXIMATE ANALYSISThe method of forced probabilities: a computation trick for Bayesian model evidenceOn Sampling Methods for Costly Multi-Objective Black-Box OptimizationО классических теоретико-числовых сеткахMulticriteria analysis tools in real-life problemsA sequential designing-modeling technique when the input factors are not equally importantA Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under UncertaintyA generalization of Kakutani's splitting procedureExpected integration approximation under general equal measure partitionTIGHTER BOUNDS FOR THE DISCREPANCY OF BOXES AND POLYTOPESNumerical interpolation and differentiation of multivariable functionsOn the largest empty axis-parallel box amidst \(n\) pointsThe dispersion of the Hammersley sequence in the unit squareGeneration of space-filling uniform designs in unit hypercubesOn effective computation of expectations in large or infinite dimensionBi-fidelity stochastic gradient descent for structural optimization under uncertaintyOn irregularities of distribution. IVApproximation of high-dimensional rank one tensorsPiercing random boxesDiscrepancy of Hammersley points in Besov spaces of dominating mixed smoothnessReduced-order modeling of time-dependent PDEs with multiple parameters in the boundary dataThe model-specific Markov embedding problem for symmetric group-based modelsProper orthogonal decomposition and Monte Carlo based isogeometric stochastic method for material, geometric and force multi-dimensional uncertaintiesOn the number of maximum empty boxes amidst \(n\) pointsEstimating parameter and discretization uncertainties using a laminar-turbulent transition modelImproving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte CarloOn computing the exact value of dispersion of a sequenceEfficient non-myopic value-of-information computation for influence diagramsQuasi-Monte Carlo methods with applications in financeConditioning for variance reduction in estimating the sensitivity of simulationsVariance reduction in sample approximations of stochastic programsInterpolation of multivariable functions with respect to random pointsEpi-convergent discretizations of stochastic programs via integration quadraturesTolerance-based process plan evaluation using Monte Carlo simulationAlgorithmic construction of low-discrepancy point sets via dependent randomized roundingEfficient uncertainty quantification with the polynomial chaos method for stiff systemsPoint sets and sequences with small discrepancyPseudo-random trees: Multiple independent sequence generators for parallel and branching computationsQuasi-Monte Carlo methods and pseudo-random numbersA framework for data-driven analysis of materials under uncertainty: countering the curse of dimensionalityOn the \(L_2\)-discrepancy for anchored boxesThe Effect of Initial Population Sampling on the Convergence of Multi-Objective Genetic AlgorithmsOn the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integralsMulti-Objective Actuator Placement Optimization for Local Sound Control Evaluated in a Stochastic DomainOn a number-theoretical integration methodComparison of descriptive statistics for multidimensional point setsA Simple Geometric Method for Navigating the Energy Landscape of Centroidal Voronoi TessellationsA supplement to sowey's bibliography on random number generation and related topicsQuasi Monte Carlo time-frequency analysisCalculation of Discrepancy Measures and Applications







This page was built for publication: MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS