Handbook of Monte Carlo Methods
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Cited in
(only showing first 100 items - show all)- On testing pseudorandom generators via statistical tests based on the arcsine law
- A fast and accurate numerical method for the left tail of sums of independent random variables
- Maximum likelihood solutions for multicriterial choice problems
- Turnpike properties of optimal boundary control problems with random linear hyperbolic systems
- Efficient simulation of (\(\log\))normal random fields for hydrogeological applications
- A range reduction method for generating discrete random variables
- Fast and accurate computation of the distribution of sums of dependent log-normals
- Consistent prediction of well paths and geological surfaces
- Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
- Inferring robust decision models in multicriteria classification problems: an experimental analysis
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications
- A regime switching skew-normal model of contagion
- Continual approximation of the nanocantilever stain energy
- Numerical integration to obtain moment of inertia of nonhomogeneous material
- Rare events in random geometric graphs
- Importance sampling and its optimality for stochastic simulation models
- Is the Brownian bridge a good noise model on the boundary of a circle?
- Richards and Gompertz stochastic growth models with time-varying carrying capacity
- Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
- Mantel test for spatial functional data. An application to infiltration curves
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
- On using Monte Carlo simulations for sampling crystallite orientations from given texture data
- Stochastic modeling of inhomogeneities in the aortic wall and uncertainty quantification using a Bayesian encoder-decoder surrogate
- A dissipative particle dynamics method for arbitrarily complex geometries
- Uncertainty quantification in hierarchical vehicular flow models
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
- Approximately counting and sampling knowledge states
- Explorations in Monte Carlo methods
- A new reliability based optimization of tuned mass damper parameters using energy approach
- Cross-entropy method for estimation of posterior expectation in Bayesian VAR models
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
- Bootstrap methods for epistemic fuzzy data
- Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers
- Performance evaluation of an importance sampling technique in a Jackson network
- Bayesian model discrimination for partially-observed epidemic models
- Importance sampling for partially observed temporal epidemic models
- A new argument in favor of hyperbolic discounting in very long term project appraisal
- Detecting Directionality in Time Series
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
- Optimal design of stochastic distributed order linear SISO systems using hybrid spectral method
- Surrogate-enhanced simulation of aircraft in trimmed state
- A random free-boundary diffusive logistic differential model: numerical analysis, computing and simulation
- Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method
- Bayesian estimation of agent-based models
- Uncertainty quantification of stochastic simulation for black-box computer experiments
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
- Multicriteria choice based on criteria importance methods with uncertain preference information
- Rare Event Estimation for Computer Models
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
- On first exit times and their means for Brownian bridges
- Optimal control approach for establishing wMelpop Wolbachia infection among wild Aedes aegypti populations
- Approximating the tail of the Anderson-Darling distribution
- Monte Carlo for estimating exponential convolution
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
- Monte Carlo integration using elliptic curves
- Univariate continuous distributions: symmetries and transformations
- Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
- The SIS and SIR stochastic epidemic models: a maximum entropy approach
- Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- Hidden equations of risk critical thresholds
- A hierarchical Bayes ensemble Kalman filter
- An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
- \textit{Wolbachia}-based biocontrol for dengue reduction using dynamic optimization approach
- Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- Sequential estimation using hierarchically stratified domains with Latin hypercube sampling
- Permutational methods for performance analysis of stochastic flow networks
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- On the generalization of the hazard rate twisting-based simulation approach
- Optimal release programs for dengue prevention using \textit{Aedes aegypti} mosquitoes transinfected with \textit{wMel} or \textit{wMelPop Wolbachia} strains
- Classical Langevin dynamics derived from quantum mechanics
- A new framework for extracting coarse-grained models from time series with multiscale structure
- Probabilistic prediction of outbreaks of meningococcus W-135 infections over the next few years in Spain
- Simulation and Monte Carlo
- Comparing hierarchical models via the marginalized deviance information criterion
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- Splitting for multi-objective optimization
- Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling
- Computation of random time-shift distributions for stochastic population models
- Extracting information about the rotator cuff from magnetic resonance images using deterministic and random techniques
- Random search of stable member in a matrix polytope
- Mobility Estimation for Langevin Dynamics Using Control Variates
- Efficient importance sampling for large sums of independent and identically distributed random variables
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- Exploring stochasticity and imprecise knowledge based on linear inequality constraints
- Simulation and the Monte Carlo method
- Model-free output feedback discrete sliding mode control with disturbance compensation for precision motion systems
- Sampling Conditionally on a Rare Event via Generalized Splitting
- Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques
- A method to calculate inverse solutions for steady open channel free-surface flow
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
- Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
- On the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacement
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
- A new approach to nonlinear modelling of dynamic systems based on fuzzy rules
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
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