Handbook of Monte Carlo Methods
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Cited in
(only showing first 100 items - show all)- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
- Bayesian estimation of agent-based models
- Splitting for multi-objective optimization
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
- Optimal design of stochastic distributed order linear SISO systems using hybrid spectral method
- Adaptive importance sampling for optimization under uncertainty problems
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
- A hierarchical Bayes ensemble Kalman filter
- Multicriteria choice based on criteria importance methods with uncertain preference information
- A dissipative particle dynamics method for arbitrarily complex geometries
- On the generalization of the hazard rate twisting-based simulation approach
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
- Uncertainty quantification of stochastic simulation for black-box computer experiments
- Optimal control approach for establishing wMelpop Wolbachia infection among wild Aedes aegypti populations
- A discrete optimality system for an optimal harvesting problem
- Approximating the tail of the Anderson-Darling distribution
- A range reduction method for generating discrete random variables
- Optimal release programs for dengue prevention using \textit{Aedes aegypti} mosquitoes transinfected with \textit{wMel} or \textit{wMelPop Wolbachia} strains
- Dealing with dependent uncertainty in modelling: a comparative study case through the Airy equation
- Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling
- Numerical integration to obtain second moment of inertia of axisymmetric heterogeneous body
- Efficient importance sampling for large sums of independent and identically distributed random variables
- 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
- Uncertainty quantification in hierarchical vehicular flow models
- Probabilistic prediction of outbreaks of meningococcus W-135 infections over the next few years in Spain
- Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
- Rare events in random geometric graphs
- Bootstrap methods for epistemic fuzzy data
- \textit{Wolbachia}-based biocontrol for dengue reduction using dynamic optimization approach
- Maximum likelihood solutions for multicriterial choice problems
- On testing pseudorandom generators via statistical tests based on the arcsine law
- Classical Langevin dynamics derived from quantum mechanics
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- The SIS and SIR stochastic epidemic models: a maximum entropy approach
- Fast and accurate computation of the distribution of sums of dependent log-normals
- Bayesian model discrimination for partially-observed epidemic models
- Mantel test for spatial functional data. An application to infiltration curves
- Importance sampling and its optimality for stochastic simulation models
- Importance sampling for partially observed temporal epidemic models
- Univariate continuous distributions: symmetries and transformations
- Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
- Inferring robust decision models in multicriteria classification problems: an experimental analysis
- Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
- Moving average stochastic volatility models with application to inflation forecast
- Sequential simulation of a conditional Boolean model
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications
- A regime switching skew-normal model of contagion
- Convergence of Markovian stochastic approximation with discontinuous dynamics
- A new argument in favor of hyperbolic discounting in very long term project appraisal
- An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
- Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
- Simulation and the Monte Carlo method
- 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
- A new approach to nonlinear modelling of dynamic systems based on fuzzy rules
- Computation of credit portfolio loss distribution by a cross entropy method
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation
- Simulation and Monte Carlo
- Splitting for optimization
- An efficient alternative to the exact evaluation of the quickest path flow network reliability problem
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
- 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
- Assigning probabilities to qualitative dynamics of gene regulatory networks
- Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques
- Efficient simulation of (\(\log\))normal random fields for hydrogeological applications
- Marginal Likelihood Estimation with the Cross-Entropy Method
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- Sampling Conditionally on a Rare Event via Generalized Splitting
- Performance evaluation of an importance sampling technique in a Jackson network
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
- Is the Brownian bridge a good noise model on the boundary of a circle?
- Ratio limits and simulation algorithms for the Palm version of stationary iterated tessellations
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- On first exit times and their means for Brownian bridges
- A cross-entropy scheme for mixtures
- Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals
- Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
- Permutational methods for performance analysis of stochastic flow networks
- Monte Carlo for estimating exponential convolution
- Detecting Directionality in Time Series
- Rare Event Estimation for Computer Models
- Hidden equations of risk critical thresholds
- A neural network approach to performance analysis of tandem lines: the value of analytical knowledge
- Approximately counting and sampling knowledge states
- Turnpike properties of optimal boundary control problems with random linear hyperbolic systems
- Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
- On the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacement
- Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
- Mobility Estimation for Langevin Dynamics Using Control Variates
- A method to calculate inverse solutions for steady open channel free-surface flow
- Explorations in Monte Carlo methods
- A random free-boundary diffusive logistic differential model: numerical analysis, computing and simulation
- Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
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