Grid methods in simulation and random variate generation
From MaRDI portal
(Redirected from Publication:1069659)
Recommendations
- Variational approach to grid generation
- scientific article; zbMATH DE number 1425465
- Grid generation methods
- Variational grid generation
- On some approach to numerical grid generation
- Parameter estimation in variational grid generation
- A Discrete Variational Grid Generation Method
- Computationally efficient generation of Gaussian conditional simulations over regular sample grids
- Some computational aspects on generating numerical grids
- scientific article; zbMATH DE number 1961378
Cites work
- scientific article; zbMATH DE number 3176961 (Why is no real title available?)
- scientific article; zbMATH DE number 3767009 (Why is no real title available?)
- scientific article; zbMATH DE number 3322645 (Why is no real title available?)
- scientific article; zbMATH DE number 3396865 (Why is no real title available?)
- A computer program for the generation of random variables from any discrete distribution
- An Efficient Method for Generating Discrete Random Variables with General Distributions
- Generating discrete random variables in a computer
- On Mixture Methods for the Computer Generation of Random Variables
- Simulation of some spatial hard core models, and the complete packing problem
Cited in
(29)- Inference for Weibull competing risks model with partially observed failure causes under generalized progressive hybrid censoring
- A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model
- Nonparametric estimation of multivariate scale mixtures of uniform densities
- Generalized exponential distribution: Bayesian estimations
- Optimal ellipsoids and decomposition of positive definite matrices
- Random sampling of contingency tables via probabilistic divide-and-conquer
- A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
- Inference of progressively censored competing risks data from Kumaraswamy distributions
- First-exit times of an inverse Gaussian process
- A random number generator based on unpredictable chaotic functions
- A multi-scale synthetic eddy method for generating inflow data for LES
- Geometric inhomogeneous random graphs
- Probability density estimation in stochastic environmental models using reverse representa\-tions
- Explicit Kronecker-Weyl theorems and applications to prime number races
- Influence diagnostics in generalized symmetric linear models
- A new measure of association for bivariate survival data
- On random variate generation when only moments of Fourier coefficients are known
- On the density of log-spot in the Heston volatility model
- Binary decompositions of probability densities and random-bit simulation
- Law of the first passage triple of a spectrally positive strictly stable process
- Taming reluctant random walks in the positive quadrant
- A mixture representation of the Linnik distribution
- Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
- Automated rejection sampling from product of distributions
- Analytic and asymptotic properties of generalized Linnik probability densities
- A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
- Fast Bayesian estimation for VARFIMA processes with stable errors
- The effects of nutrient chemotaxis on bacterial aggregation patterns with non-linear degenerate cross diffusion
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation
This page was built for publication: Grid methods in simulation and random variate generation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069659)
