Monte Carlo strategies in scientific computing.
sequential Monte CarloMonte CarloconvergenceGibbs samplerpopulation geneticssignal processingMetropolis algorithmMarkov chainscomputational biologyIsing modeltextbookmolecular dynamicsmolecular simulationcluster algorithmsBayesian missing data problemschain-structured modelsexact sampling methodMarkov Monte Carlo
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Population dynamics (general) (92D25) Interacting particle systems in time-dependent statistical mechanics (82C22)
- Monte Carlo strategies in scientific computing
- scientific article; zbMATH DE number 3454731
- Monte Carlo methods.
- Monte Carlo algorithms.
- Monte Carlo Methods for Applied Scientists
- Stochastic simulation and Monte-Carlo methods.
- Stochastic algorithms and Monte Carlo methods.
- Exploring Monte Carlo methods.
- scientific article; zbMATH DE number 854710
- Control Theory and Experimental Design in Diffusion Processes
- Randomized sequential importance sampling for estimating the number of perfect matchings in bipartite graphs
- Bayesian inference using intermediate distribution based on coarse multiscale model for time fractional diffusion equations
- Bayes model selection with path sampling: factor models and other examples
- Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
- Identification and sampling of Bayesian posteriors of high-dimensional symmetric positive-definite matrices for data-driven updating of computational models
- Two-Stage Importance Sampling With Mixture Proposals
- Probabilistic star discrepancy bounds for double infinite random matrices
- Likelihood-free stochastic approximation EM for inference in complex models
- Explorations in Monte Carlo methods
- A new bi-fidelity model reduction method for Bayesian inverse problems
- Variance-based sensitivity analysis with the uncertainties of the input variables and their distribution parameters
- Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
- Robust discrete choice models with \(t\)-distributed kernel errors
- Optimal tuning of the hybrid Monte Carlo algorithm
- Bayesian model discrimination for partially-observed epidemic models
- Bayesian elastic net single index quantile regression
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
- On the accept-reject mechanism for Metropolis-Hastings algorithms
- A Bayesian linear model for the high-dimensional inverse problem of seismic tomography
- Low-rank solutions to the stochastic Helmholtz equation
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Stochastic modelling of urban structure
- Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems
- A tale of three probabilistic families: discriminative, descriptive, and generative models
- Particle filters for continuous likelihood evaluation and maximisation
- Infinite Swapping Algorithm for Training Restricted Boltzmann Machines
- Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
- Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsification
- Importance sampling from posterior distributions using copula-like approximations
- Bayesian inference with optimal maps
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
- Dynamic network reconstruction from heterogeneous datasets
- Accelerating Markov chain Monte Carlo sampling with diffusion models
- scientific article; zbMATH DE number 51798 (Why is no real title available?)
- Generalized multiple importance sampling
- RMCMC: a system for updating Bayesian models
- Two-scale spatial models for binary data
- Expectation-based approach for one-dimensional randomly disordered phononic crystals
- Bayesian Tobit quantile regression with single-index models
- A Bayesian Topological Framework for the Identification and Reconstruction of Subcellular Motion
- Uncertainty quantification of stochastic epidemic SIR models using B-spline polynomial chaos
- Some Numerical Methods for Rare Events Simulation and Analysis
- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling
- Importance sampling: intrinsic dimension and computational cost
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Sampling random graph homomorphisms and applications to network data analysis
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
- A novel method for estimating the common signals for consensus across multiple ranked lists
- Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
- Computing strategies for achieving acceptability: a Monte Carlo approach
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- scientific article; zbMATH DE number 7415082 (Why is no real title available?)
- Lectures on Monte Carlo methods
- Geodesic Monte Carlo on embedded manifolds
- Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets
- Sampling per mode for rare event simulation in switching diffusions
- Diffusion limits of the random walk Metropolis algorithm in high dimensions
- Exploring Monte Carlo methods
- Statistical verification of PCTL using antithetic and stratified samples
- Time-separated stochastic mechanics for the simulation of viscoelastic structures with local random material fluctuations
- Speeding up MCMC by Delayed Acceptance and Data Subsampling
- Spatio-temporal models for big multinomial data using the conditional multivariate logit-beta distribution
- Variance reduction using nonreversible Langevin samplers
- Sequential approximation of functions in Sobolev spaces using random samples
- Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015
- Weighted approximate Bayesian computation via Sanov's theorem
- Coupling and convergence for Hamiltonian Monte Carlo
- Splitting methods for differential equations
- Daisee: Adaptive importance sampling by balancing exploration and exploitation
- Metropolis integration schemes for self-adjoint diffusions
- Optimal scaling of random-walk Metropolis algorithms on general target distributions
- Convergence rate of multiple-try Metropolis independent sampler
- A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors
- Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
- A Bayesian approach to multiscale inverse problems with on-the-fly scale determination
- Error analysis of stochastic flight trajectory prediction models
- Predictive coarse-graining
- Analyzing complex mathematical model behavior by partial least squares regression-based multivariate metamodeling
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
- Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
- Smoothing Splines Approximation Using Hilbert Curve Basis Selection
- Regenerative Markov chain importance sampling
- Modified Hamiltonian Monte Carlo for Bayesian inference
- On the application of improved symplectic integrators in Hamiltonian Monte Carlo
- Simulation and the Monte Carlo method
- Monte Carlo methods
- Evaluation of four multiple imputation methods for handling missing binary outcome data in the presence of an interaction between a dummy and a continuous variable
- Convergence analysis of multifidelity Monte Carlo estimation
- Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
- Bayesian Subset Simulation
- Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers
- Hypothesis testing in adaptively sampled data: ART to maximize power beyond \textit{iid }sampling
- A review of Monte Carlo simulations of polymers with PERM
- Couplings for Andersen dynamics
- Angle-based models for ranking data
This page was built for publication: Monte Carlo strategies in scientific computing.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2473574)