scientific article
From MaRDI portal
Publication:3311717
zbMath0529.68076MaRDI QIDQ3311717
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
systemsintegral equationsmodelsMonte Carlo methodrandom variablesdifferential equationslinear equationsvariance reductionpseudorandom numbersMonte Carlo integrationrandom searchregenerative processesstatistical aspect of simulation
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)
Related Items
An event bias technique for Monte Carlo device simulation., Monte Carlo algorithms for stationary device simulations., Exact methods for variable selection in principal component analysis: guide functions and pre-selection, On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling, Estimation of steady-state quantities of an HMM with some rarely generated emissions, Random sampling from low-discrepancy sequences: applications to option pricing, Transfer learning based multi-fidelity physics informed deep neural network, Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009, Robust approaches to \(N\)-leaching under uncertainties, A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning, PAC-Bayesian lifelong learning for multi-armed bandits, Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods, An extreme point result for convexity, concavity and monotonicity of parameterized linear equation solutions, On polynomial-time property for a class of randomized quadratures, Sequential experimental design based generalised ANOVA, Sequential Monto Carlo techniques for the solution of linear systems, Stochastic simulation and Monte Carlo methods applied to the assessment of hydro-thermal generating system operation, Probabilistic models and simulation methods for seismic ground acceleration, Uncertainty and method choice in discrete multiobjective programming problems, Monte Carlo radiosity, Testing nonlinear operators, Computational methods in optimization considering uncertainties - An overview, An efficient reliability-based optimization scheme for uncertain linear systems subject to general Gaussian excitation, Reliability analysis of a satellite structure with a parametric and a non-parametric probabilistic model, New advantages to obtain accurate matrix inversion, Different stochastic algorithms to obtain matrix inversion, Monte Carlo method via a numerical algorithm to solve a parabolic problem, Modeling temporal processes via belief networks and Petri nets, with application to expert systems, A mixture likelihood approach for generalized linear models, A useful property of order statistics and its application to UMVU estimation, Identification of continuous-time systems with multiple unknown time delays by global nonlinear least-squares and instrumental variable methods, Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\), Monte-Carlo evaluation of multivariate normal probabilities, Monte Carlo methods, Empirical validation of a Markovian learning model for knowledge structures, Reinforcement learning with replacing eligibility traces, Reliability analysis of hydraulic structures considering unit hydrograph uncertainty, Uncertainty quantification in bending analysis of moderately thick plates with elastically restrained edges using the Chaotic Radial Basis function, Structural reliability analysis of elastic-plastic structures using neural networks and Monte Carlo simulation, Multilevel model reduction for uncertainty quantification in computational structural dynamics, Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results, Reliability-based topology optimization using stochastic response surface method with sparse grid design, Staffing to maximize profit for call centers with impatient and repeat-calling customers, Bayesian inference of a multivariate regression model, Fast error estimates for indirect measurements: Applications to pavement engineering, Importance sampling imputation algorithms in quantile regression with their application in CGSS data, Dependent-chance goal programming and its genetic algorithm based approach, Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA, Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics, Influence of random uncertainties of anisotropic fibrous model parameters on arterial pressure estimation, Uncertainty quantification in computational linear structural dynamics for viscoelastic composite structures, Small sample uniformity in random number generation, Bayesian-validated computer-simulation surrogates for optimization and design: Error estimates and applications, Modeling multibody systems with uncertainties. I: Theoretical and computational aspects, Global sensitivity analysis for a stochastic flow problem, Stochastic analysis of dynamical systems by phase-space-controlled Monte Carlo simulation, Parallel solution methods for stochastic finite element analysis using Monte Carlo simulation, Balanced importance resampling for Markov chains, Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector, Designing machine operating strategy with simulated annealing and Monte Carlo simulation, Mastering uncertainty in industry. II: A survey of physical and numerical statistical modelling methods, An analytically derived cooling schedule for simulated annealing, Theoretical analysis and practical insights on importance sampling in Bayesian networks, Monte Carlo method for solving Fredholm integral equations of the second kind, Importance Sampling on Bayesian Networks with Deterministic Causalities, Importance sampling algorithms for Bayesian networks: principles and performance, Importance sampling-based estimation over AND/OR search spaces for graphical models, On Absolute Convergence of the Successive Approximations for Integral Equations with Analytic Nonlinearity, An adaptive procedure for the global minimization of a class of polynomial functions, Dynamic importance sampling in Bayesian networks based on probability trees, Using Monte Carlo method for ranking efficient DMUs, Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem, An item response model for nominal data based on the rising selection ratios criterion, Generation of classes of robust periodic railway timetables, Deformation band populations in fault damage zone---impact on fluid flow, A variance reduction method based on sensitivity derivatives, Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators, Reliability-based shape optimization of structures undergoing fluid--structure interaction phenomena, Genealogical particle analysis of rare events, Static hedging of multivariate derivatives by simulation, Real-time reinforcement learning by sequential actor-critics and experience replay, Estimates of inequality indices based on simple random, ranked set, and systematic sampling, Off-policy temporal difference learning with distribution adaptation in fast mixing chains, A surrogate based multi-fidelity approach for robust design optimization, Optimal potential functions for the interacting particle system method, Nonlinear Discriminant Functions for Mixed Random Walk Models, Incorporating Radiation in Noise-Induced Phase Evolution of Optical Solitons, A Monte Carlo algorithm for probabilistic propagation in belief networks based on importance sampling and stratified simulation techniques, Finite dimensional models for random functions, Bayesian Updating and Model Class Selection for Hysteretic Structural Models Using Stochastic Simulation, Solution of nonlinear programming with unknown distribution function, Efficiency of the random search method, Importance sampling in Bayesian networks using probability trees., Error reduction techniques in quasi-Monte Carlo integration., Optimization with simulation and multiobjective analysis in industrial decision-making: A case study, The uncertainty importance measures of the structural system in view of mixed uncertain variables, Estimation-based metaheuristics for the single vehicle routing problem with stochastic demands and customers, A stochastic optimization method for the evaluation of minima up to \(\varepsilon\), Stochastic finite element analysis of shells, Adaptive random search in quasi-Monte Carlo methods for global optimization, Grid-free simulation of diffusion using random wall methods, Inventory models under uncertainty: An adaptive approach, Applicable stochastic control: From theory to practice, On the role of continuously differentiable exact penalty functions in constrained global optimization, Effect of heterogeneous oxygen delivery on the oxygen distribution in skeletal muscle, Bayesian and likelihood inference from equally weighted mixtures, Simulated annealing for constrained global optimization, Global optimization by random perturbation of the gradient method with a fixed parameter, Theoretical framework and experimental procedure for modelling mesoscopic volume fraction stochastic fluctuations in fiber reinforced composites, Unbiased Monte Carlo evaluation of certain functional integrals, Coding techniques for handling failures in large disk arrays, The score function approach for sensitivity analysis of computer simulation models, The multivariate hazard construction, Proposal for a Monte Carlo simulation of turbulent mixing in reactive flows, Modelling redundancy allocation for a fuzzy random parallel-series system, Computer experiments for the analysis of extreme-value phenomena, On Kummer's distribution of type two and a generalized beta distribution, A batch acceptance complement method for generating random variables, Likelihood and other approaches to prediction in dynamic models, Random tunneling by means of acceptance-rejection sampling for global optimization, Parallel Monte Carlo computations for solving SLAE with minimum communications, On the calculation of the bounds of probability of events using infinite random sets, A new approach to choosing initial points in local search, Antithetic acceleration of Monte Carlo integration in Bayesian inference, Data error analysis in unconstrained optimization problems with the CESTAC method, Pure adaptive search in Monte Carlo optimization, Sensitivity analysis and the ``what if problem in simulation analysis, Importance sampling algorithms for the propagation of probabilities in belief networks, Stochastic analysis of a continuous review perishable inventory system with positive lead time and Poisson demand, Tail uncertainty analysis in complex systems, A combined reliability analysis approach with dimension reduction method and maximum entropy method, Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems, Sampling-based RBDO using the stochastic sensitivity analysis and dynamic kriging method, A comparative study of probability estimation methods for reliability analysis, An adaptive dimension decomposition and reselection method for reliability analysis, Adaptive virtual support vector machine for reliability analysis of high-dimensional problems, Depedent-chance programming: A class of stochastic optimization, High dimensional model representation for stochastic finite element analysis, Statistical analysis of fracture-length distribution sampled under the truncation and censoring effects, Model-based multidimensional clustering of categorical data, Collaborative production planning of supply chain under price and demand uncertainty, Bayesian estimation of a covariance matrix with flexible prior specification, From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s, A survey of numerical methods for stochastic differential equations, Generating random vectors uniformly distributed inside and on the surface of different regions, Autonomous reinforcement learning with experience replay, Stochastic inverse matrix computation with minimum variance of errors, An efficient mixture method, Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms, Hybrid high dimensional model representation for reliability analysis, Systematic choice of initial points in local search: Extensions and application to neural networks, A Monte Carlo method for solving unsteady adjoint equations, Random sequences in generalized Cantor sets, Exact and randomization distributions of Kolmogorov-Smirnov tests two or three samples, Conditional p-values for the F-statistic in a forward selection procedure, An adaptive Monte Carlo integration algorithm with general division approach, Monte Carlo evaluation of biological variation: Random generation of correlated non-Gaussian model parameters, Randomized quasi-Monte Carlo methods in pricing securities, Efficient, automated Monte Carlo methods for radiation transport, MONEDA: scalable multi-objective optimization with a neural network-based estimation of distribution algorithm, Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method, Statistical inference for multiple choice tests, Smoothing complements and randomized score functions, Nondifferentiable optimization via smooth approximation: General analytical approach, Population Monte Carlo algorithm in high dimensions, Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem, SampleSearch: importance sampling in presence of determinism, Estimation-based metaheuristics for the probabilistic traveling salesman problem, On solving integral equations using Markov chain Monte Carlo methods, Monte Carlo methods in statistical physics: mathematical foundations and strategies, Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem, A way to obtain Monte Carlo matrix inversion with minimal error, Arc refractor methods for adaptive importance sampling on large Bayesian networks under evidential reasoning, Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability, Random perturbations effects on the stability of tension leg platforms in offshore engineering and of other large structures, Approximate probability propagation with mixtures of truncated exponentials, Controlled stratification for quantile estimation, Reject the rejection technique, Stochastic analysis of a dependent parallel system, Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations, Solution of generalized density evolution equation via a family of \(\delta\) sequences, Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models, A survey on metaheuristics for stochastic combinatorial optimization, Importance sampling via a simulacrum, Applications to risk theory of a Monte Carlo multiple integration method., Modelling stochastic decision systems using dependent-chance programming, Estimation of posterior density functions from a posterior sample., Two-dimensional conditional simulations based on the wavelet decomposition of training images, Chance constrained programming with fuzzy parameters, Adaptive sample size and importance sampling in estimation-based local search for the probabilistic traveling salesman problem, About one Monte Carlo method for solving linear equations, On the optimality and efficiency of common random numbers, Conjugate processes and the simulation of ruin problems, Monte Carlo computation of the mean of a function with convex support, Optimal coverage of convex regions, Simulated annealing type algorithms for multivariate optimization, Posterior moments computed by mixed integration, A 1-1 poly-t random variable generator with application to Monte Carlo integration, Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting, Realistic and efficient reliability estimation for aerospace structures, Improvement of pure random search in global optimization, Variance reduction by the use of common and antithetic random variables, The implementation of the bayesian paradigm, Short-run characteristics of samples drawn by random walks, A new Monte Carlo method for solving systems of linear algebraic equations, SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration, Stochastic global optimization methods part I: Clustering methods, A satisficing DEA model to measure the customer-based brand equity, A genetic algorithm for chance constrained programming, PC Translation Models for Random Vectors and Multivariate Extremes, A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics, An adaptive Monte Carlo algorithm for European and American options, Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution, Probabilistic proof of a Hankel transform of Laguerre polynomials, Minimum variance importance samplingviaPopulation Monte Carlo, Low-variance direct Monte Carlo simulations using importance weights, Variance reduction techniques and quasi-Monte Carlo methods, Stochastic finite element methods for partial differential equations with random input data, Stochastic approximation algorithms: overview and recent trends., High-order stochastic simulation of complex spatially Distributed natural phenomena, Bayesian computation: a summary of the current state, and samples backwards and forwards, A variance reduction framework for stable feature selection, A new hybrid Monte Carlo simulation for Asian options pricing, Regenerative Markov Chain Importance Sampling, Notes on Confidence Limits for the Odds Ratio in Case‐Control Studies under Inverse Sampling, Monte Carlo Methods for Lattice Polygons, Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations, Numerical Solution of Stochastic Differential Equations in Finance, BAYESIAN ANALYSIS OF THE ADDITIVE MIXED MODEL FOR RANDOMIZED BLOCK DESIGNS, Validation of Simulation Models via Simultaneous Confidence Intervals, On the use of probability inequalities in random variate generation, Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration, Multivariate Simulation Output Analysis, Efficient Monte Carlo option pricing under CEV model, Smoothed Functional Algorithms for Stochastic Optimization Using q -Gaussian Distributions, A new theoretical framework for analyzing stochastic global optimization algorithms