The Monte Carlo Method

From MaRDI portal
Publication:5789631

DOI10.2307/2280232zbMath0033.28807OpenAlexW4237826793WikidataQ55951512 ScholiaQ55951512MaRDI QIDQ5789631

S. Ulam, N. Metropolis

Publication date: 1949

Full work available at URL: https://doi.org/10.2307/2280232




Related Items (only showing first 100 items - show all)

Joint modelling of longitudinal binary data and survival dataGenerating Empirical Core Size Distributions of Hedonic Games Using a Monte Carlo MethodGeneralized stochastic approach for constitutive equation in linear elasticity: a random matrix modelMODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESSReliability sensitivity analysis of stochastic finite element modelsMonte Carlo Euler approximations of HJM term structure financial modelsSensitivity analysis and practical identifiability of some mathematical models in biologyStochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component SubstitutionModeling the reemergence of information diffusion in social networkUnnamed ItemA FCM-based deterministic forecasting model for fuzzy time seriesRANDOM NEURAL NETWORK METHODS AND DEEP LEARNINGEine Konvergenzverbesserung für die Newtonsche MethodeProgrammgesteuerte digitale Rechengeräte (elektronische Rechenmaschinen)One-stage tree: end-to-end tree builder and prunerIdentification of boundary conditions by solving Cauchy problem in linear elasticity with material uncertaintiesUnnamed ItemOptimal regularizations for data generation with probabilistic graphical modelsTowards stable radial basis function methods for linear advection problemsOn Bayesian parameter estimation of beta log Weibull distribution under type-II censoringOn black-box optimization in divide-and-conquer SAT solvingMathematical modeling of the receptor-mediated endocytosis process of targeted therapeutic agents in drug delivery systemsGroup decision making based on acceptable multiplicative consistency of hesitant fuzzy preference relationsOn some properties and applications of intervened cluster negative binomial distributionHistory dependent quantum random walks as quantum lattice gas automataBayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorialUniform derandomization from pathetic lower boundsMoment matching adaptive importance sampling with skew-Student proposalsAssessing the effect of E-Bayesian inference for Poisson inverse exponential distribution parameters under different loss functions and its applicationPractical identifiability of parametrised models: a review of benefits and limitations of various approachesMultilevel and multifidelity uncertainty quantification for cardiovascular hemodynamicsPenalty and partitioning techniques to improve performance of QUBO solversHow much of the storage in the ecosystem is due to cycling?A quantitative study on the approximation error and speed-up of the multi-scale MCMC (Monte Carlo Markov chain) method for molecular dynamicsClassifying and quantifying basins of attractionTamoxifen treatment failure in cancer and the nonlinear dynamics of TGF\(\beta\)Stochastic linearization of the bearing in adaptive antenna arrays with coarse space-time statisticsOn Monte Carlo computation of posterior expectations with uncertaintyABC on IBCCross-mode stabilized stochastic shallow water systems using stochastic finite element methodsTensor approximation of the self-diffusion matrix of tagged particle processesStatistical inference of stress-strength reliability of Gompertz distribution under type II censoringHauptprobleme der UnternehmensforschungParallel cross interpolation for high-precision calculation of high-dimensional integralsA GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETSSoftware modules categorization through likelihood and bayesian analysis of finite dirichlet mixturesMaximally chaotic dynamical systemsUnnamed ItemThe Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation ModelsEffective bandwidth of non-Markovian packet trafficA dyadic IRT modelmultiUQ: an intrusive uncertainty quantification tool for gas-liquid multiphase flowsSurrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty QuantificationDesigning machine operating strategy with simulated annealing and Monte Carlo simulationTowards a unified multiresolution scheme for treating discontinuities in differential equations with uncertaintiesScattering with Real-Time Path IntegralsEnsemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion ProblemsPacking identical spheres into a cylinderLinking physics and spatial statistics: a new family of Boltzmann-Gibbs random fieldsBy force of habit: Self-trapping in a dynamical utility landscapeDynamics of a lattice 2-group gauge theory modelFinding Effective SAT Partitionings Via Black-Box OptimizationImproving the pseudo-randomness properties of chaotic maps using deep-zoomA New Foreperiod Effect on Intertrial Phase Coherence. Part I: Existence and Behavioral RelevanceSmartMOBILE and its Applications to Guaranteed Modeling and Simulation of Mechanical SystemsA fast, decomposed pressure correction method for an intrusive stochastic multiphase flow solverEstimating parameter and discretization uncertainties using a laminar-turbulent transition modelOn the Foundations and the Applications of Evolutionary ComputingLévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material SciencesA PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODSOn the use of heterogeneous thresholds ordinal regression models to account for individual differences in response styleTracking Uncertainty in a Spatially Explicit Susceptible-Infected Epidemic ModelEfficiency Analysis of Photogrammetric System by Simulation ModellingHybrid chaotic quantum behaved particle swarm optimization algorithm for thermal design of plate fin heat exchangersUnnamed ItemMonte Carlo and Las Vegas randomized algorithms for systems and control. An introductionA generalized log-normal distribution and its goodness of fit to censored dataA Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk methodUnnamed ItemDifferential Equation Modeling of HIV Viral Fitness Experiments: Model Identification, Model Selection, and Multimodel InferenceTowards understanding the theoretical challenges of numerical modeling of dynamical systemsMarkov Chain Approach to Probabilistic Guidance for Swarms of Autonomous AgentsTwo-component aerosol dynamic simulation using differentially weighted operator splitting Monte Carlo methodQuasi-Monte Carlo methods and pseudo-random numbersOn the reliability estimation of multicomponent stress–strength model for Burr XII distribution using progressively first-failure censored samplesCondensed SFEs for nonlinear mechanical problemsMulti-scale modelling strategy for textile composites based on stochastic reinforcement geometryEfficient evaluation of reliability-oriented sensitivity indicesUncertainty analysis of complex structural systemsLoss functions for estimation of extrema with an application to disease mappingMonte Carlo Methods for Lattice PolygonsExtended Pincus theorems and convergence of simulated annealingSparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary methodGeneralizing Gillespie's direct method to enable network-free simulationsEfficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's FormulaUnnamed ItemUnnamed ItemCombination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problemsNon-intrusive Uncertainty Propagation with Error Bounds for Conservation Laws Containing DiscontinuitiesOptimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations




This page was built for publication: The Monte Carlo Method