Simulation and the Monte Carlo method
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)
Recommendations
Cited in
(97)- On advanced Monte Carlo simulation procedures in stochastic structural dynamics
- Simulation-based classification; a model-order-reduction approach for structural health monitoring
- Generation of discrete random variables in scalable frameworks
- Variance reduction in Monte Carlo estimators via empirical variance minimization
- Distortion measures and homogeneous financial derivatives
- Some special features of finite-source retrial queues with collisions, an unreliable server and impatient customers in the orbit
- Stochastic nonlocal damage analysis by a machine learning approach
- Bank-sourced credit transition matrices: estimation and characteristics
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis
- Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling
- A new active-learning function for adaptive polynomial-chaos kriging probability density evolution method
- Variance reduction for additive functionals of Markov chains via martingale representations
- Simulation of Gaussian random field in a ball
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability n-simplex
- A brief and understandable guide to pseudo-random number generators and specific models for security
- Bayesian updating of failure probability curves with multiple performance functions of nonlinear structural dynamic systems
- New efficient and robust method for structural reliability analysis and its application in reliability-based design optimization
- Rare event simulation for large-scale structures with local nonlinearities
- Variance reduction for Markov chains with application to MCMC
- A nonlinear robust model predictive differential game guidance algorithm based on the particle swarm optimization
- Credible seed identification for large-scale structural network alignment
- Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
- A survey on kriging-based infill algorithms for multiobjective simulation optimization
- A Bayesian method for characterizing population heterogeneity
- Multilevel particle filters for Lévy-driven stochastic differential equations
- Stochastic simulation: Algorithms and analysis
- Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation
- Optimization of a stochastic joint replenishment inventory system with service level constraints
- Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
- Classical Monte Carlo simulation
- A Poisson process model for Monte Carlo
- Multilevel sequential importance sampling for rare event estimation
- Mathematical modeling of stochastic systems using the generalized normal solution method
- scientific article; zbMATH DE number 4086905 (Why is no real title available?)
- Dimension Reduction Method-Based RBDO for Dependent Interval Variables
- Variance reduction for dependent sequences with applications to stochastic gradient MCMC
- Application of a stochastic version of the restoring force surface method to identify a Duffing oscillator
- A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- scientific article; zbMATH DE number 7625196 (Why is no real title available?)
- Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit
- Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC
- Optimal regularizations for data generation with probabilistic graphical models
- Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
- A survey of recent results in finite-source retrial queues with collisions
- Finite neuron method and convergence analysis
- Digital dice. Computational solutions to practical probability problems.
- Simulation and the Monte Carlo Method
- The ensemble Kalman filter for rare event estimation
- Further analysis of the statistical independence of the NIST SP 800-22 randomness tests
- Sparse Bayesian learning for complex‐valued rational approximations
- An efficient method for estimating failure probability bounds under random‐interval mixed uncertainties by combining line sampling with adaptive Kriging
- A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk
- A neural network approach to performance analysis of tandem lines: the value of analytical knowledge
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
- On the one-point quadrature discretization in peridynamics: a novel perspective from Monte Carlo integration
- Distilling Importance Sampling for Likelihood Free Inference
- A numerical optimization approach for pricing components in customer defined bundles in a B2B market
- Pricing American put option using RBF-NN: new simulation of Black-Scholes
- Generalized F-discrepancy-based point selection strategy for dependent random variables in uncertainty quantification of nonlinear structures
- Non-stationary nonzero mean probabilistic solutions of nonlinear stochastic oscillators subjected to both additive and multiplicative excitations
- Generative models in the problem of evaluating the efficiency of computer algorithms
- Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- An adaptive kriging method for solving nonlinear inverse statistical problems
- Decision-Oriented Two-Parameter Fisher Information Sensitivity Using Symplectic Decomposition
- Rare-event simulation for neural network and random forest predictors
- Compact discrete unified gas kinetic scheme for unsteady and steady particle-based multiscale Boltzmann transport
- Monte Carlo methods with infinite variances
- Controlling antithetic variates
- Transporting higher-order quadrature rules -- quasi-Monte Carlo points and sparse grids for mixture distributions
- Spectral informed neural networks
- Antithetic variates revisited again
- A new class of moment-constrained mean square error representative samples for continuous distributions
- Importance sampling for rare event tracking within the ensemble Kalman filtering framework
- Zeroth-order proximal clipped gradient method with shifts for distributed stochastic composite optimization problems with infinite variance
- Current tendencies in free-running oscillators: a review
- An adaptive importance sampling for locally stable point processes
- Implementation of different stochastic models in the frame of a dynamic polyhedral gravitational approach
- Covariance-free bifidelity control variates importance sampling for rare event reliability analysis
- Transitional active learning of small probabilities
- Distributed end-effector formation control for networked 2-DoF flexible-joint manipulators with partially underactuated agents
- Reliable simulation of extremely-truncated log-concave distributions
- A backstepping-based nonlinear controller for glucose-insulin system dynamics in type-1 diabetes patients
- Adaptive kriging-assisted multi-fidelity subset simulation for reliability analysis
- Uncertainty quantification and confidence intervals for naive rare-event estimators
- A generalized discontinuous Hamilton Monte Carlo for transdimensional sampling
- A stochastic perturbation approach to nonlinear bifurcating problems
- Coverage study of the NIST SP 800-22 randomness statistical tests suite
- Weighted multi-criteria decision-making with coalition strategies: a framework for citizens public participation
- Set-based monitoring for signal temporal logic with uncertainty mitigation and confidence guarantees
- A stochastic framework for ruin probabilities under time-changed Brownian motion
- A general-framework for two-scale stochastic constitutive modeling of concrete: bridging code-based damage laws and random field theory
- Multimodal sampling via Schrödinger-Föllmer samplers with temperatures
- Efficient Monte Carlo simulation via the generalized splitting method
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