Pages that link to "Item:Q2953876"
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The following pages link to Simulation and the Monte Carlo Method (Q2953876):
Displaying 50 items.
- Simulation-based classification; a model-order-reduction approach for structural health monitoring (Q1639582) (← links)
- Generation of discrete random variables in scalable frameworks (Q1686372) (← links)
- Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Some special features of finite-source retrial queues with collisions, an unreliable server and impatient customers in the orbit (Q1980491) (← links)
- Stochastic nonlocal damage analysis by a machine learning approach (Q2020969) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis (Q2072474) (← links)
- Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling (Q2106964) (← links)
- A new active-learning function for adaptive polynomial-chaos kriging probability density evolution method (Q2109434) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Simulation of Gaussian random field in a ball (Q2121630) (← links)
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems (Q2124875) (← links)
- 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 (Q2128924) (← links)
- A brief and understandable guide to pseudo-random number generators and specific models for security (Q2137825) (← links)
- Bayesian updating of failure probability curves with multiple performance functions of nonlinear structural dynamic systems (Q2138746) (← links)
- New efficient and robust method for structural reliability analysis and its application in reliability-based design optimization (Q2184430) (← links)
- Rare event simulation for large-scale structures with local nonlinearities (Q2184453) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- A nonlinear robust model predictive differential game guidance algorithm based on the particle swarm optimization (Q2205496) (← links)
- Credible seed identification for large-scale structural network alignment (Q2212530) (← links)
- Bi-fidelity stochastic gradient descent for structural optimization under uncertainty (Q2221705) (← links)
- A survey on kriging-based infill algorithms for multiobjective simulation optimization (Q2289950) (← links)
- A Bayesian method for characterizing population heterogeneity (Q2307369) (← links)
- Multilevel particle filters for Lévy-driven stochastic differential equations (Q2329798) (← links)
- Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation (Q2673974) (← links)
- Optimization of a stochastic joint replenishment inventory system with service level constraints (Q2676403) (← links)
- Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points (Q2696568) (← links)
- Multilevel Sequential Importance Sampling for Rare Event Estimation (Q3303985) (← links)
- (Q3385370) (← links)
- Dimension Reduction Method-Based RBDO for Dependent Interval Variables (Q4987579) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- Application of a Stochastic Version of the Restoring Force Surface Method to Identify a Duffing Oscillator (Q5013677) (← links)
- A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem (Q5051477) (← links)
- Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling (Q5052903) (← links)
- (Q5054647) (← links)
- Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit (Q5064415) (← links)
- Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC (Q5066382) (← links)
- Optimal regularizations for data generation with probabilistic graphical models (Q5078691) (← links)
- Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes (Q5113668) (← links)
- A Survey of Recent Results in Finite-Source Retrial Queues with Collisions (Q5126539) (← links)
- Finite Neuron Method and Convergence Analysis (Q5162357) (← links)
- The Ensemble Kalman Filter for Rare Event Estimation (Q5862907) (← links)
- Further analysis of the statistical independence of the NIST SP 800-22 randomness tests (Q6048639) (← links)
- Sparse Bayesian learning for complex‐valued rational approximations (Q6071370) (← links)
- An efficient method for estimating failure probability bounds under random‐interval mixed uncertainties by combining line sampling with adaptive Kriging (Q6092165) (← links)
- A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs (Q6097609) (← links)
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211) (← links)
- A neural network approach to performance analysis of tandem lines: the value of analytical knowledge (Q6109337) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
