Results 71 to 80 of about 247,914 (236)
International Journal of Sustainable Energy, 2023 The previous stochastic hosting capacity prediction method using the Monte Carlo method for high photovoltaic (PV) penetration with a battery energy storage system (BESS) required a large number of computations to achieve the expected accuracy.
Wijaya Yudha Atmaja +2 more
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Sample caching Markov chain Monte Carlo approach to boson sampling simulation
New Journal of Physics, 2020 Boson sampling is a promising candidate for quantum supremacy. It requires to sample from a complicated distribution, and is trusted to be intractable on classical computers.
Yong Liu +12 more
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New Computer Experiment Designs Using Continuum Random Cluster Point Process
International Journal of Analysis and Applications, 2023 In this paper, we propose a new approach for building computer experiment designs using the continuum random cluster point process, also referred to as the connected component Markov point process.
Hichem Elmossaoui, Nadia Oukid
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The Bootstrap and Markov-Chain Monte Carlo [PDF]
Journal of Biopharmaceutical Statistics, 2011 This note concerns the use of parametric bootstrap sampling to carry out Bayesian inference calculations. This is only possible in a subset of those problems amenable to Markov-Chain Monte Carlo (MCMC) analysis, but when feasible the bootstrap approach offers both computational and theoretical advantages.
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Markov chain simulation for multilevel Monte Carlo
Foundations of Data Science, 2021 This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is associated to a continuum problem, such as a continuous-time stochastic process.
Jasra, Ajay, Law, Kody J. H., Xu, Yaxian
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Supplement to "Markov Chain Monte Carlo Based on Deterministic Transformations" [PDF]
arXiv, 2013 This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106 ...
arxiv
Schedules of lectures and Monte Carlo method
Lietuvos Matematikos Rinkinys, 2011 In this paper the problem of the construction of schedule of lectures is considered. The Markov chain Monte Carlo method is used. A particular program based on simulated annealing algorithm was created.
Nikolaj Grigorjev +1 more
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Study of Jupiter’s Interior with Quadratic Monte Carlo Simulations
The Astrophysical Journal, 2023 We construct models for Jupiter’s interior that match the gravity data obtained by the Juno and Galileo spacecraft. To generate ensembles of models, we introduce a novel quadratic Monte Carlo technique, which is more efficient in confining fitness ...
Burkhard Militzer
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MCMCpack: Markov Chain Monte Carlo in R
Journal of Statistical Software, 2011 We introduce MCMCpack, an R package that contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. In addition to code that can be used to fit commonly used models, MCMCpack also contains some useful ...
Andrew D. Martin +2 more
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A Bayesian model for binary Markov chains
International Journal of Mathematics and Mathematical Sciences, 2004 This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated.
Souad Assoudou, Belkheir Essebbar
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