Results 1 to 10 of about 1,292,212 (270)
Comparative Monte Carlo efficiency by Monte Carlo analysis [PDF]
Physical Review E, 2010 We propose a modified power method for computing the subdominant eigenvalue $ _2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers of mixed signs to represent the subdominant eigenfuction.
Rubenstein, B. M. +2 more
openaire +4 more sources
Optimal Monte Carlo updating [PDF]
Physical Review E, 2004 Based on Peskun's theorem it is shown that optimal transition matrices in Markov chain Monte Carlo should have zero diagonal elements except for the diagonal element corresponding to the largest weight. We will compare the statistical efficiency of this sampler to existing algorithms, such as heat-bath updating and the Metropolis algorithm.
Pollet, Lode +3 more
openaire +6 more sources
TRANSITION MATRIX MONTE CARLO [PDF]
International Journal of Modern Physics C, 1999 Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from independent simulations.
Swendsen, R.H. +5 more
openaire +3 more sources
Frontiers in Sustainability, 2021 This systematic scoping review presents evidence from 52 primary research articles for the beneficial, and sustainable, use of coffee in personal care products.
Dão Pedro de Carvalho Neto +2 more
doaj +1 more source
Antithetic Magnetic and Shadow Hamiltonian Monte Carlo
IEEE Access, 2021 Hamiltonian Monte Carlo is a Markov Chain Monte Carlo method that has been widely applied to numerous posterior inference problems within the machine learning literature. Markov Chain Monte Carlo estimators have higher variance than classical Monte Carlo
Wilson Tsakane Mongwe +2 more
doaj +1 more source
MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
E-Jurnal Matematika, 2021 An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the ...
PUTU WIDYA ASTUTI +2 more
doaj +1 more source
GENERALIZED SENSITIVITY ANALYSIS CAPABILITY WITH THE DIFFERENTIAL OPERATOR METHOD IN RMC CODE [PDF]
EPJ Web of Conferences, 2021 Sensitivity analysis is an important way for us to know how the input parameters will affect the output of a system. Therefore, recently, there is an increased interest in developing sensitivity analysis methods in continuous-energy Monte Carlo Code due ...
Shi Guanlin +3 more
doaj +1 more source
Quasi Monte Carlo for Periodic Review in Inventory Systems [PDF]
E3S Web of Conferences, 2023 Periodic Review as a method is widely used especially in inventory system. In this paper Quasi Monte Carlo is used for simulating Periodic Review. The problem: How to implement Quasi Monte Carlo simulation in Periodic Review for inventory system of MSMEs
Sugiharti Endang +4 more
doaj +1 more source
E-Jurnal Matematika, 2022 Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence.
PUTU SAVITRI DEVI +2 more
doaj +1 more source