Results 11 to 20 of about 1,407,468 (324)
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.
F. F. Assaad +9 more
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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.
BRIAN DIGGS +6 more
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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
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A HYBRID MONTE-CARLO-DETERMINISTIC METHOD FOR AP1000 EX-CORE DETECTOR RESPONSE SIMULATION [PDF]
EPJ Web of Conferences, 2021 The ex-core detector-response calculation is a typical deep-penetration problem, which is challenging for the Monte Carlo method. The response of the ex-core detector is an important parameter for the safe operation of the nuclear power plants. Meanwhile,
Zheng Qi +6 more
doaj +1 more source
Journal of Applied Probability, 2019 AbstractIn this paper we propose a new theory and methodology to tackle the problem of unifying Monte Carlo samples from distributed densities into a single Monte Carlo draw from the target density. This surprisingly challenging problem arises in many settings (for instance, expert elicitation, multiview learning, distributed ‘big data’ problems, etc.),
Dai, Hongsheng +2 more
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Journal of Turbulence, 2020 This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning experiments to test hypotheses can be substituted by `blind' randomised experiments, and notes that the increased ...
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Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning [PDF]
INFORMS Journal on Computing, 2022 Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean in the sense that, for the best popular nonparametric density estimators, the mean integrated square error converges more slowly than at the canonical rate of [Formula: see text].
Pierre L’Ecuyer +2 more
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, 1999 We suggest how to construct an effective low energy Hamiltonian via Monte Carlo starting from a given action. We test it by computing thermodynamical observables like average energy and specific heat for simple quantum systems.Comment: Contribution to ...
Chun-Qing Huang +6 more
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PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
E-Jurnal Matematika, 2012 Value at Risk (VaR) is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data.
WAYAN ARTHINI +2 more
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