Use of Wilcoxon Test Theory in Estimating the Distribution of a Ratio by Monte Carlo Methods [PDF]
Lincoln E. Moses
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An Application of the Monte Carlo Method to the Evaluation of Some Molecular Integrals [PDF]
D. R. Cowdrey, C. M. Reeves
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First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo [PDF]
This paper addresses the challenges associated with pricing exotic options, specifically path-dependent ones, with a focus on the limitations of standard Monte Carlo simulations and the advantages provided by Conditional Monte Carlo methods, introduced
Pier Giuseppe Giribone+1 more
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An Annealed Sequential Monte Carlo Method for Bayesian Phylogenetics [PDF]
We describe an "embarrassingly parallel" method for Bayesian phylogenetic inference, annealed Sequential Monte Carlo, based on recent advances in the Sequential Monte Carlo literature such as adaptive determination of annealing parameters. The algorithm provides an approximate posterior distribution over trees and evolutionary parameters as well as an ...
arxiv
Hydrogen diffusion in the thermosphere by Monte Carlo method [PDF]
S. O. Kastner
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Correction [to ‘Hydrogen diffusion in the thermosphere by Monte Carlo method’ by S.O. Kastner] [PDF]
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A Note on Linear Extrapolation of Multivariable Functions by the Monte Carlo Method [PDF]
Takao Tsuda, Hiroshi Matsumoto
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Calculating minimal cut sets is a typical quantification method used to evaluate the top event probability for a fault tree. If minimal cut sets cannot be calculated or if the accuracy of the quantification result is in doubt, the Monte Carlo method can ...
Sang Hoon Han
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Application of a modified Monte Carlo method for the simulation of heat conduction in a rectangular slab [PDF]
Monte Carlo method has been used to study heat conduction problems. It is grid-free inimplementation, unlike the conventional Finite Element and Finite Difference Method.
Ademola. A. Dare
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