Results 11 to 20 of about 255,160 (310)

SMCTC : sequential Monte Carlo in C++ [PDF]

, 2009
Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature.
Johansen, Adam M., Adam M. Johansen
core   +1 more source

Geodesic Monte Carlo on Embedded Manifolds [PDF]

, 2013
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows
Simon Byrne, Byrne, Simon, Byrne, S, Girolami, M, Mark Girolami, Girolami, Mark   +5 more
core   +1 more source

Markov chain Monte Carlo methods for state-space models with point process observations [PDF]

, 2012
This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations.
Niranjan, Mahesan, Girolami, Mark, Yuan, Ke   +2 more
core   +1 more source

Monte Carlo methods

EPJ Web of Conferences, 2013
Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable.
Bardenet Rémi
doaj   +1 more source

Neutron Cross Section Processing Methods for Improved Integral Benchmarking of Unresolved Resonance Region Evaluations

EPJ Web of Conferences, 2016
In this work we describe the development and application of computational methods for processing neutron cross section data in the unresolved resonance region (URR). These methods are integrated with a continuous-energy Monte Carlo neutron transport code,
Walsh Jonathan A., Forget Benoit, Smith Kord S., Brown Forrest B.   +3 more
doaj   +1 more source

The road to a modernized NJOY [PDF]

EPJ Web of Conferences
The modernized version of the NJOY Nuclear Data Processing System is being built from a series of components that enable the traditional work required of the production version of NJOY while also providing a much more interactive user experience through ...
Haeck Wim, Gibson Nathan, Talou Patrick, Josey Colin   +3 more
doaj   +1 more source

Why Monte Carlo Simulations are Inferences and not Experiments [PDF]

, 2012
Monte Carlo Simulations arrive at their results by introducing randomness, sometimes derived from a physical randomizing device. Nonetheless, we argue, they open no new epistemic channels beyond that already employed by traditional simulations: the ...
John D. Norton, Norton, John D., Beisbart, Claus, Claus Beisbart   +3 more
core   +1 more source

Multilevel Monte Carlo methods [PDF]

Acta Numerica, 2013
Monte Carlo methods are a very general and useful approach for the estimation of expectations arising from stochastic simulation. However, they can be computationally expensive, particularly when the cost of generating individual stochastic samples is very high, as in the case of stochastic PDEs.
openaire   +3 more sources

Monte Carlo methods for TMD analyses

EPJ Web of Conferences, 2015
Monte Carlo simulations are an indispensable tool in experimental high-energy physics. Indeed, many discoveries rely on realistic modeling of background processes.
Schnell Gunar
doaj   +1 more source

Monte Carlo Methods and the Koksma-Hlawka Inequality

Mathematics, 2019
The solution of a wide class of applied problems can be represented as an integral over the trajectories of a random process. The process is usually modeled with the Monte Carlo method and the integral is estimated as the average value of a certain ...
Sergey Ermakov, Svetlana Leora
doaj   +1 more source