Results 21 to 30 of about 185,877 (166)
Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions
Entropy, 2014 Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Samuel Livingstone, Mark Girolami
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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Statistical Theory and Related Fields, 2017 Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
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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
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Clock Monte Carlo methods [PDF]
Physical Review E, 2019 We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its generality.
Michel, Manon +2 more
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Markov Chain Monte Carlo Solution of Poisson’s Equation in Axisymmetric Regions
Advanced Electromagnetics, 2019 The advent of the Monte Carlo methods to the field of EM have seen floating random walk, fixed random walk and Exodus methods deployed to solve Poisson’s equation in rectangular coordinate and axisymmetric solution regions.
A. E. Shadare +2 more
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Química Nova, 2008 The paper presents an introductory and general discussion on the quantum Monte Carlo methods, some fundamental algorithms, concepts and applicability. In order to introduce the quantum Monte Carlo method, preliminary concepts associated with Monte Carlo ...
Wagner Fernando Delfino Angelotti +3 more
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A survey of Monte Carlo methods for parameter estimation
EURASIP Journal on Advances in Signal Processing, 2020 Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the maximum ...
David Luengo +4 more
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Automatic differentiable Monte Carlo: Theory and application
Physical Review Research, 2023 Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored.
Shi-Xin Zhang, Zhou-Quan Wan, Hong Yao
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E-Jurnal Matematika, 2017 Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI +2 more
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Monte Carlo Analysis: An Application to Aircraft Design and Crash
Aerospace, 2021 The current study investigates the application of statistical methods to flight, which have been used in science over time to understand complex physical and mathematical systems by using randomly generated numbers as input into those systems to generate
Emre Soydemir, Panagiotis Petratos
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