Results 31 to 40 of about 826,121 (282)
Semistochastic Projector Monte Carlo Method
Physical Review Letters, 2012 We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix multiplication is partially implemented numerically exactly and partially with respect to expectation values only ...
Petruzielo, F. R. +4 more
openaire +5 more sources
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
doaj +1 more source
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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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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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
doaj +1 more source
Hybrid Monte Carlo-Methods in Credit Risk Management
, 2014 In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan.
Del Chicca, Lucia, Larcher, Gerhard
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A sequential Monte Carlo approach to computing tail probabilities in stochastic models [PDF]
, 2011 Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events.
Chan, Hock Peng, Lai, Tze Leung
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Optimized monte carlo methods [PDF]
, 2008 I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and multi-hystogramming. I introduce Simulated Tempering, and as an example its application to the Random Field Ising Model.
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Odd-flavor Simulations by the Hybrid Monte Carlo [PDF]
, 2000 The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is ...
de Forcrand, Philippe, Takaishi, Tetsuya
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FEBS Open Bio, EarlyView.RoboMic is an automated confocal microscopy pipeline for high‐throughput functional imaging in living cells. Demonstrated with fluorescence recovery after photobleaching (FRAP), it integrates AI‐driven nuclear segmentation, ROI selection, bleaching, and analysis.
Selçuk Yavuz +6 more
wiley +1 more source