Results 101 to 110 of about 545,959 (267)
Numerical methods for Stochastic differential equations: two examples
ESAIM: Proceedings and Surveys, 2018 The goal of this paper is to present a series of recent contributions arising in numerical probability. First we present a contribution to a recently introduced problem: stochastic differential equations with constraints in law, investigated through ...
de Raynal Paul-Éric Chaudru +2 more
doaj +1 more source
Multi-Robot 2.5D Localization and Mapping Using a Monte Carlo Algorithm on a Multi-Level Surface
Sensors, 2021 Most indoor environments have wheelchair adaptations or ramps, providing an opportunity for mobile robots to navigate sloped areas avoiding steps. These indoor environments with integrated sloped areas are divided into different levels.
Vinicio Alejandro Rosas-Cervantes +3 more
doaj +1 more source
Water Resources Research, 2020 We present a method combining multilevel Monte Carlo (MLMC) and a graph‐based primary subnetwork identification algorithm to provide estimates of the mean and variance of the distribution of first passage times in fracture media at significantly lower ...
S. Berrone, J. Hyman, S. Pieraccini
semanticscholar +1 more source
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants [PDF]
ACM Transactions on Modeling and Computer Simulation, 2017 This article considers the Sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced.
del Moral, Pierre +3 more
openaire +3 more sources
(How) Can Performance Appraisals Improve Employee Creativity? A Multidimensional Perspective
Human Resource Management, EarlyView.ABSTRACT Performance appraisal (PA) is commonly used by organizations to manage their employees. However, the role of PAs in employee creativity remains ambiguous, with positive, negative, or even nonsignificant relationships reported in the literature. The aim of the present research is to address this ambiguity.
Xiaoya Wen +3 more
wiley +1 more source
Central limit theorems for multilevel Monte Carlo methods
, 2019 In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT is achieved ...
Hoel, Håkon, Krumscheid, Sebastian
core +1 more source
A Multilevel Monte Carlo Method for the Valuation of Swing Options
, 2021 In this study, we propose a novel approach for the valuation of swing options. Swing options are a kind of American options with multiple exercise rights traded in energy markets.
Hakimeh Ghodssi-Ghassemabadi, G. Yari
semanticscholar +1 more source
Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference
, 2022 This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours in this context to learn complex systems in order to make more informed predictions and high stakes decisions under
Jasra, Ajay +3 more
openaire +2 more sources
International Journal of Cancer, EarlyView.What's New? Many colorectal cancer survivors experience reduced health‐related quality of life (HRQoL), often lasting years after diagnosis. Healthy dietary patterns and even individual macro‐ and micronutrients, however, can potentially improve HRQoL.
Daniëlle D. B. Holthuijsen +14 more
wiley +1 more source
Frontiers in Psychology, 2017 The issue of equality in the between-and within-level structures in Multilevel Confirmatory Factor Analysis (MCFA) models has been influential for obtaining unbiased parameter estimates and statistical inferences.
Jiun-Yu Wu +3 more
doaj +1 more source