Results 141 to 150 of about 545,959 (267)
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [PDF]
Mathematics and Modeling in FinanceIn this article, we discuss the numerical implementation of the Multilevel Monte-Carlo (MLMC) scheme for option pricing within the Heston asset model. The Heston model is a stochastic volatility model that captures the dynamics of the underlying asset ...
Azadeh Ghasemifard, Ali Valinejad
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Grover search algorithm with Rydberg-blockaded atoms: Quantum Monte Carlo simulations
, 2015 We consider the Grover search algorithm implementation for a quantum register of size $N = 2^k$ using k (or k +1) microwave- and laser-driven Rydberg-blockaded atoms, following the proposal by M{\o}lmer, Isenhower, and Saffman [J. Phys.
Mølmer, Klaus +2 more
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British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Hidden Markov diagnostic classification models capture how students' cognitive attributes evolve over time. This paper introduces a Bayesian Markov chain Monte Carlo algorithm for diagnostic classification models that jointly estimates time‐varying Q matrices, latent attributes, item parameters, attribute class proportions and transition ...
Chen‐Wei Liu
wiley +1 more source
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
, 2015 The simulation of the expectation of a stochastic quantity E[Y] by Monte Carlo methods is known to be computationally expensive especially if the stochastic quantity or its approximation Y_n is expensive to simulate, e.g., the solution of a stochastic ...
Lang, Annika, Petersson, Andreas
core
To vary or not to vary: A flexible empirical Bayes factor for testing variance components
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
wiley +1 more source
Perceived costs as drivers of wildlife management preferences in rural Tanzanian communities
Conservation Biology, EarlyView.Abstract Effectively managing human–wildlife interactions is crucial for fostering coexistence on shared landscapes. Management options are most effective when aligned with the preferences of people directly affected by wildlife, yet little is known about how socioecological factors influence these preferences.
Christian Kiffner +10 more
wiley +1 more source
Temporal Evolution of Contaminant Mass Discharge: Effect of Source Remediation at Contaminated Sites
Groundwater Monitoring &Remediation, EarlyView.Abstract Contaminant mass discharge (CMD) is a key metric for evaluating remediation performance at contaminated sites posing a risk to groundwater. This study assesses temporal CMD trends and associated uncertainties using a geostatistical approach at a chlorinated solvent contaminated site following source zone remediation, supported by two decades ...
Anton Bøllingtoft +4 more
wiley +1 more source
Journal of Child Psychology and Psychiatry, EarlyView.Background Reward learning is thought to undergo refinement in adolescence, but little is known about how computational components of reinforcement learning develop. Given that adolescence is a sensitive period for reward system plasticity with associated vulnerability for depression, it is important to understand developmental trajectories of ...
Holly Sullivan‐Toole +5 more
wiley +1 more source
A Monte Carlo sample size study: how many countries are needed for accurate multilevel SEM?
Survey Research Methods, 2009 Recently, there has been growing scientific interest for cross-national survey research. Various scholars have used multilevel techniques to link individual characteristics to aspects of the national context.
Bart Meuleman, Jaak Billiet
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