Results 41 to 50 of about 545,959 (267)
Analysis of nested multilevel Monte Carlo using approximate Normal random variables [PDF]
SIAM/ASA J. Uncertain. Quantification, 2021 The multilevel Monte Carlo (MLMC) method has been used for a wide variety of stochastic applications. In this paper we consider its use in situations in which input random variables can be replaced by similar approximate random variables which can be ...
M. Giles, O. Sheridan-Methven
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Complexity of Multilevel Monte Carlo Tau-Leaping [PDF]
SIAM Journal on Numerical Analysis, 2014 Tau-leaping is a popular discretization method for generating approximate paths of continuous time, discrete space, Markov chains, notably for biochemical reaction systems. To compute expected values in this context, an appropriate multilevel Monte Carlo form of tau-leaping has been shown to improve efficiency dramatically.
Anderson, David F. +2 more
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Jurnal Penelitian dan Evaluasi Pendidikan, 2017 Studi ini menggunakan simulasi Monte Carlo dilakukan untuk melihat pengaruh ukuran sampel dan intraclass correlation coefficients (ICC) terhadap bias estimasi parameter multilevel latent variable modeling.
Muhammad Dwirifqi Kharisma Putra +3 more
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On Dynamic Parallelization of Multilevel Monte Carlo Algorithm
Cybernetics and Information Technologies, 2020 MultiLevel Monte Carlo (MLMC) attracts great interest for numerical simulations of Stochastic Partial Differential Equations (SPDEs), due to its superiority over the standard Monte Carlo (MC) approach.
Shegunov Nikolay, Iliev Oleg
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MULTILEVEL QUASI-MONTE CARLO FOR INTERVAL ANALYSIS
International Journal for Uncertainty Quantification, 2022 sponsorship: The authors would like to acknowledge the financial support of the Research Foundation-Flanders in the framework of the PhD fellowship strategic basic research (No. 1SD2421N) of Robin R.P. Callens and the postdoctoral grant (No. 12P359N) of Matthias G.R. Faes. Matthias G.R.
Callens, Robin +2 more
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Multilevel Assimilation of Inverted Seismic Data With Correction for Multilevel Modeling Error
Frontiers in Applied Mathematics and Statistics, 2021 With large amounts of simultaneous data, like inverted seismic data in reservoir modeling, negative effects of Monte Carlo errors in straightforward ensemble-based data assimilation (DA) are enhanced, typically resulting in underestimation of parameter ...
Mohammad Nezhadali +4 more
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Metropolis Methods for Quantum Monte Carlo Simulations [PDF]
, 2003 Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems.
Ceperley, D. M.
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Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes [PDF]
Journal of Computational Physics, 2021 Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data.
D. Warne +3 more
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Markov chain simulation for multilevel Monte Carlo
Foundations of Data Science, 2021 This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is associated to a continuum problem, such as a continuous-time stochastic process.
Jasra, Ajay, Law, Kody J. H., Xu, Yaxian
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Multilevel Richardson-Romberg extrapolation [PDF]
, 2016 We propose and analyze a Multilevel Richardson-Romberg (MLRR) estimator which combines the higher order bias cancellation of the Multistep Richardson-Romberg method introduced in [Pa07] and the variance control resulting from the stratification ...
Lemaire, Vincent, Pagès, Gilles
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