Results 1 to 10 of about 12,131 (158)
Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]
Royal Society Open Science, 2017 In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during ...
D. Crevillén-García, H. Power
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An efficient quasi-Monte Carlo method with forced fixed detection for photon scatter simulation in CT [PDF]
PLoS ONE, 2023 Detected scattered photons can cause cupping and streak artifacts, significantly degrading the quality of CT images. For fast and accurate estimation of scatter intensities resulting from photon interactions with a phantom, we first transform the path ...
Guiyuan Lin, Shiwo Deng, Xiaoqun Wang
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Sequential Quasi Monte Carlo [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2015 SummaryWe derive and study sequential quasi Monte Carlo (SQMC), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer and his colleagues. The complexity of SQMC is O{Nlog(N)}, where N is the number of simulations at each iteration,
Mathieu Gerber, Nicolas Chopin
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A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow [PDF]
EntropyThis paper proposes a novel transport quasi-Monte Carlo framework that combines randomized quasi-Monte Carlo sampling with a neural autoregressive flow architecture for efficient sampling and integration over complex, high-dimensional distributions.
Yunfan Wei, Wei Xi
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A quasi-Monte Carlo Metropolis algorithm [PDF]
Proceedings of the National Academy of Sciences of the United States of America, 2005 This work presents a version of the Metropolis–Hastings algorithm using quasi-Monte Carlo inputs. We prove that the method yields consistent estimates in some problems with finite state spaces and completely uniformly distributed inputs. In some numerical examples, the proposed method is much more accurate than ordinary Metropolis–Hastings sampling.
Art B Owen
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Ionization cross sections for collisions between fully stripped ions and ground state hydrogen atoms using the quasi-classical trajectory Monte Carlo method [PDF]
Scientific ReportsWe present ionization cross sections for collisions between fully stripped ions and ground state hydrogen atoms. In these calculations, we employ the standard three-body classical trajectory Monte Carlo (CTMC) and quasi-classical trajectory Monte Carlo ...
Iman Ziaeian, Károly Tőkési
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Quasi Monte Carlo for Periodic Review in Inventory Systems [PDF]
E3S Web of Conferences, 2023 Periodic Review as a method is widely used especially in inventory system. In this paper Quasi Monte Carlo is used for simulating Periodic Review. The problem: How to implement Quasi Monte Carlo simulation in Periodic Review for inventory system of MSMEs
Sugiharti Endang +4 more
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Population Quasi-Monte Carlo [PDF]
Journal of Computational and Graphical Statistics, 2022 Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to generate weighted samples that approximate the target distribution.
Chaofan Huang +2 more
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MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
E-Jurnal Matematika, 2021 An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the ...
PUTU WIDYA ASTUTI +2 more
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E-Jurnal Matematika, 2022 Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence.
PUTU SAVITRI DEVI +2 more
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