Results 11 to 20 of about 2,168,026 (221)
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
exaly +4 more sources
Monte Carlo and Quasi-Monte Carlo Sampling [PDF]
, 2009 Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques.
C. Lemieux
semanticscholar +3 more sources
Reliability Engineering and System Safety, 2019 In this paper, the potential benefits of quasi-Monte Carlo (QMC) methods for uncertainty propagation are assessed via two applications: a numerical case study and a realistic and complex building physical case study. The sampling efficiency of four quasi-
Tianfeng Hou, Staf Roels, Dirk Nuyens
exaly +2 more sources
Algorithms, 2020 Civil engineering applications are often characterized by a large uncertainty on the material parameters. Discretization of the underlying equations is typically done by means of the Galerkin Finite Element method. The uncertain material parameter can be
Philippe Blondeel +5 more
doaj +2 more sources
Error estimation for quasi-Monte Carlo
arXiv.orgQuasi-Monte Carlo sampling can attain far better accuracy than plain Monte Carlo sampling. However, with plain Monte Carlo sampling it is much easier to estimate the attained accuracy.
Art B. Owen
semanticscholar +4 more sources
Density Estimation by Monte Carlo and Quasi-Monte Carlo
Monte Carlo and Quasi-Monte Carlo Methods, 2021 Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that.
P. L'Ecuyer, F. Puchhammer
semanticscholar +4 more sources
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
doaj +2 more sources
Assessment of randomized Quasi-Monte Carlo method efficiency in radiative heat transfer simulations
Journal of Quantitative Spectroscopy and Radiative Transfer, 2019 Radiation can play a central role in turbulent reactive flows where heat transfer is enhanced in applications with high temperature and pressure. The Monte Carlo method is a successful technique to solve the radiative transfer equation accurately with ...
Ronan Vicquelin, Olivier Gicquel
exaly +2 more sources
High performance Monte Carlo computation for finance risk data analysis [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Finance risk management has been playing an increasingly important role in the finance sector, to analyse finance data and to prevent any potential crisis ...
Zhao, Yu
core +7 more sources
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
doaj +1 more source