Results 11 to 20 of about 1,045,341 (159)
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
Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]
, 2005 Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y. +4 more
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Why Monte Carlo Simulations are Inferences and not Experiments [PDF]
, 2012 Monte Carlo Simulations arrive at their results by introducing randomness, sometimes derived from a physical randomizing device. Nonetheless, we argue, they open no new epistemic channels beyond that already employed by traditional simulations: the ...
John D. Norton +3 more
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Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics [PDF]
, 2012 We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the system to a ...
Anderson, David, Higham, Desmond
core +4 more sources
SMCTC : sequential Monte Carlo in C++ [PDF]
, 2009 Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature.
Johansen, Adam M., Adam M. Johansen
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Parental education and the risk of cerebral palsy for children: an evaluation of causality
Developmental Medicine &Child Neurology, Volume 62, Issue 10, Page 1176-1181, October 2020., 2020 Aim To explore whether increasing parental education has a causal effect on risk of cerebral palsy (CP) in the child, or whether unobserved confounding is a more likely explanation. Method We used data from Norwegian registries on approximately 1.5 million children born between 1967 and 2011.
Ingeborg Forthun +7 more
wiley +1 more source
Geodesic Monte Carlo on Embedded Manifolds [PDF]
, 2013 Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows
Simon Byrne +5 more
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Desarrollo de Simuladores para Procesos Industriales. Parte III (Colada continua)
Revista de Metalurgia, 2006 Este trabajo muestra el empleo de técnicas de métodos de Monte Carlo y generación de números aleatorios en combinación con datos obtenidos del sistema de simulación (SSCC) para comportamiento térmico previamente descrito para la reproducción ...
A. Ramírez +4 more
doaj +1 more source
Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]
, 2014 Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel +5 more
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Empaque secuencial aleatorio no superpuesto en una caja cuadrada.
Industrial Data, 2008 Mediante una simulación Monte Carlo, se investiga el área total ocupada por discos iguales, colocadosal azar uno después del otro y sin traslaparse, enuna región cuadrada, teniendo como referencia elempaque ordenado de discos en la misma región.Se ...
Javier Montenegro Joo
doaj +1 more source