The following pages link to Handbook of Monte Carlo Methods (Q3067750):
Displaying 50 items.
- An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (Q294251) (← links)
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286) (← links)
- Exploring stochasticity and imprecise knowledge based on linear inequality constraints (Q314508) (← links)
- A new approach to nonlinear modelling of dynamic systems based on fuzzy rules (Q328899) (← links)
- Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation (Q336964) (← links)
- Splitting for optimization (Q342427) (← links)
- An efficient alternative to the exact evaluation of the quickest path flow network reliability problem (Q342541) (← links)
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher (Q350295) (← links)
- Assigning probabilities to qualitative dynamics of gene regulatory networks (Q476819) (← links)
- Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques (Q491004) (← links)
- Efficient simulation of (\(\log\))normal random fields for hydrogeological applications (Q500748) (← links)
- Is the Brownian bridge a good noise model on the boundary of a circle? (Q520566) (← links)
- Numerical integration to obtain moment of inertia of nonhomogeneous material (Q666844) (← links)
- Surrogate-enhanced simulation of aircraft in trimmed state (Q695818) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Extracting information about the rotator cuff from magnetic resonance images using deterministic and random techniques (Q738283) (← links)
- Random search of stable member in a matrix polytope (Q738955) (← links)
- Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations. (Q778547) (← links)
- Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers (Q832076) (← links)
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits (Q887253) (← links)
- Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings (Q889688) (← links)
- Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
- The triple junction hull: Tools for grain boundary network design (Q904754) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models (Q1646179) (← links)
- Bayesian estimation of agent-based models (Q1655642) (← links)
- Splitting for multi-objective optimization (Q1657799) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Optimal design of stochastic distributed order linear SISO systems using hybrid spectral method (Q1667152) (← links)
- Adaptive importance sampling for optimization under uncertainty problems (Q1668392) (← links)
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588) (← links)
- A hierarchical Bayes ensemble Kalman filter (Q1686738) (← links)
- Multicriteria choice based on criteria importance methods with uncertain preference information (Q1687804) (← links)
- A dissipative particle dynamics method for arbitrarily complex geometries (Q1700910) (← links)
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Optimal control approach for establishing wMelpop Wolbachia infection among wild Aedes aegypti populations (Q1750657) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- Approximating the tail of the Anderson-Darling distribution (Q1927213) (← links)
- A range reduction method for generating discrete random variables (Q1950755) (← links)
- Optimal release programs for dengue prevention using \textit{Aedes aegypti} mosquitoes transinfected with \textit{wMel} or \textit{wMelPop Wolbachia} strains (Q1981326) (← links)
- Dealing with dependent uncertainty in modelling: a comparative study case through the Airy equation (Q2015305) (← links)
- Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling (Q2045686) (← links)
- Numerical integration to obtain second moment of inertia of axisymmetric heterogeneous body (Q2058083) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- On using Monte Carlo simulations for sampling crystallite orientations from given texture data (Q2095893) (← links)
