The following pages link to Simulation. (Q2881389):
Displaying 28 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- On runs of ones defined on a \(q\)-sequence of binary trials (Q300523) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Kinetic models and intrinsic timescales: simulation comparison for a 2nd order queueing model (Q1728010) (← links)
- On the Crack random numbers generation procedure (Q2010180) (← links)
- On accelerating Monte Carlo integration using orthogonal projections (Q2152260) (← links)
- Estimation of the arrival time of deliveries by occasional drivers in a crowd-shipping setting (Q2158017) (← links)
- On the Nielsen distribution (Q2180261) (← links)
- Inferring the demographic history from DNA sequences: an importance sampling approach based on non-homogeneous processes (Q2362544) (← links)
- (Q3408861) (← links)
- (Q4999096) (← links)
- Team's seasonal win probabilities (Q5051190) (← links)
- The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function (Q5065271) (← links)
- Computing the Hausdorff Distance of Two Sets from Their Distance Functions (Q5149569) (← links)
- Estimation of Equilibria in an Advertising Game with Unknown Distribution of the Response to Advertising Efforts (Q5153606) (← links)
- Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process (Q5169732) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Comprehensive study of variational Bayes classification for dense deep neural networks (Q6067625) (← links)
- The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function (Q6082448) (← links)
- Using a Chen-Stein identity to obtain low variance simulation estimators (Q6104958) (← links)
- Forecasting short-term mortality trends using Bernstein polynomials (Q6106202) (← links)
- Curvature computation in volume-of-fluid method based on point-cloud sampling (Q6155740) (← links)
- Scalable Bayesian approach for the DINA Q-matrix estimation combining stochastic optimization and variational inference (Q6160329) (← links)
- Combined pricing and inventory control with multiple unreliable suppliers (Q6161284) (← links)
- Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction (Q6166650) (← links)
- Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process (Q6176999) (← links)
- Empirical approximation of Nash equilibria in finite Markov games with discounted payoffs (Q6580870) (← links)
- A Monte Carlo simulation-based simulated annealing algorithm for predicting the minimum staffing requirement at a blood donor centre (Q6666736) (← links)
