BookDOI
Monte-Carlo and Quasi-Monte Carlo Methods 1998
Reads0
Chats0
About:
The article was published on 2000-01-01. It has received 103 citations till now. The article focuses on the topics: Dynamic Monte Carlo method & Hybrid Monte Carlo.read more
Citations
More filters
Journal ArticleDOI
DIYABC v2.0: a software to make approximate Bayesian computation inferences about population history using single nucleotide polymorphism, DNA sequence and microsatellite data
Jean-Marie Cornuet,Pierre Pudlo,Julien Veyssier,Alexandre Dehne-Garcia,Mathieu Gautier,Raphaël Leblois,Jean-Michel Marin,Arnaud Estoup +7 more
TL;DR: DIYABC v2.0 implements a number of new features and analytical methods, including efficient Bayesian model choice using linear discriminant analysis on summary statistics and the serial launching of multiple post-processing analyses.
Journal ArticleDOI
A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics
Sharif Rahman,H. Xu +1 more
TL;DR: In this paper, an additive decomposition of a multi-dimensional response function into multiple one-dimensional functions, an approximation of response moments by moments of single random variables, and a moment-based quadrature rule for numerical integration is proposed.
Book ChapterDOI
Ymer: a statistical model checker
TL;DR: Ymer, a tool for verifying probabilistic transient properties of stochastic discrete event systems, implements both statistical and numerical model checking techniques and focuses on two features of Ymer: distributed acceptance sampling and statistical model checking of nested Probabilistic statements.
Journal ArticleDOI
Walsh Spaces Containing Smooth Functions and Quasi-Monte Carlo Rules of Arbitrary High Order
TL;DR: A Walsh space is defined which contains all functions whose partial mixed derivatives up to order $\delta \ge 1$ exist and have finite variation and it is shown that quasi-Monte Carlo rules based on digital $(t,\alpha,s)$-sequences achieve the optimal rate of convergence of the worst-case error for numerical integration.
Journal ArticleDOI
Decomposition methods for structural reliability analysis
H. Xu,Sharif Rahman +1 more
TL;DR: In this paper, a new class of computational methods, referred to as decomposition methods, has been developed for predicting failure probability of structural and mechanical systems subject to random loads, material properties, and geometry.