Journal ArticleDOI
Simulation and the monte carlo method
Reads0
Chats0
About:
This article is published in Bulletin of The London Mathematical Society.The article was published on 1982-03-01. It has received 1196 citations till now. The article focuses on the topics: Dynamic Monte Carlo method & Hybrid Monte Carlo.read more
Citations
More filters
Dissertation
Contributions à l'analyse de fiabilité structurale : prise en compte de contraintes de monotonie pour les modèles numériques
TL;DR: In this article, the authors place the contexte de la fiabilite structurale associee a des modeles numeriques representant un phenomene physique.
Dissertation
Simulation-based autonomous systems in discrete and continuous domains
TL;DR: This thesis studies the use of simulation-based Monte Carlo methods for decision making and learning that enable efficient and adequate system autonomy in discrete and continuous domains.
Proceedings ArticleDOI
Searching for 2D RNA geometries in bacterial genomes
TL;DR: It is reasonable that novel nucleic acid motifs discovered through in vitro selection experiments may have also evolved in the cell, especially since such motifs often target molecules that are prevalent in Nature, such as ATP, cAMP, antibiotics, etc.
Dissertation
The thermodynamics of risk
TL;DR: In this paper, the authors consider the implications of risk in portfolio optimisation and construct an algorithm which allows for the efficient optimisation of a portfolio at various risk points, assuming that the value at risk can only be estimated via sampling; this is because it would be near impossible to analyze the probability distribution of a large portfolio.
Journal ArticleDOI
Evaluating Wave Random Path Using Multilevel Monte Carlo
TL;DR: It is shown that the multi-level Monte Carlo method reduces the computational complexity and also cost of the two-factor stochastic volatility model when compared with the standard Monte Carlo methods.
References
More filters
Journal ArticleDOI
Automobile prices in market equilibrium
TL;DR: In this article, the authors developed techniques for empirically analyzing demand and supply in differentiated products markets and then applied these techniques to analyze equilibrium in the U.S. automobile industry.
Journal ArticleDOI
Common Beliefs and Reality About PLS: Comments on Rönkkö and Evermann (2013)
Jörg Henseler,Jörg Henseler,Theo K. Dijkstra,Marko Sarstedt,Marko Sarstedt,Christian M. Ringle,Christian M. Ringle,Adamantios Diamantopoulos,Detmar W. Straub,David J. Ketchen,Joseph F. Hair,G. Tomas M. Hult,Roger J. Calantone +12 more
TL;DR: In this article, the authors address Ronkko and Evermann's criticisms of the Partial Least Squares (PLS) approach to structural equation modeling and conclude that PLS should continue to be used as an important statistical tool for management and organizational research, as well as other social science disciplines.
Journal ArticleDOI
sdsm — a decision support tool for the assessment of regional climate change impacts
TL;DR: Statistical DownScaling Model (sdsm) facilitates the rapid development of multiple, low-cost, single-site scenarios of daily surface weather variables under current and future regional climate forcing.
Journal ArticleDOI
A new study on reliability-based design optimization
TL;DR: This paper presents a general approach for probabilistic constraint evaluation in the reliability-based design optimization (RBDO), where the conventional reliability index approach (RIA) and the proposed performance measure approach (PMA) are identified as two special cases.
Book
Computational Statistics Handbook with MATLAB
TL;DR: This book discusses Computational Statistics, a branch of Statistics, and its applications in medicine, education, and research.