Journal ArticleDOI
Simulation and the monte carlo method
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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
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Reliability based structural design
TL;DR: In this article, the state-of-the-art of structural reliability analysis (SRA) is summarized, including simplifications to semi-probabilistic calculations as being used in daily practice.
Journal ArticleDOI
Reliability Assessment of Time-Dependent Systems via Sequential Cross-Entropy Monte Carlo Simulation
TL;DR: A new methodology to evaluate system generating capacity reliability indices considering time-dependent power sources and loads based on sequential Monte Carlo simulation and the cross-entropy method is proposed.
Journal ArticleDOI
Simulation and Estimation of Reliability in a Wind Farm Considering the Wake Effect
TL;DR: In this paper, the wake effect is explicitly incorporated in the reliability evaluation of a wind farm and the energy loss resulting from this effect is included in calculating the reliability indices, and three models for wake effect are discussed and the Jensen model is used in this research.
Proceedings ArticleDOI
Stratified sampling of spherical triangles
TL;DR: An algorithm for generating uniformly distributed random samples from arbitrary spherical triangles based on a transformation of the unit square and easily accommodates stratified sampling, an effective means of reducing variance is presented.
Journal ArticleDOI
An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting
Zdravko I. Botev,Dirk P. Kroese +1 more
TL;DR: A new adaptive simulation approach that does away with likelihood ratios, while retaining the multi-level approach of the cross-entropy method and allows one to sample exactly from the target distribution rather than asymptotically as in Markov chain Monte Carlo.
References
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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.