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
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Book ChapterDOI
Uncertainty in Regional-Scale Assessments of Non-Point Source Pollutants
Keith Loague,Dennis L. Corwin +1 more
TL;DR: In this paper, the three most commonly used methods for characterizing simulation uncertainties are discussed: sensitivity analysis, first-order analysis, and Monte Carlo analysis, with examples of each method are presented.
Journal ArticleDOI
A Multistate Physics Model of Component Degradation Based on Stochastic Petri Nets and Simulation
Yan-Fu Li,Enrico Zio,Yan-Hui Lin +2 more
TL;DR: A simulation model supported by a stochastic Petri net representing the multistate degradation process of a nuclear component undergoing stress corrosion cracking is built and the results are compared with those derived from the state-space enrichment Markov chain approximation method.
Journal ArticleDOI
Sampling efficiency in Monte Carlo based uncertainty propagation strategies: Application in seawater intrusion simulations
TL;DR: It is illustrated that the use of optimized Latin hypercube sampling (OLHS) strategies instead of the widely employed simple random sampling (SRS) and Latin hyper cube sampling (L HS) strategies, can significantly improve sampling efficiency and hence decrease the simulation time of MCSs.
Journal ArticleDOI
A Reliability Evaluation of Offshore HVDC Grid Configuration Options
TL;DR: In this paper, the reliability of different offshore grid design options for the connection of offshore wind power to shore is investigated using a sequential Monte Carlo-based technique that enables the investigation of realistic offshore phenomena, such as the weather dependency of component repair times.
Approximate probability propagation with mixtures of truncated exponentials
Rafael Rumí,Antonio Salmerón +1 more
TL;DR: In this article, an approximate propagation algorithm for MTE networks is proposed based on the Penniless propagation method already known for discrete variables, and Markov Chain Monte Carlo is used to carry out the probability propagation.
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.