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Journal ArticleDOI

Simulation and the monte carlo method

J. M. Hammersley
- 01 Mar 1982 - 
- Vol. 14, Iss: 2, pp 174-175
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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.

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Citations
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A Probabilistic Approach for Optimal Passive Harmonic Filter Planning

TL;DR: In this paper, a new approach based on the linear approximation method and chance-constrained programming model for the optimal planning of single-tuned harmonic passive filters in an industrial power system is presented.
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Calculation of Measurement Correlations Using Point Estimate

TL;DR: In this article, the authors describe a procedure to estimate the correlation matrix that characterizes the dependencies among all measurements within a substation, which relies on point estimate and is accurate and computationally efficient.
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Robust Deployment of Dynamic Sensor Networks for Cooperative Track Detection

TL;DR: The novel approach presented in this paper consists of placing the sensors in the ROI based on their future displacement, which can be estimated from environmental forecasts and sensor dynamic models, and seeking a near-optimal solution for the initial sensor positions by means of sequential quadratic programming.
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Metrics based on average distance between sets

TL;DR: In this article, a distance function between sets based on an average of distances between their elements is presented, where the distance function is a metric if the sets are non-empty finite subsets of a metric space.

Bayesian Methods for Data-Dependent Priors

TL;DR: This dissertation introduces the Adjusted Data-Dependent Bayesian Paradigm as a principled approach to using data-dependent priors in weak accordance with Bayes’ theorem and compares the predictive power of the naive and adjusted techniques in analyzing the classic galaxies data set popularized in Roeder (1990).
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.
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Common Beliefs and Reality About PLS: Comments on Rönkkö and Evermann (2013)

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.
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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.
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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.