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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Probabilistic Power Flow by Monte Carlo Simulation With Latin Supercube Sampling
TL;DR: A Latin supercube sampling (LSS) combined with Monte Carlo simulation is presented to efficiently sample random variables in the probabilistic power flow (PPF) problem.
Journal ArticleDOI
Direction Choice for Accelerated Convergence in Hit-And-Run Sampling
David E. Kaufman,Robert L. Smith +1 more
TL;DR: This work investigates nonuniform direction choice and shows that, under regularity conditions on the region S and target distribution G, there exists a unique direction choice distribution, characterized by necessary and sufficient conditions depending on S and G, which optimizes the Doob bound on rate of convergence.
Journal ArticleDOI
Time-frequency features for pattern recognition using high-resolution TFDs
TL;DR: Comparative results indicate that the new ( t, f ) features give better performance as compared to time-only or frequency-only features for the detection of abnormalities in newborn EEG signals.
Journal ArticleDOI
A Stochastic Approach to “Dynamic-Demand” Refrigerator Control
David Angeli,P-A Kountouriotis +1 more
TL;DR: This paper designs decentralized random controllers that are able to respond to sudden plant outages and which avoid the instability phenomena associated with other feedback strategies.
Journal ArticleDOI
Convergent results about the use of fuzzy simulation in fuzzy optimization problems
TL;DR: Three convergence theorems about the use of fuzzy simulation in computing the credibility of a fuzzy event, finding the optimistic value of a return function, and calculating the expected value of an fuzzy variable are proved.
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.