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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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Proceedings ArticleDOI

Reliability assessment of a wind integrated hydro-thermal power system

TL;DR: In this article, the authors present reliability models in Monte Carlo simulation that incorporate coordination between thermal, hydro and wind energy sources, and can be used to evaluate renewable energy usage and the long-term system reliability.
Journal ArticleDOI

A Simple Method for Variable Selection in Regression with Respect to Treatment Selection

TL;DR: It is shown that the new simple method works surprisingly well compared to the more complex method when compared in the linear regression framework and can be applied to other types of regression models including various other generalized linear models, Cox proportional hazard models and nonlinear models.
Journal ArticleDOI

Solution of the first-passage problem by advanced Monte Carlo simulation technique

M. Labou
TL;DR: In this article, a selective Monte Carlo simulation procedure for the evaluation of the reliability of nonlinear structures subjected to dynamic loading is presented, which allows generation of important low-probability samples in nonlinear dynamics.
Journal ArticleDOI

An Efficient Method for Evaluating Analog Circuit Performance Bounds Under Process Variations

TL;DR: An optimization approach on a transfer function of alinear circuit to evaluate the performance bounds under process variations and shows that it evaluates the magnitude and phase bounds of a linear system accurately in much less computation time as compared with the Monte Carlo method.
DissertationDOI

A modeling language for measurement uncertainty evaluation

Marco Wolf
TL;DR: Goal of this project is to provide a simulation framework for specialists in the field of metrology to evaluate the measurement uncertainty for very detailed real-life measurements.
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)

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.