scispace - formally typeset
Journal ArticleDOI

Simulation and the monte carlo method

J. M. Hammersley
- 01 Mar 1982 - 
- Vol. 14, Iss: 2, pp 174-175
Reads0
Chats0
About
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
More filters
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

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.
Book

Expert Systems and Probabilistic Network Models

TL;DR: This book is devoted to providing a thorough and up-to-date survey of this field for researchers and students.
References
More filters
Dissertation

Multi-tree monte carlo methods for fast, scalable machine learning

TL;DR: It is shown how the diverse operations of the approximation methods can be unified in a Multi-Tree Monte Carlo meta-algorithm which lends itself as scaffolding to the development of fast approximations for other methods the authors have not yet considered.

A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class).

TL;DR: In this paper, a linear congruential random number generator (LCG) should produce values that are uniformly distributed on the unit interval (0, 1) excluding endpoints and substantially free of serial correlation.
Book ChapterDOI

Tunable bounding volumes for monte carlo applications

TL;DR: An efficient solid angle sampling technique using tunable bounding volumes for global illumination calculation using Monte Carlo integration is presented, which produces images with less variance of noise compared to the conventional method.
Journal ArticleDOI

Estructuras de fábrica: enfoques «antiguos» y «modernos» para fenómenos muy locales

TL;DR: In this paper, the characterization of the material as a discontinuous media is proposed to study strongly local phenomena in the behaviour of historical masonry structures. But the results are very encouraging and suggest that it is necessary to develop approaches of this kind -approaches that, although relatively common in the field of granular media, have been very scarce in the domain of historic masonry structure.
Dissertation

Méthodologie d analyse de fiabilité basée sur des techniquesheuristiques d optimisation et modèles sans maillage : applications aux systèmes mécaniques

TL;DR: In this paper, a methode d'analyse de fiabilite basee sur des techniques d'optimisation heuristiques (HBRM, Heuristic-based Reliability Method) configure the methodologie de conception fiabiliste proposee dans ce memoire.