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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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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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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
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Proceedings ArticleDOI

Advanced optimization methods for power systems

TL;DR: A selection of complementary theoretical advances in addressing power system planning and operation problems in the fields of non-convex optimization, in mixed-integer programming, and in optimization under uncertainty are introduced.
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A comparison and accuracy analysis of impedance-based temperature estimation methods for Li-ion batteries

TL;DR: In this paper, the authors argue that all existing EIS-based methods implicitly distinguish two steps: experiment design and parameter estimation, and by distinguishing these steps and by performing Monte-Carlo simulations, all existing methods are compared in terms of accuracy (i.e., mean square error) of the temperature estimate.
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Evaluation of mobile ad hoc network reliability using propagation-based link reliability model

TL;DR: Using a propagation-based link reliability model rather than a binary-model with nodes following a known failure distribution to evaluate the network reliability (2TRm, ATRm and AoTRm) of MANET through Monte Carlo Simulation is proposed.
Journal ArticleDOI

Risk Assessment in Probabilistic Load Flow via Monte Carlo Simulation and Cross-Entropy Method

TL;DR: A new method for calculating risk indices based on Monte Carlo simulation (MCS) using importance sampling techniques via the cross-entropy method, which ensures the flexibility and accuracy of the conventional MCS are maintained, while the computational time required is greatly reduced.
Book

Computer-Aided Tolerancing

TL;DR: The objective of this paper is to propose a mean to define, from a univocal and sufficiently adaptable point of view, all the functional requirement types a design engineer is brought to specify.