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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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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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Journal ArticleDOI

Risk Assessment of Cascading Outages: Methodologies and Challenges

TL;DR: The Task Force on Understanding, Prediction, Mitigation, and Restoration of Cascading Failures, under the IEEE PES Computer Analytical Methods Subcommittee (CAMS), seeks to consolidate and review the progress of the field towards methods and tools of assessing the risk of cascading failure as mentioned in this paper.
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A generalized dimension-reduction method for multidimensional integration in stochastic mechanics

TL;DR: In this article, a generalized, multivariate dimension-reduction method is presented for calculating statistical moments of the response of mechanical systems subject to uncertainties in loads, material properties, and geometry.
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Empirical validation of models to compute solar irradiance on inclined surfaces for building energy simulation

TL;DR: In this paper, the authors investigated seven solar radiation models implemented in four building energy simulation codes: (1) isotropic sky, (2) Klucher, (3) Hay-Davies, (4) Reindl, (5) Muneer, (6) 1987 Perez and (7) 1990 Perez models.
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Probabilistic power flow with correlated wind sources

TL;DR: In this article, a probabilistic power flow model that takes into account spatially correlated power sources and loads is proposed to assess the impact of intermittent generators such as wind power ones on a power network.
Journal ArticleDOI

A mixture likelihood approach for generalized linear models

TL;DR: This work generalizes the McCullagh and Nelder approach to a latent class framework and demonstrates how this approach handles many of the existing latent class regression procedures as special cases, as well as a host of other parametric specifications in the exponential family heretofore not mentioned in the latent class literature.