Search results for "Monte-Carlo"

Hits ?▲	Authors	Title	Venue	Year	Link
48	Peter W. Glynn, Gerardo Rubino, Bruno Tuffin	Robustness Properties and Confidence Interval Reliability Issues.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	José H. Blanchet, Daniel Rudoy	Rare Event Simulation and Counting Problems.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Pierre L'Ecuyer, François LeGland, Pascal Lezaud, Bruno Tuffin	Splitting Techniques.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin	Importance Sampling in Rare Event Simulation.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Thomas Booth	Particle Transport Applications.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Henk A. P. Blom, Bert G. J. Bakker, Jaroslav Krystul	Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Werner Sandmann	Rare Event Simulation Methodologies in Systems Biology.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	José H. Blanchet, Michel Mandjes	Rare Event Simulation for Queues.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Gerardo Rubino, Bruno Tuffin	Markovian Models for Dependability Analysis.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Gerardo Rubino, Bruno Tuffin	Introduction to Rare Event Simulation.	Rare Event Simulation using Monte Carlo Methods	2009	DBLP DOI BibTeX RDF
48	Yanzhao Cao, Hongmei Chi, C. Milton, Weidong Zhao	Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods.	Monte Carlo Methods Appl.	2008	DBLP DOI BibTeX RDF
48	Jan Baldeaux	Quasi-Monte Carlo methods for the Kou model.	Monte Carlo Methods Appl.	2008	DBLP DOI BibTeX RDF
48	Wolfgang Wagner 0002	Deviational particle Monte Carlo for the Boltzmann equation.	Monte Carlo Methods Appl.	2008	DBLP DOI BibTeX RDF
48	John H. Halton	Sequential Monte Carlo for linear systems - a practical summary.	Monte Carlo Methods Appl.	2008	DBLP DOI BibTeX RDF
48	Ilya M. Sobol, E. E. Myshetskaya	Monte Carlo estimators for small sensitivity indices.	Monte Carlo Methods Appl.	2008	DBLP DOI BibTeX RDF
48	Benjamin Jourdain, Mohamed Karim Sbai	Exact retrospective Monte Carlo computation of arithmetic average Asian options.	Monte Carlo Methods Appl.	2007	DBLP DOI BibTeX RDF
48	Hossein Arsham	Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations.	Monte Carlo Methods Appl.	2007	DBLP DOI BibTeX RDF
48	Reiichiro Kawai	Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation.	Monte Carlo Methods Appl.	2007	DBLP DOI BibTeX RDF
48	Ilya M. Sobol, Boris Shukhman	On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors.	Monte Carlo Methods Appl.	2007	DBLP DOI BibTeX RDF
48	Mao Lin Huang, Marco Pollanen, W. K. Yuen	An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution.	Monte Carlo Methods Appl.	2007	DBLP DOI BibTeX RDF
48	Sergei M. Ermakov, Anna Rukavishnikova	Quasi- Monte Carlo algorithms for solving linear algebraic equations.	Monte Carlo Methods Appl.	2006	DBLP DOI BibTeX RDF
48	John H. Halton	Sequential Monte Carlo Techniques for Solving Non-Linear Systems.	Monte Carlo Methods Appl.	2006	DBLP DOI BibTeX RDF
48	Gunther Leobacher	Stratified sampling and quasi-Monte Carlo simulation of Lévy processes.	Monte Carlo Methods Appl.	2006	DBLP DOI BibTeX RDF
48	Felipe Jorge Rodríguez Nieto, Miguel A. Pasquale, Maria Elisa Martins, Federico A. Bareilles, A. J. Arvia	Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates with Square-Wave Surface Profiles. Influence of Hole Design and Depositing Particle Surface Diffusion.	Monte Carlo Methods Appl.	2006	DBLP DOI BibTeX RDF
48	Vlad Bally, Lucia Caramellino, Antonino Zanette	Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.	Monte Carlo Methods Appl.	2005	DBLP DOI BibTeX RDF
48	Yaohang Li, Michael Mascagni	Grid-based Quasi-Monte Carlo Applications.	Monte Carlo Methods Appl.	2005	DBLP DOI BibTeX RDF
48	John H. Halton	Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically.	Monte Carlo Methods Appl.	2005	DBLP DOI BibTeX RDF
48	Ilya M. Sobol, Sergei S. Kucherenko	On global sensitivity analysis of quasi-Monte Carlo algorithms.	Monte Carlo Methods Appl.	2005	DBLP DOI BibTeX RDF
48	Stefano Portolan, Rita Claudia Iotti, Fausto Rossi	Weighted simulation of steady-state transport within the standard Monte Carlo paradigm.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	R. Y. Papancheva	Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Michael Khazen, Arie Dubi	Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Julien Branlard, Shela Aboud, P. Osuch, Stephen M. Goodnick, Marco Saraniti	Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Mardochée Magolu monga Made, Olivier F. Smidts, Alain Dubus	Adaptive adjoint Monte Carlo simulation for the uncertainty.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Enrico Zio, Antonio Cammi, Andrea Cioncolini	Dagger-sampling variance reduction in Monte Carlo reliability analysis.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Marzio Marseguerra, Enrico Zio, Francesco Bosi	System availability and reliability analysis by direct Monte Carlo with biasing.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	John H. Halton	An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Dragica Vasileska, Shaikh S. Ahmed	Monte Carlo Simulation of Narrow-Width SOI Devices: Incorporation of the Short Range Coulomb Interaction.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Emmanuel Gobet, Sylvain Maire	A spectral Monte Carlo method for the Poisson equation.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Bouhari Arouna	Adaptative Monte Carlo Method, A Variance Reduction Technique.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Bruno Tuffin	Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Antoine Lejay	Monte Carlo methods for fissured porous media: a gridless approach.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Alain Mazzolo, Benoît Roesslinger	Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Hiroshi Sugita	Security of Pseudo-random Generator and Monte Carlo Method.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Hans-Erik Nilsson, Antonio Martinez, Mats Hjelm	Full band Monte Carlo simulation - beyond the semiclassical approach.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	V. Alexandov, Emanouil I. Atanassov, Ivan Dimov 0001	Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Christian Lécot, Bruno Tuffin	Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains.	Monte Carlo Methods Appl.	2004	DBLP DOI BibTeX RDF
48	Scott D. Button	Project duration prediction using a Monte Carlo simulation of the periodic output of the project resources.	Monte Carlo Methods Appl.	2003	DBLP DOI BibTeX RDF
48	Daniel B. Rowe	Significant FMRI Neurologic Synchrony Using Monte Carlo Methods.	Monte Carlo Methods Appl.	2003	DBLP DOI BibTeX RDF
48	Jiu Ding, Dong Mao, Aihui Zhou	A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators.	Monte Carlo Methods Appl.	2003	DBLP DOI BibTeX RDF
48	Imad A. Barghouthi, Naji Qatanani, Fathi M. Allan	Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes.	Monte Carlo Methods Appl.	2003	DBLP DOI BibTeX RDF
48	Vadim Moskvin, Lech Papiez	Method of trajectory rotation as a Monte Carlo variance reduction technique.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	Fabien Campillo, Antoine Lejay	A Monte Carlo method without grid for a fractured porous domain model.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	Evgeni Zapadinsky, Liisa Pirjola, Markku Kulmala	Effect of Cross-correlated Fluctuations on the Aerosol Dynamics: Monte Carlo Simulations.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	John Bonvin, Marco Picasso	Mesoscopic Models for Viscoelastic flows: Coupling Finite Element and Monte Carlo Methods.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	Sergei M. Ermakov, Wolfgang Wagner 0002	Monte Carlo difference schemes for the wave equation.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	Tuomas J. Lukka, Janne V. Kujala	Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	David J. Horntrop	Monte Carlo Simulation of a Random Field Model for Transport.	Monte Carlo Methods Appl.	2002	DBLP DOI BibTeX RDF
48	Peter R. Kramer	A Review of Some Monte Carlo Simulation Methods for Turbulent Systems.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Rémi Sentis	Monte Carlo methods in neutron and photon transport problems.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Nicolas Fournier, Sylvie Méléard	Monte-Carlo approximations for 2d homogeneous Boltzmann equations without cutoff and for non Maxwell molecules.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Fabien Campillo, Antoine Lejay	A Monte Carlo method to compute the exchange coefficient in the double porosity model.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Bent Jesper Christensen, Rolf Poulsen	Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Mark Braverman, Shay Gueron	A Monte Carlo Algorithm for a Lottery Problem.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Lorenzo Pareschi, Bernt Wennberg	A recursive Monte Carlo method for the Boltzmann equation in the Maxwellian case.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Michael Mascagni, Aneta Karaivanova, Yaohang Li	A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Eric Tinet, Jean-Michel Tualle, Dominique Ettori, Sigrid Avrillier	Real time transformation of pre-computed Monte Carlo results for fitting optical measurements in biomedical applications.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Chi-Ok Hwang, Michael Mascagni, James A. Given	Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability.	Monte Carlo Methods Appl.	2001	DBLP DOI BibTeX RDF
48	Jane Liu, Mike West	Combined Parameter and State Estimation in Simulation-Based Filtering.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Michael K. Pitt, Neil Shephard	Auxiliary Variable Based Particle Filters.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Erik Bølviken, Geir Storvik	Deterministic and Stochastic Particle Filters in State-Space Models.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Markus Hürzeler, Hans R. Künsch	Approximating and Maximising the Likelihood for a General State-Space Model.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Photis Stavropoulos, D. M. Titterington	Improved Particle Filters and Smoothing.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Shaun McGinnity, George W. Irwin	Manoeuvring Target Tracking Using a Multiple-Model Bootstrap Filter.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Kevin Murphy 0002, Stuart Russell 0001	Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Andrew Blake 0001, Michael Isard, John MacCormick	Statistical Models of Visual Shape and Motion.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Tomoyuki Higuchi	Self-Organizing Time Series Model.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Christian Musso, Nadia Oudjane, François Le Gland	Improving Regularised Particle Filters.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Daphne Koller, Uri Lerner	Sampling in Factored Dynamic Systems.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Petar M. Djuric	Sequential Estimation of Signals under Model Uncertainty.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Carlo Berzuini, Walter R. Gilks	RESAMPLE-MOVE Filtering with Cross-Model Jumps.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Dieter Fox, Sebastian Thrun, Wolfram Burgard, Frank Dellaert	Particle Filters for Mobile Robot Localization.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Jun S. Liu, Rong Chen, Tanya Logvinenko	A Theoretical Framework for Sequential Importance Sampling with Resampling.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Dan Crisan	Particle Filters - A Theoretical Perspective.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Niclas Bergman	Posterior Cramér-Rao Bounds for Sequential Estimation.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	Pierre Moral, Jean Jacod	Interacting Particle Filtering With Discrete Observations.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	David Salmond, Neil J. Gordon	Particles and Mixtures for Tracking and Guidance.	Sequential Monte Carlo Methods in Practice	2001	DBLP DOI BibTeX RDF
48	S. A. Uhinov, Anton Voytishek	Usage of the importance sample in Monte Carlo methods.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	Erika Hausenblas	Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	Igor V. Meglinski, S. J. Matcher	The application of the Monte Carlo technique for estimation of the detector depth sensitivity for the skin oxygenation measurements.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	A. I. Khisamutdinov	On connection between "Continuous time" and "Direct simulation" Monte Carlo methods for Boltzmann equation and on some new approximate methods.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	A. V. Voytishek, E. G. Dyatlova, T. E. Mezentseva	Geometrical Monte Carlo method and its modifications.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	Leonid Pletnev	Monte Carlo Simulation of Evaporation Process into the Vacuum.	Monte Carlo Methods Appl.	2000	DBLP DOI BibTeX RDF
48	Emanouil I. Atanassov, Ivan Tomov Dimov	A new optimal Monte Carlo method for calculating integrals of smooth functions.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	Carla Ongaro, U. Nastasi, Alba Zanini	Monte Carlo Simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	Hans Babovsky	On a Monte Carlo scheme for Smoluchowski's coagulation equation.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	Michael Khazen, Arie Dubi	A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	R. L. Perel, J. J. Wagschal, Y. Yeivin	Monte Carlo calculation of deep penetration benchmark sensitivities.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	Orazgeldy Kurbanmuradov, Üllar Rannik, Karl Sabelfeld, Timo Vesala	Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	S. V. Rogasinsky	Solution of stationary boundary value problems for the Boltzmann equation by the Monte Carlo method.	Monte Carlo Methods Appl.	1999	DBLP DOI BibTeX RDF
48	Marzio Marseguerra, Enrico Zio	Weight updating in forced Monte Carlo approach to dynamic PSA.	Monte Carlo Methods Appl.	1998	DBLP DOI BibTeX RDF