Search results for "Monte-Carlo"

Hits ?▲	Authors	Title	Venue	Year	Link
32	Hadjer Nita, Faïrouz Afroun, Mouloud Cherfaoui, Djamil Aïssani	Statistical analysis of the estimates of some stationary performances of the unreliable M/M/1/N queue with Bernoulli feedback.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Guilhem Balvet, Jean-Pierre Minier, Christophe Henry, Yelva Roustan, Martin Ferrand	A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Irina A. Shalimova, Karl K. Sabelfeld	Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Evgenia Kablukova, Karl K. Sabelfeld, Dmitry Protasov, Konstantin S. Zhuravlev	Stochastic simulation of electron transport in a strong electrical field in low-dimensional heterostructures.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Pierre Bras, Gilles Pagès	Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Sedigheh Zamani Mehreyan	Bootstrap choice of non-nested autoregressive model with non-normal innovations.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Guilhem Balvet, Jean-Pierre Minier, Yelva Roustan, Martin Ferrand	Analysis of wall-modelled particle/mesh PDF methods for turbulent parietal flows.	Monte Carlo Methods Appl.	2023	DBLP DOI BibTeX RDF
32	Jaya P. N. Bishwal	Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Haifa Aldossari, Michael Mascagni	Scrambling additive lagged-Fibonacci generators.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Dmitriy Kolyukhin, Alexander Minakov	Simulation of Gaussian random field in a ball.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Naho Akiyama, Toshihiro Yamada	A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Kamal Hiderah	Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Jem N. Corcoran, Caleb Miller	Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Dmitriy Kolyukhin, Karl K. Sabelfeld, Ivan Dimov 0001	Sensitivity analysis of the concentration transport estimation in a turbulent flow.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Shijia Wang, Tim Swartz	Moment matching adaptive importance sampling with skew-student proposals.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Meriem Cherabli, Megdouda Ourbih-Tari, Meriem Boubalou	Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld, Ivan Aksyuk	Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Yousri Slaoui, Salima Helali	Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Luai Al-Labadi, Muhammad Tahir	Estimation of entropy and extropy based on right censored data: A Bayesian non-parametric approach.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Tetiana Ianevych, Iryna Rozora, Anatolii Pashko	On one way of modeling a stochastic process with given accuracy and reliability.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Ivan Dimov 0001, Venelin Todorov, Karl Sabelfeld	A study of highly efficient stochastic sequences for multidimensional sensitivity analysis.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld, Oleg Bukhasheev	Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Nikolaos Halidias, Ioannis S. Stamatiou	A note on the asymptotic stability of the semi-discrete method for stochastic differential equations.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Miguel Casquilho, Jorge Buescu	Standard deviation estimation from sums of unequal size samples.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Nikolaos Halidias	On the practical point of view of option pricing.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	David A. Spade	Approximate bounding of mixing time for multiple-step Gibbs samplers.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Az-eddine Zakrad, Abdelaziz Nasroallah	Estimation of steady-state quantities of an HMM with some rarely generated emissions.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld, Viacheslav Sapozhnikov	Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Maryam Alsolami, Michael Mascagni	A random walk algorithm to estimate a lower bound of the star discrepancy.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Manfred Harringer	Superposition of forward and backward motion.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Hamida Talhi, Hiba Aiachi, Nadji Rahmania	Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Marco Ballesio, Ajay Jasra	Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2022	DBLP DOI BibTeX RDF
32	Toshihiro Yamada	High order weak approximation for irregular functionals of time-inhomogeneous SDEs.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	David A. Spade	Estimating drift and minorization coefficients for Gibbs sampling algorithms.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Nikolaos Halidias	On the absorption probabilities and mean time for absorption for discrete Markov chains.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Yasmina Ziane, Nabil Zougab, Smail Adjabi	Body tail adaptive kernel density estimation for nonnegative heavy-tailed data.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Kekoura Sakouvogui, Saleem Shaik, Curt Doetkott, Rhonda C. Magel	Sensitivity analysis of stochastic frontier analysis models.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld, Dmitrii Smirnov	A global random walk on grid algorithm for second order elliptic equations.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Hassane Chraibi, Anne Dutfoy, Thomas Galtier, Josselin Garnier	Optimal potential functions for the interacting particle system method.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Kirill Svit, Konstantin S. Zhuravlev, Sergey Kireev, Karl K. Sabelfeld	A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett matrix.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld, Dmitry Smirnov, Ivan Dimov 0001, Venelin Todorov	A global random walk on grid algorithm for second order elliptic equations.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Casper H. l. Beentjes	Optimising Poisson bridge constructions for variance reduction methods.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Dmitriy Kolyukhin	Global sensitivity analysis of statistical models by double randomization method.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong	On the dependence structure and quality of scrambled (t, m, s)-nets.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Idris Kharroubi, Thomas Lim, Xavier Warin	Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Bernard Lapeyre, Jérôme Lelong	Neural network regression for Bermudan option pricing.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Zineb El Filali Ech-Chafiq, Jérôme Lelong, Adil Reghai	Automatic control variates for option pricing using neural networks.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Lucas Izydorczyk, Nadia Oudjane, Francesco Russo	A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Huong T. T. Pham, Hoa Pham	On the existence of posterior mean for Bayesian logistic regression.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Irina A. Shalimova, Karl K. Sabelfeld	Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32		Frontmatter.	Monte Carlo Methods Appl.	2021	DBLP DOI BibTeX RDF
32	Kahina Bedouhene, Nabil Zougab	A Bayesian procedure for bandwidth selection in circular kernel density estimation.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Irina A. Shalimova, Karl K. Sabelfeld	Random walk on ellipsoids method for solving elliptic and parabolic equations.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Christian Müller, Holger Diedam, Thomas Mrziglod, Andreas Schuppert	A neural network assisted Metropolis adjusted Langevin algorithm.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Khaldoun El-Khaldi, Elias G. Saleeby	On the density of lines and Santalo's formula for computing geometric size measures.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Vladimir Nekrutkin	Binary decompositions of probability densities and random-bit simulation.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Hao Ji, Michael Mascagni, Yaohang Li	Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Karima Elkimakh, Abdelaziz Nasroallah	Hidden Markov Model with Markovian emission.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Ahad Malekzadeh, Seyed Mahdi Mahmoudi	Constructing a confidence interval for the ratio of normal distribution quantiles.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Arun Kumar Polala, Giray Ökten	Implementing de-biased estimators using mixed sequences.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	David J. Torres	Describing the Pearson R distribution of aggregate data.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Huong T. T. Pham, Hoa Pham, Darfiana Nur	A Bayesian inference for the penalizedspline joint models of longitudinal and time-to-event data: A priorsensitivity analysis.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Ilya M. Sobol, Boris V. Shukhman	QMC integration errors and quasi-asymptotics.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Kamal Hiderah	Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Seung-Hwan Lee, Eun-Joo Lee	A weighted log-rank test for comparing two survival curves.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Johannes Reichl	Estimating marginal likelihoods from the posterior draws through a geometric identity.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Alexander Egorov	An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Dmitriy Kolyukhin	Statistical modeling of three-dimensional fractal point sets with a given spatial probability distribution.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Hamza M. Ruzayqat, Ajay Jasra	Unbiased estimation of the solution to Zakai's equation.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Marco Marozzi, Shovan Chowdhury	An index of teaching performance based on students' feedback.	Monte Carlo Methods Appl.	2020	DBLP DOI BibTeX RDF
32	Sercan Gür, Klaus Pötzelberger	Sensitivity of boundary crossing probabilities of the Brownian motion.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Hanbyeol Jang, Jian Wang 0052, Junseok Kim	Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Riu Naito, Toshihiro Yamada	A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Nima Rabiei, Elias G. Saleeby	On the sample-mean method for computing hyper-volumes.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Yusuke Okano, Toshihiro Yamada	A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Irina A. Shalimova, Karl K. Sabelfeld	A random walk on small spheres method for solving transientanisotropic diffusion problems.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld	Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Shin Harase	Comparison of Sobol' sequences in financial applications.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Christian Weiß, Zoran Nikolic	An aspect of optimal regression design for LSMC.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Lihao Zhang, Zeyang Ye, Yuefan Deng	Parallel MCMC methods for global optimization.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Sergej M. Ermakov, Anna A. Pogosian	On solving stochastic differential equations.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Hoa Pham, Huong T. T. Pham	A Bayesian approach for multi-stage models with linear time-dependent hazard rate.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Riu Naito, Toshihiro Yamada	A third-order weak approximation of multidimensional Itô stochastic differential equations.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Abdelaziz Nasroallah, Mohamed Yasser Bounnite	A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Ievgen Turchyn	Wavelet-based simulation of random processes from certain classes with given accuracy and reliability.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Preston Hamlin, W. John Thrasher, Walid Keyrouz, Michael Mascagni	Geometry entrapment in Walk-on-Subdomains.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Manal Bayousef, Michael Mascagni	A computational investigation of the optimal Halton sequence in QMC applications.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Gilles Pagès, Clément Rey	Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Taku Achiha, Hiroshi Sugita, Kenta Tonohiro, Yuto Yamamoto	Generation of k-wise independent random variables with small randomness.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Hayette Braham, Louiza Berdjoudj, Mohamed Boualem, Nadji Rahmania	Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Karl K. Sabelfeld	A global random walk on spheres algorithm for transient heat equation and some extensions.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
32	Mariam Elkhechafi, Hanaa Hachimi, Youssfi Elkettani	A new hybrid cuckoo search and firefly optimization.	Monte Carlo Methods Appl.	2018	DBLP DOI BibTeX RDF
32	Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk	Simulation of generalized fractional Brownian motion in C([0, T]).	Monte Carlo Methods Appl.	2018	DBLP DOI BibTeX RDF
32	Iryna Rozora, Mariia Lyzhechko	On the modeling of linear system input stochastic processes with given accuracy and reliability.	Monte Carlo Methods Appl.	2018	DBLP DOI BibTeX RDF
32	Dmitry Kolyukhin	Global sensitivity analysis for a stochastic flow problem.	Monte Carlo Methods Appl.	2018	DBLP DOI BibTeX RDF