Monte Carlo methods

Results: 695



#Item
641Numerical analysis / Statistical mechanics / Markov processes / Monte Carlo methods / Markov chain / Autocorrelation / Numerical integration / Joint probability distribution / Gibbs measure / Statistics / Probability and statistics / Markov models

Monte Carlo Methods in Statistical Mechanics: Foundations and New Algorithms

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Source URL: www.fisica.uniud.it

Language: English - Date: 2010-07-23 12:52:30
642Monte Carlo methods / Sample / Reservoir sampling / Statistics / Sampling / Algorithms

Optimal Sampling from Distributed Streams Revisited

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Source URL: home.engineering.iastate.edu

Language: English - Date: 2011-09-21 15:14:22
643S0 / Statistical mechanics / Monte Carlo methods / Swendsen–Wang algorithm

Integrated autocorrelation times -  z=0 for Swendsen-Wang in two dimensions -  but there is a log-correction; log-divergence of autocorrelation time

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Source URL: physics.bu.edu

Language: English - Date: 2013-11-19 10:51:09
644Numerical analysis / Monte Carlo integration / Computational physics / Variance reduction / Statistical theory / Normal distribution / Numerical integration / Errors and residuals in statistics / Probability distribution / Statistics / Probability and statistics / Monte Carlo methods

Monte Carlo Integration “Monte Carlo” methods use random numbers for sampling Although somewhat less glamorous than gambling devices

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Source URL: physics.bu.edu

Language: English - Date: 2013-09-17 12:29:15
645Monte Carlo methods / Normal distribution / Simulated annealing / Communication / Gaussian adaptation / Energy distance / Statistics / Mathematical analysis / Probability and statistics

VOLUME 91, N UMBER 3 PHYSICA L R EVIEW LET T ERS

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Source URL: www.tcm.phy.cam.ac.uk

Language: English - Date: 2003-07-17 06:09:52
646Probability theory / Monte Carlo methods in finance / Statistical inference / Measurement / Normal distribution / Variance / Sampling distribution / Stochastic differential equation / Risk-neutral measure / Statistics / Mathematical finance / Stochastic processes

Monte Carlo Derivative valuation:

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Source URL: spears.okstate.edu

Language: English - Date: 2007-07-18 11:08:30
647Finance / Options / Monte Carlo methods in finance / Cholesky decomposition / Asian option / Financial economics / Mathematical finance / Investment

Monte Carlo valuation continued:

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Source URL: spears.okstate.edu

Language: English - Date: 2007-07-18 11:08:30
648Academia / Knowledge / Serial Item and Contribution Identifier / JSTOR / Publishing

Monte Carlo Sampling Methods Using Markov Chains and Their Applications W. K. Hastings Biometrika, Vol. 57, No. 1. (Apr., 1970), pp[removed].

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Source URL: www.isds.duke.edu

Language: English - Date: 2007-03-27 09:48:16
649Monte Carlo methods / Randomness / Numerical analysis / Probability theory / Normal distribution / Stochastic process / Monte Carlo integration / Expected value / Random variable / Statistics / Probability and statistics / Mathematics

Stochastic Simulation and Monte Carlo Methods Andreas Hellander

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Source URL: www.it.uu.se

Language: English - Date: 2009-12-07 09:36:34
650Probability and statistics / Markov models / Monte Carlo methods / Stochastic simulation / Markov chain / Gillespie algorithm / Continuous-time Markov process / Stochastic / Algorithm / Statistics / Stochastic processes / Markov processes

Simulation Algorithms for Continuous Time Markov Chain Models H.T. Banks1 , Anna Broido2 , Brandi Canter3 , Kaitlyn Gayvert4 ,

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Source URL: www.ncsu.edu

Language: English - Date: 2011-12-14 16:28:37
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