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Monte Carlo Methods and Applications, Volume 26
Volume 26, Number 1, March 2020
- Kevin Vanslette, Abdullatif Al-Alshaikh, Kamal Youcef-Toumi:
Why simple quadrature is just as good as Monte Carlo. 1-16 - David J. Torres:
Describing the Pearson R distribution of aggregate data. 17-32 - Kamal Hiderah:
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process. 33-47 - 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. 49-68 - Kahina Bedouhene, Nabil Zougab:
A Bayesian procedure for bandwidth selection in circular kernel density estimation. 69-82
Volume 26, Number 2, June 2020
- Marco Marozzi, Shovan Chowdhury:
An index of teaching performance based on students' feedback. 83-91 - Christian Müller, Holger Diedam, Thomas Mrziglod, Andreas Schuppert:
A neural network assisted Metropolis adjusted Langevin algorithm. 93-111 - Hamza M. Ruzayqat, Ajay Jasra:
Unbiased estimation of the solution to Zakai's equation. 113-129 - Florian Bourgey, Stefano De Marco, Emmanuel Gobet, Alexandre Zhou:
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations. 131-161 - Vladimir Nekrutkin:
Binary decompositions of probability densities and random-bit simulation. 163-169
Volume 26, Number 3, September 2020
- Ilya M. Sobol, Boris V. Shukhman:
QMC integration errors and quasi-asymptotics. 171-176 - Karl K. Sabelfeld, Nikita Popov:
Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems. 177-191 - Shady Ahmed Nagy, Mohamed A. El-Beltagy, Mohamed I. Wafa:
Multilevel Monte Carlo by using the Halton sequence. 193-203 - Johannes Reichl:
Estimating marginal likelihoods from the posterior draws through a geometric identity. 205-221 - W. John Thrasher, Michael Mascagni:
Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation. 223-244 - Dmitriy Kolyukhin:
Statistical modeling of three-dimensional fractal point sets with a given spatial probability distribution. 245-252 - Seung-Hwan Lee, Eun-Joo Lee:
A weighted log-rank test for comparing two survival curves. 253-262
Volume 26, Number 4, December 2020
- Evgenia Kablukova, Karl Sabelfeld, Dmitrii Y. Protasov, Konstantin S. Zhuravlev:
Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison with experimental measurements. 263-271 - Hao Ji, Michael Mascagni, Yaohang Li:
Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification. 273-284 - Alexander Egorov:
An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion. 285-292 - Arun Kumar Polala, Giray Ökten:
Implementing de-biased estimators using mixed sequences. 293-301 - Karima Elkimakh, Abdelaziz Nasroallah:
Hidden Markov Model with Markovian emission. 303-313 - Khaldoun El-Khaldi, Elias G. Saleeby:
On the density of lines and Santalo's formula for computing geometric size measures. 315-323 - Ahad Malekzadeh, Seyed Mahdi Mahmoudi:
Constructing a confidence interval for the ratio of normal distribution quantiles. 325-334 - Irina A. Shalimova, Karl K. Sabelfeld:
Random walk on ellipsoids method for solving elliptic and parabolic equations. 335-353
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