Simulation and the Monte Carlo Method

Rubinstein, Reuven Y., Kroese, Dirk P.·2016·Wiley Series in Probability and Statistics

Cited by (1,003)

Items 201–300 of 1,003

  1. A Survey of Maneuvering Target Tracking - Part III: Measurement Models
    X. Rong Li, Vesselin P. Jilkov · 2001
  2. Stochastic Networked Microgrid Energy Management With Correlated Wind Generators
    Ahmad Reza Malekpour, Anil Pahwa · 2017 · IEEE Transactions on Power Systems
  3. Efficiency of Multivariate Control Variates in Monte Carlo Simulation
    Reuven Y. Rubinstein, Ruth Marcus · 1985 · Operations Research
  4. Path-Dependent Options: Extending the Monte Carlo Simulation Approach
    Dwight M. Grant, Gautam Vora, David Weeks · 1997 · Management Science
  5. A comprehensive transformer-based approach for high-accuracy gas adsorption predictions in metal-organic frameworks
    Jingqi Wang, Jiapeng Liu, Hongshuai Wang, Musen Zhou, Guolin Ke, Linfeng Zhang, Jianzhong Wu, Zhifeng Gao, Diannan Lu · 2024 · Nature Communications
  6. On computation methods for structural reliability analysis
    Peter Bjerager · 1990 · Structural Safety
  7. Parallel solution methods for stochastic finite element analysis using Monte Carlo simulation
    Manolis Papadrakakis, A. Kotsopulos · 1999 · Computer Methods in Applied Mechanics and Engineering
  8. Quantum Monte Carlo for the Electronic Structure of Atoms and Molecules
    W.A. Jr. Lester, B. L. Hammond · 1990 · Annual Review of Physical Chemistry
  9. Improved cross entropy-based importance sampling with a flexible mixture model
    Iason Papaioannou, Sebastian Geyer, Dániel Straub · 2019 · Reliability Engineering & System Safety
  10. Development of Fully Coupled Aeroelastic and Hydrodynamic Models for Offshore Wind Turbines
    Jason M. Jonkman, Paul D. Sclavounos · 2006 · AIAA Aerospace Sciences Meeting and Exhibit
  11. Extreme‐phenotype genome‐wide association study ( XP ‐ GWAS ): a method for identifying trait‐associated variants by sequencing pools of individuals selected from a diversity panel
    Jinliang Yang, Haiying Jiang, Cheng‐Ting Yeh, Jianming Yu, Jeffrey A. Jeddeloh, Dan S. Nettleton, Patrick S. Schnable · 2015 · The Plant Journal
  12. Deep Learning-Based Data Fusion Method for In Situ Porosity Detection in Laser-Based Additive Manufacturing
    Qi Tian, Shenghan Guo, Erika Melder, Linkan Bian, Weihong Guo · 2020 · Journal of Manufacturing Science and Engineering
  13. Towards the automatic identification of adjectival scales
    Vasileios Hatzivassiloglou, Kathleen R. McKeown · 1993 · Annual Meeting of the Association for Computational Linguistics (ACL)
  14. Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
    James Antonio Bucklew, Peter E. Ney, John S. Sadowsky · 1990 · Journal of Applied Probability
  15. Analytical robustness assessment for robust design
    Beiqing Huang, Xiaoping Du · 2006 · Structural and Multidisciplinary Optimization
  16. Energy Storage Application for Performance Enhancement of Wind Integration
    Mahmoud Ghofrani, Amirsaman Arabali, Mehdi Etezadi-Amoli · 2013 · IEEE Transactions on Power Systems
  17. A dimension-wise method and its improvement for multidisciplinary interval uncertainty analysis
    Lei Wang, Chuang Xiong, Xiaojun Wang · 2018 · Applied Mathematical Modelling
  18. Latin Hypercube Sampling and the Propagation of Uncertainty in Analyses of Complex Systems
    J.C. Helton, Freddie J. Davis · 2002
  19. Simulation of Ruin Probabilities for Subexponential Claims
    Søren Asmussen, Klemens Binswanger · 1997 · Astin Bulletin
  20. Improving Point Selection in Cubature by a New Discrepancy
    Jianbing Chen, Shenghan Zhang · 2013 · SIAM Journal on Scientific Computing
  21. Uncertainpy: A Python Toolbox for Uncertainty Quantification and Sensitivity Analysis in Computational Neuroscience
    Simen Tennøe, Geir Halnes, Gaute T. Einevoll · 2018 · Frontiers in Neuroinformatics
  22. Carbon-13 constraints on the seasonal inorganic carbon budget at the BATS site in the northwestern Sargasso Sea
    Nicolas Gruber, Charles D. Keeling, Thomas F. Stocker · 1998 · Deep Sea Research Part I Oceanographic Research Papers
  23. Realistic and efficient reliability estimation for aerospace structures
    Helmut J. Pradlwarter, Manuel F. Pellissetti, Christian A. Schenk · 2004 · Computer Methods in Applied Mechanics and Engineering
  24. Concrete at high temperature with application to tunnel fire
    Bernhard Aribo Schrefler, Pierfrancesco Brunello, Dariusz Gawin · 2002 · Computational Mechanics
  25. Monte Carlo approach to PSA for dynamic process systems
    Marzio Marseguerra, Enrico Zio · 1996 · Reliability Engineering & System Safety
  26. Profiling Literature in Healthcare Simulation
    Navonil Mustafee, Korina Katsaliaki, Simon J. E. Taylor · 2010 · SIMULATION
  27. Computing S Estimators for Regression and Multivariate Location/Dispersion
    David Ruppert · 1992 · Journal of Computational and Graphical Statistics
  28. On a class of Bayesian nonparametric estimates: II. Hazard rate estimates
    Albert Y. Lo, Chung‐Sing Weng · 1989 · Annals of the Institute of Statistical Mathematics
  29. The implementation of the bayesian paradigm
    A. F. M. Smith, Alan M. Skene, J.E.H. Shaw, John C. Naylor, Mark T. Dransfield · 1985 · Communication in Statistics- Theory and Methods
  30. Assessment of water losses in distribution networks: Methods, applications, uncertainties, and implications in intermittent supply
    Taha Mohammed AL-Washali, Saroj Kumar Sharma, Robert Lupoja · 2019 · Resources Conservation and Recycling
  31. Adaptive virtual support vector machine for reliability analysis of high-dimensional problems
    Hyeongjin Song, Kyung Kook Choi, Ikjin Lee, Liang Zhao, David Lamb · 2012 · Structural and Multidisciplinary Optimization
  32. 3D Architectural Modelling of Aerial Photomorphogenesis in White Clover (Trifolium repens L.) using L-systems
    Hélène Gautier · 2000 · Annals of Botany
  33. Bayesian stock assessment using a state–space implementation of the delay difference model
    Renate Meyer, Russell Brian Millar · 1999 · Canadian Journal of Fisheries and Aquatic Sciences
  34. Random matrix theory and non-parametric model of random uncertainties in vibration analysis
    Christian Soize · 2003 · Journal of Sound and Vibration
  35. Cellular Traffic Prediction and Classification: A Comparative Evaluation of LSTM and ARIMA
    Amin Azari, Panagiotis Papapetrou, Stojan Z. Denic, Gunnar Peters · 2019 · Lecture notes in computer science
  36. Does high forecast uncertainty preclude effective decision support?
    Peter Reichert, Mark E. Borsuk · 2005 · Environmental Modelling & Software
  37. On Efficient Computational Schemes to Calculate Structural Failure Probabilities
    Gerhart I. Schuëller, Christian G. Bucher, Ulrich Bourgund · 1987 · Lecture notes in engineering
  38. Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation
    Jianye Ching, James L. Beck, Siu‐Kui Au · 2005 · Probabilistic Engineering Mechanics
  39. Structural reliability methods for seismic safety assessment: a review
    Armen Der Kiureghian · 1996 · Engineering Structures
  40. Real-time reinforcement learning by sequential Actor–Critics and experience replay
    Paweł Wawrzyński · 2009 · Neural Networks
  41. Generalized Sequential Gaussian Simulation on Group Size ν and Screen-Effect Approximations for Large Field Simulations
    Roussos G. Dimitrakopoulos, Xiaochun Luo · 2004 · Mathematical Geology
  42. Statistical integrated circuit design
    S.W. Director, P. Feldmann, K. Krishna · 1993 · IEEE Journal of Solid-State Circuits
  43. The exposure to formaldehyde in industries and health care centers: A systematic review and probabilistic health risk assessment
    Zahra Soltanpour, Yousef Mohammadian, Yadolah Fakhri · 2021 · Environmental Research
  44. Clinical Trial Simulation in Drug Development
    Peter L. Bonate · 2000 · Pharmaceutical Research
  45. A polynomial chaos approach to the analysis of vehicle dynamics under uncertainty
    Gaurav Kewlani, Justin Crawford, Karl D. Iagnemma · 2012 · Vehicle System Dynamics
  46. Reliability Analysis of Load and Resistance Factor Design of Slopes
    Rodrigo Salgado, Dongwook Kim · 2013 · Journal of Geotechnical and Geoenvironmental Engineering
  47. A fast Monte Carlo algorithm for collision probability estimation
    Alain Lambert, Dominique Gruyer, Guillaume Saint Pierre · 2008 · International Conference on Control, Automation, Robotics and Vision (ICARCV)
  48. Characteristic traffic load effects from a mixture of loading events on short to medium span bridges
    Colin C. Caprani, Eugene J. OBrien, Geoffrey John McLachlan · 2007 · Structural Safety
  49. Randomized smoothing for (parallel) stochastic optimization
    John C. Duchi, Peter L. Bartlett, Martin J. Wainwright · 2012 · IEEE Conference on Decision and Control (CDC)
  50. A physics-driven deep learning model for process-porosity causal relationship and porosity prediction with interpretability in laser metal deposition
    Weihong Guo, Qi Tian, Shenghan Guo · 2020 · CIRP Annals
  51. A combined reliability analysis approach with dimension reduction method and maximum entropy method
    Gang Li, Kai Zhang · 2010 · Structural and Multidisciplinary Optimization
  52. Radioactive source detection by sensor networks
    Sean M. Brennan, A.M. Mielke, David C. Torney · 2005 · IEEE Transactions on Nuclear Science
  53. Identifiability and uncertainty analysis of the River Water Quality Model No. 1 (RWQM1)
    Peter Reichert, Peter A. Vanrolleghem · 2001 · Water Science & Technology
  54. The Metropolis—Hastings Algorithm
    Christian P. Robert, George Casella · 2004 · Springer texts in statistics
  55. Stable Gene Selection from Microarray Data via Sample Weighting
    Lei Yu, Yue Han, Michael E. Berens · 2011 · IEEE Transactions on Computational Biology and Bioinformatics
  56. A survey on kriging-based infill algorithms for multiobjective simulation optimization
    Sebastian Rojas Gonzalez, Inneke Van Nieuwenhuyse · 2019 · Computers & Operations Research
  57. Conditional Variational Image Deraining
    Yingjun Du, Jun Xu, Xiantong Zhen · 2020 · IEEE Transactions on Image Processing
  58. A fuzzy finite element procedure for the calculation of uncertain frequency-response functions of damped structures: Part 1—Procedure
    David Moens, Dirk Vandepitte · 2005 · Journal of Sound and Vibration
  59. Implementing advanced Monte Carlo simulation under spreadsheet environment
    Siu‐Kui Au, Zheng Cao, Yu Wang · 2010 · Structural Safety
  60. Sequential monte carlo techniques for the solution of linear systems
    John H. Halton · 1994 · Journal of Scientific Computing
  61. Minimum variance importance samplingviaPopulation Monte Carlo
    Randal Douc, Arnaud Guillin, Jean‐Michel Marin · 2007 · ESAIM Probability and Statistics
  62. A generalized Subset Simulation approach for estimating small failure probabilities of multiple stochastic responses
    Hongshuang Li, Yuanzhuo Ma, Zi-Jun Cao · 2014 · Computers & Structures
  63. Feature Article—Statistical Analysis of Simulation Output Data
    Averill M. Law · 1983 · Operations Research
  64. SampleSearch: Importance sampling in presence of determinism
    Vibhav Gogate, Rina Dechter · 2010 · Artificial Intelligence
  65. Weighted importance sampling for off-policy learning with linear function approximation
    A. Rupam Mahmood, Hado P. van Hasselt, Richard S. Sutton · 2014 · neural information processing systems
  66. An adaptive directional importance sampling method for structural reliability analysis
    Mohsen Ali Shayanfar, Mohammad Ali Barkhordari, Moien Barkhori · 2017 · Structural Safety
  67. Uncertain linear systems in dynamics: Retrospective and recent developments by stochastic approaches
    G.I. Schuëller, Helmut J. Pradlwarter · 2009 · Engineering Structures
  68. Multinormal probability by sequential conditioned importance sampling: theory and application
    R. V. Ambartzumian, Armen Der Kiureghian, V. Ohaniana · 1998 · Probabilistic Engineering Mechanics
  69. Structural reliability analysis using a copula-function-based evidence theory model
    Chao Jiang, Wenxu Zhang, B. Wang · 2014 · Computers & Structures
  70. Hybridization of stochastic reduced basis methods with polynomial chaos expansions
    Sachin K. Sachdeva, Prasanth B. Nair, Andy J. Keane · 2005 · Probabilistic Engineering Mechanics
  71. INFORMATION THEORETIC LEARNING: RENYI'S ENTROPY AND ITS APPLICATIONS TO ADAPTIVE SYSTEM TRAINING
    Deniz Erdogmus B · 2002
  72. Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation
    Joseph B. Nagel, Jörg Rieckermann, Bruno Sudret · 2019 · Reliability Engineering & System Safety
  73. Importance sampling in Bayesian networks using probability trees
    Antonio Salmerón, Andrés Cano, Serafı́n Moral · 2000 · Computational Statistics & Data Analysis
  74. Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks
    Michael Devetsikiotis, J.K. Townsend · 1993 · IEEE/ACM Transactions on Networking
  75. Quantum computing in power systems
    Yifan Zhou, Zefan Tang, Nima Nikmehr, Pouya Babahajiani, Fei Feng, Tzu-Chieh Wei, Honghao Zheng, Peng Zhang · 2022 · iEnergy
  76. Machine Learning for Cardiovascular Biomechanics Modeling: Challenges and Beyond
    Amirhossein Arzani, Jianxun Wang, Michael S. Sacks, Shawn C. Shadden · 2022 · Annals of Biomedical Engineering
  77. Sequential Gaussian Cosimulation: A Simulation Method Integrating Several Types of Information
    Georges Verly · 1993 · Quantitative geology and geostatistics
  78. Sensitivity analysis based methodology to estimate the best set of parameters for heterogeneous kinetic models
    Luis A. Alcázar, Jorge Ancheyta · 2006 · Chemical Engineering Journal
  79. Spatial uncertainty analysis: propagation of interpolation errors in spatially distributed models
    Donald L. Phillips, Danny G. Marks · 1996 · Ecological Modelling
  80. Simulation of Stochastic Fields by Statistical Preconditioning
    Fumio Yamazaki, Masanobu Shinozuka · 1990 · Journal of Engineering Mechanics
  81. An efficient reliability analysis method combining adaptive Kriging and modified importance sampling for small failure probability
    Wanying Yun, Zhenzhou Lü, Xian Li Jiang · 2018 · Structural and Multidisciplinary Optimization
  82. Hybrid Artificial Intelligence Approaches for Predicting Buckling Damage of Steel Columns Under Axial Compression
    Lei Lü, Hai‐Bang Ly, Binh Thai Pham, Minh Vuong Le, Tuan Anh Pham, Duy-Hung Nguyen, Xuan-Tuan Tran, Tien-Thinh Le · 2019 · Materials
  83. Safety assessment of robot trajectories for navigation in uncertain and dynamic environments
    Daniel Althoff, James Kuffner, Dirk Wollherr, MARTIN J. BUSS · 2011 · Autonomous Robots
  84. Evaluation of measurement uncertainty in analytical assays by means of Monte-Carlo simulation
    M. Ángeles Herrador, Antonio Gustavo González · 2004 · Talanta
  85. Approximations of first-passage times for differentiable processes based on higher-order threshold crossings
    Svend Engelund, R. Rackwitz, Claus Lange · 1995 · Probabilistic Engineering Mechanics
  86. Risk assessment of catastrophic failures in electric power systems
    Lamine Mili, Qun Qiu, Arun G. PHADKE · 2004 · International Journal of Critical Infrastructures
  87. Reliability analysis of rock mass response by means of Random Set Theory
    Fulvio Tonon, A. Bernardini, Armando Mammino · 2000 · Reliability Engineering & System Safety
  88. Fragile sites and structural rearrangements in cancer
    Marc De Braekeleer, B. Smith, Ching‐Shwun Lin · 1985 · Human Genetics
  89. Information Technology and Pricing Decisions: Price Adjustments in Online Computer Markets1
    Oh, Lucas · 2006 · MIS Quarterly
  90. Stratified sampling of spherical triangles
    James R. Arvo · 1995 · ACM SIGGRAPH Annual Conference on Computer Graphics and Interactive Techniques (SIGGRAPH)
  91. On the calculation of the bounds of probability of events using infinite random sets
    Diego A. Álvarez · 2006 · International Journal of Approximate Reasoning
  92. Toward a consistency cross‐check of eddy covariance flux–based and biometric estimates of ecosystem carbon balance
    Sebastiaan Luyssaert, Markus Reichstein, Ernst‐Detlef Schulze, Ivan A. Janssens, Beverly Elizabeth Law, Dario Papale, D. Dragoni, Michael L. Goulden, André Granier, Werner L. Kutsch et al. · 2009 · Global Biogeochemical Cycles
  93. Incorporating risk into bank efficiency: A satisficing DEA approach to assess the Greek banking crisis
    Ioannis E. Tsolas, Vincent Charles · 2014 · Expert Systems with Applications
  94. Global sensitivity analysis of reliability of structural bridge system
    Zdeněk Kala · 2019 · Engineering Structures
  95. Kernel principal component analysis-based Gaussian process regression modelling for high-dimensional reliability analysis
    Tong Zhou, Yongbo Peng · 2020 · Computers & Structures
  96. Reliability-based structural optimization of frame structures for multiple failure criteria using topology optimization techniques
    Katsuya Mogami, Shinji Nishiwaki, Kazuhiro Izui · 2006 · Structural and Multidisciplinary Optimization
  97. A genetic algorithm for chance constrained programming
    Kakuzo Iwamura, Baoding Liu · 1996 · Journal of Information and Optimization Sciences
  98. A survey of numerical methods for stochastic differential equations
    Peter E. Kloeden, Eckhard Platen · 1989 · Stochastic Environmental Research and Risk Assessment
  99. Integrated design of transport infrastructure and public spaces considering human behavior: A review of state-of-the-art methods and tools
    Liu Yang, Koen H. van Dam, Arnab Majumdar, Bani Anvari, Washington Yotto Ochieng, Lufeng Zhang · 2019 · Frontiers of Architectural Research
  100. A dynamic multi-agent approach for modeling the evolution of multi-hazard accident scenarios in chemical plants
    Chao Chen, Genserik Reniers, Nima Khakzad · 2020 · Reliability Engineering & System Safety