# Monte Carlo methods

### Quasi Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems

**Monte**

**Carlo**, quasi-

**Monte**

**Carlo**or multilevel

**Monte**

**Carlo**

**methods**are used as estimators for the two prior ...

27

### Performant Hybrid and Parallel Domain Decomposed Monte Carlo Methods for Radiation Transport.

**Monte**

**Carlo**

**methods**for radiation ...Shift

**Monte**

**Carlo**code de- veloped at Oak Ridge National ...the

**Monte**

**Carlo**algorithm for solving the transport ...

114

### On Markov chain Monte Carlo methods for tall data

**Monte**

**Carlo**

**methods**are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number n ...

43

### On extended state space constructions for monte carlo methods

**Monte**

**Carlo**...of

**Monte**

**Carlo**schemes and shows that they can be viewed as (an approximation to) a special case of the mar- ginalised one-sample importance sampling scheme presented in ...

243

### On solving integral equations using Markov chain Monte Carlo methods

**Monte**

**Carlo**

**methods**provide a mechanism for dealing with such integrals. A sequential importance ...

22

### Development of Monte Carlo Methods in Hypersonic Aerodynamics

**Monte**

**Carlo**

**methods**in the computational aerodynamics and application of these

**methods**in rarefied fields are described in the present ...computational

**methods**is impossible without ...

8

### Some Monte Carlo methods for jump diffusions

**Monte**

**Carlo**

**methods**we begin by introducing HMMs in Sec- tion 3.1. HMMs are the natural and flexible framework under which the jump di↵usions we consider in thesis are ...

291

### Stability of sequential Markov Chain Monte Carlo methods

**Monte**

**Carlo**Samplers are a class of stochastic algorithms for

**Monte**

**Carlo**integral estimation ...chain

**Monte**

**Carlo**

**methods**and importance sampling/resampling ...

10

### Monte Carlo Methods on Complex Networks

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### Pricing American Options using Monte Carlo Methods

**methods**. In these cases,

**Monte**

**Carlo**

**methods**often give better results, because they have proved to be valuable and flexible computational tools to calculate the value of options ...

31

### Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options

**Monte**

**Carlo**

**methods**for pricing options. The classical importance sampling method is used to eliminate the variance caused by the linear part of the ...

6

### Monte Carlo methods

**Monte**

**Carlo**

**methods**are sampling algorithms that allow to com- pute these integrals numerically when they are not analytically ...common

**Monte**

**Carlo**algorithms, among ...

21

### Monte Carlo methods for adaptive sparse approximations of time series

**Monte**

**Carlo**

**methods**studied in this paper is that this uncertainty is reflected in the full posterior distribution p( s | x , A ), so that the heuristics suggested with previous approaches [26] ...

14

### Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation*

**Monte**-

**Carlo**

**methods**have been developed to solve its linearized version (see ...replacement

**methods**for this linearized equation on real size biomolecules, that also require ...

27

### Limit theorems for weighted samples with applications to sequential Monte Carlo methods

**Monte**-

**Carlo**

**methods**(SMC) emerged as a key tool in computational statistics (see for instance [3], [9], [7]). These algorithms approximate a sequence of ...

7

### Monte Carlo methods in PageRank computation: When one iteration is sufficient

**Monte**

**Carlo**type meth- ods for the PageRank ...probabilistic

**Monte**

**Carlo**

**methods**over the deterministic power iteration method:

**Monte**

**Carlo**

**methods**provide ...

20

### Information geometric Markov chain Monte Carlo methods using diffusions

**methods**are compared in the paper, but the variant of MALA that incorporates a local correlation structure is shown to be the most efficient, particularly as the dimension of the problem increases ...

30

### Sparse Estimation in Ising Model via Penalized Monte Carlo Methods

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### Towards Heavy Element Materials with Electronic Structure Quantum Monte Carlo Methods.

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### Genetic Algorithm Sequential Monte Carlo Methods For Stochastic Volatility And Parameter Estimation

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