Monte Carlo sampling techniques
Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation
34
Importance Sampling-Based Monte Carlo Methods with Applications to Quantitative Finance
188
Optimised Importance Sampling in Multilevel Monte Carlo
79
Hybrid Multiscale Methods for Hyperbolic and Kinetic Problems
34
CAPABILITIES AND APPLICATIONS OF PROBABILISTIC METHODS IN FINITE ELEMENT ANALYSIS
6
Analytic Method for Probabilistic Cost. and Schedule Risk Analysis. Final Report
190
Stochastic gradient Markov chain Monte Carlo
31
On extended state space constructions for monte carlo methods
243
Hybrid importance sampling Monte Carlo approach for yield estimation in circuit design
23
Advances in Monte Carlo techniques with application to lattice protein aggregation
123
Investigating the construct validity of an electronic in-basket exercise using bias-corrected bootstrapping and Monte Carlo re-sampling techniques
17
Monte Carlo MCMC: Efficient Inference by Sampling Factors
5
Monte Carlo sampling approach to stochastic programming
9
Stochastic comparisons of stratied sampling techniques for some Monte Carlo estimators
22
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
6
Monte Carlo Simulation and Improvement of Variance Reduction Techniques
9
Adaptive Strategy for Stratified Monte Carlo Sampling
41
Generalizations of the Multivariate Logistic Distribution with Applications to Monte Carlo Importance Sampling
199
Monte Carlo sampling processes and incentive compatible allocations in large economies
30
Probabilistic Prognostics and Health Management for Fatigue-critical Components using High-fidelity Models.
189