monte-carlo simulation algorithm
DREAM(D): an adaptive Markov Chain Monte Carlo simulation algorithm to solve discrete, noncontinuous, and combinatorial posterior parameter estimation problems
... In the past decade much progress has been made in the devel- opment of sampling algorithms for statistical inference of the posterior parameter distribution. The typical assumption in this work is that the parameters are ...
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Exact Monte Carlo simulation of killed diffusions
... Exact Algorithm to the multidimensional case is limited to unit diffusion coefficient SDEs whose drift can be expressed as the gradient of a potential (Langevin-type diffusions) (Beskos et ...Exact Algorithm ...
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Patient-oriented simulation based on Monte Carlo algorithm by using MRI data
... implement Monte Carlo simulated with various source-detector ...the Monte Carlo ...the Monte Carlo method for NIRS ...NIRS simulation method for understanding photon ...
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Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... our algorithm is the existence of convenient parameter estimation procedures for the model, including maximum likelihood method or Bayesian based ...the algorithm is exhibited with Vasicek model, the ...
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Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
... Simulated marginal tax rates involve complex calculations of simulating future (uncertain) incomes and mimicking corporate tax code. This paper develops two algorithms to calculate simulated marginal tax rate. The codes ...
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Monte Carlo Simulation and a Review of the Physics of the Positron Annihilation Process in PET
... The simulation algorithm was implemented in Mat lab ® ...The algorithm proposed and im- plemented in this work performs the computations of the positron energy loos in small steps (taking into ...
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A New Method of Firing Table Correction based on DBSCAN
... OPTIMIZED ALGORITHM OF FIRING TABLE Because weapon system is a sophisticated system in battlefield environment, numerous and independent factors will be the elements which can cause barrage deviation of weapon ...
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Topological analysis in Monte Carlo simulation for uncertainty propagation
... Significant differences in terms of topology are observed in the plausible model suite that is generated as an intermedi- ary step in MCUP. These differences are interpreted as anal- ogous to population heterogeneity. ...
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Appropriation of the ‘Witch’ Stigma as White Women's Self-Empowerment
... stochastic simulation algorithm for chemi- cally reacting systems, we now turn our attention to how kinetic Monte Carlo methods may be applied to epitaxial ...
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Computer simulation of mesocrystals
... An alternative, and the original, versions of the symmetrized VMMC algo- rithm, were again proved via the use of the SDB condition, but with realization of the cluster defined as the set of all pairs to which a link is ...
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Localization of wireless sensor network
... localization algorithm is applied to the mobile sensor network, a series of problems will be caused, for instance, the accuracy of localization will be reduced because of the mobility of nodes, the node energy ...
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Minimum Revenue Guarantee and Toll Revenue Cap Optimization for Ppp Highways: Pareto Optimal State Approach
... use Monte Carlo simulation and scatter search algorithm to calculate the optimal values of the Minimum Revenue Guarantee and Toll Revenue Cap under different ...
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Inference and Properties of Mixture Two Extreme Lower Bound Distributions
... In this paper, we discuss the mixture model of two extreme lower bound dis- tributions. First, some properties we obtain of the model with hazard function are discussed. In addition, the estimates of the unknown ...
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An algorithm using GARCH process , Monte Carlo simulation and wavelets analysis for stock prediction
... An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction Giovanis, Eleftherios.[r] ...
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Generation Reliability Evaluation in Deregulated Power Systems Using Game Theory and Neural Networks
... 4) For each power plant selected in the previous step, a random number between 0 - 1 is generated. If the gener- ated number is more than the power plant’s Forced Out- age Rate (FOR), the power plant is considered as ...
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Monte Carlo Simulation for Statistical Decay of Compound Nucleus
... A Monte Carlo simulation of the nuclear reaction process will be able to provide fully correlated information, ...called Monte Carlo Hauser-Feshbach (MCHF) [2, ...the Monte ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... (Multilevel Monte Carlo path simulation Operations Research, 2008; 56: 607–617) introduced a multi-level Monte Carlo method for approximating the expected value of a function of a ...
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Information geometric Markov chain Monte Carlo methods using diffusions
... Martin et al. [53] consider Bayesian inference for a statistical inverse problem, in which a surface explosion causes seismic waves to travel down into the ground (the subsurface medium). Often, the properties of the ...
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MONTE CARLO SIMULATION IN INTERNAL RADIOTHERAPY OF THYROID CANCER
... The use of radioactive I-131 for treatment of thyroid cancer has a risk where other organs around Thyroid will accept dose of radiation. One of the risks is large dose which is accepted by brain, lung, heart and cervical ...
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Analyze Monte Carlo Simulation Applications for Project Management
... the Monte Carlo simulation method and its uses in various fields, focusing primarily on its use in the field of project ...management. Monte Carlo simulation becomes more popular ...
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