parallel Monte Carlo applications
Parallel Markov Chain Monte Carlo
... challenging applications of MCMC is image ...processing applications is the long runtime required to conduct a random walk through the huge statespace that exists when dealing with non-trivially sized ...
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Ultra-fast Carrier Transport Simulation on the Grid. Quasi-Random Approach
... inherently parallel nature of Monte Carlo applications makes efficient use of Grid ...(distributed) Monte Carlo applications require that the underlying random number ...
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Stochastic simulation and spatial statistics of large datasets using parallel computing
... datasets. Parallel computing (high performance computing) is one solution that can provide limited scalability to these ...Chain Monte Carlo (MCMC) methods are discussed from a parallel ...
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New quantum Monte Carlo algorithms to efficiently utilize massively parallel computers
... Figures 5.5 and 5.6 show the evolution of the standard deviation of the total energy for three different RDX species as the Monte Carlo calculations progress. In Figure 5.5, notice that the plateau in the ...
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Performant Hybrid and Parallel Domain Decomposed Monte Carlo Methods for Radiation Transport.
... decomposed Monte Carlo implementation found in the massively parallel Shift Monte Carlo code developed at Oak Ridge National ...
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TESTING HISTOLOGICAL IMAGES OF MAMMARY TISSUES ON COMPATIBILITY WITH THE BOOLEAN MODEL OF RANDOM SETS
... a Monte Carlo method based on the approximation of the envelopes by a multi-normal distribution with the normalized intrinsic volume densities of parallel sets as a summary statistics had the highest ...
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Monte Carlo methods
... If the choice of q is not obvious, we recommend the use of an adaptive strategy, such as population Monte Carlo. A description of population MC and an application to model selection in cosmology can be ...
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Chiral 2N and 3N interactions and quantum Monte Carlo applications
... Quantum Monte Carlo methods (namely Green’s function Monte Carlo (GFMC) [15–17] and Auxiliary-Field Diffusion Monte carlo (AFDMC) [18]), did ...that Monte Carlo ...
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Confidence bands for Brownian motion and applications to Monte Carlo simulation
... The first author is grateful to Sigurd Assing and to Larbi Alili for helpful conversations about boundary problems. The second author is grateful to Cather- ine Loader for sending him R programs related to the ...
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Sequential Monte Carlo Method Toward Online RUL Assessment with Applications
... in applications have been proposed by selecting different transition kernels, and two main types of commonly used in MCMC methods are Gibbs sampler [18] and Metropolis–Hastings algorithm ...(Sequential ...
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Limit theorems for weighted samples with applications to sequential Monte Carlo methods
... Sequential Monte Carlo (SMC) refers to a class of methods designed to approximate a sequence of probability distributions over a sequence of probability space by a set of points, termed particles that each ...
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Misspecification of Generalized Autoregressive Score Models: Monte Carlo Simulations and Applications
... This paper has investigated the misspecification of GAS models and its variants using Monte Carlo simulation approach. The work was extended to real life situation by using the daily prices of crude oil ...
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Exact Simulation of Jump Diffusion Processes with Monte Carlo Applications
... under the usual conditions C.0-C.3. This is a very relevant computational problem in financial applications. For instance we can think of ν as the price of a bond with unit face value and maturity time T under a ...
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Quantum Monte Carlo for Transition Metal Systems: Method Developments and Applications
... To give a feeling for the flow of the program, we will go through a simple calcu- lation. A schematic of the procedure is given in Fig 4.3. The first two steps are to choose the system and use a one-particle code such as ...
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Generalizations of the Multivariate Logistic Distribution with Applications to Monte Carlo Importance Sampling
... 3.10 Importance sampling weights resulting from four importance samplers (EMVL, MVN, MVT with 5 degrees of freedom and 3 degrees of free- dom) used to estimate the normalization constant[r] ...
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Applications of the Variational Quantum Monte Carlo Method to the Two-Electron Atoms
... quantum Monte Carlo (QMC) methods have also been used to study the properties of the helium atom and its ions confined in an impenetrable spherical ...
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Criticality Analysis and Quality Appraisal of Innoson Injection Mould System
... Obviously, reliability is an important feature in the design and maintenance of a large-scale injection mould system, recent research has implemented various models of reliability for different process equipments, but ...
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Structured parallel programming for Monte Carlo Tree Search
... • Tree Parallelization: For shared-memory machines, Tree Parallelization is a suit- able method. It is used in F UEGO , an open source Go program. It is shown in [CWvdH08a] that the playout speedup of Tree ...
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Fast quantitative reconstruction with focusing collimators for liver SPECT
... for parallel hole geometry into the focusing geom- etry, Tsui and Gullberg [22] and Van Roosmalen and Goorden [23] employed analytic functions for the representation, and Chun et ...
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