Quasi-Monte Carlo
Development of a quasi monte carlo generator for linac using geant4 code
... The goal of this study is to evaluate the impact of using a Quasi-Monte-Carlo (QMC) generator on calculations of beam data, delivered by a 12 MV Saturne 43 LINAC photon beam. In this work, the ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to ...
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Quasi Monte Carlo Estimation in Generalized Linear Mixed Model with Correlated Random Effects
... Parameter estimation by maximizing the marginal likelihood function in generalized linear mixed models (GLMMs) is highly challenging because it may involve analytically intractable high-dimen- sional integrals. In this ...
16
Quasi Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
... of Monte Carlo (MC), quasi-Monte Carlo (QMC) [38, 37, 35, 26] and multilevel Monte Carlo (MLMC) [25, 30, 2, 47, 29, 20] ...
27
Application of Quasi Monte Carlo Integration Technique in EM Scattering from Finite Cylinders
... a Quasi Monte Carlo (QMC) Integration Technique using Halton Sequence is proposed for the Electric Field Integral Equation (EFIE) in the Method of Moments (MoM) solution for scattering ...
10
Evaluating Quasi-Monte Carlo (QMC) algorithms in blocks decomposition of de-trended
... called quasi Monte Carlo methods ...of quasi Monte Carlo is less than the clas- sic Monte Carlo ...The Monte Carlo con- vergences rank O(N − 1 2 ) is ...
7
Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels
... as Monte Carlo approximations to integral representations of shift-invariant kernel functions ...use Quasi-Monte Carlo (QMC) approxima- tions instead, where the relevant integrands are ...
38
Monte Carlo Simulation of a Two-Factor Stochastic Volatility Model
... scrambling quasi-Monte Carlo sequences). As well known, quasi-Monte Carlo methods have better convergence rate, at least asymptotically, of O(log d N/N ), whereas Monte ...
6
Pricing Credit Risk Derivatives with R
... same. Quasi-Monte Carlo methods can be defined as the determin- istic countepart of the Monte Carlo simulation ...with Monte Carlo methods is the generation of good random ...
6
A Generalized Linear Transformation Method for Simulating Meixner L´evy Processes
... The sophistication of the models and the complexity of the financial products also imply that only in rare cases there exists tractable pricing formulaes for these prod- ucts. In pricing most exotic derivative securities, ...
6
Parallel Quasirandom Applications on Heterogeneous Grid
... In the present paper we propose and study parallel Sobol sequence application in heterogeneous grid en- vironment. Sobol sequence is one of the most popular quasirandom sequences. We first present the algorithm for fast ...
8
Ultra-fast Carrier Transport Simulation on the Grid. Quasi-Random Approach
... SALUTE. Quasi-Monte Carlo methods and algorithms proved to be efficient in many areas ranging from physics to ...purely quasi-Monte Carlo algorithm), and, (ii) the Grid ...
11
Quasi Random Resampling Designs for Multiple Frame Surveys
... The main contribution of the present paper is that it proposes a couple of techniques that use quasi Monte Carlo simulation to generate efficient resamples for the bootstrap standard err[r] ...
18
The jackknife in Monte Carlo studies
... Theorem 1 of the Appendix supports use of all four estimators studied above to test equal- ity of k coefficients of variation using the F -statistic (5). The Table 2 simulations indicate that V J tends to overestimate the ...
15
Sequential Monte Carlo with transformations
... The idea of updating a tree by adding leaves dates back to at least Felsenstein (1981), in which he describes, for maxi- mum likelihood estimation, that an effective search strategy in tree space is to add species one by ...
14
B12H n and B12Fn : planar vs icosahedral structures
... the quasi-planar clusters with up to four hydrogen atoms are more stable than the corre- sponding icosahedral structures (a similar result has been recently reported [11] for B 12 H n 0/- ...
6
Criticality Analysis and Quality Appraisal of Innoson Injection Mould System
... Monte Carlo Normal Distribution model and Obudulu models were used to evaluate the assumptions of each component, and evaluating the reliability and failure rates of the individual components to get the ...
20
Appropriation of the ‘Witch’ Stigma as White Women's Self-Empowerment
... kinetic Monte Carlo method arises from the consideration that the modeled system transitions from one state to another in a way which can be determined ...kinetic Monte Carlo method to choose ...
52
Evolving surface finite element methods for random advection diffusion equations
... The paper is organized as follows. We start by setting up some notation, the notion of hypersurfaces, function spaces, and material derivatives in order to de- rive a weak formulation of our problem according to [14]. ...
26
A measurement of the triple gauge boson couplings and W boson polarisation in W-pair production at LEP2
... level Monte Carlo and from the corrected polarised cross-sections will give a quantitative check of the detector correc ...level Monte Carlo and also fully simulated Monte ...
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