Keyword: Monte Carlo method

Found 37 papers in total
Molecular descriptors and quasi-distribution functions
Molecular descriptors and quasi-distribution functions
2015,
The concept of molecular quantum similarity is a rather subjective notion which...
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
2015,
Higher order digital nets are special classes of point sets for quasi‐Monte...
Cluster-Based Bounded Influence Regression
Cluster-Based Bounded Influence Regression
2014,
A regression methodology is introduced that obtains competitive, robust, efficient,...
Monte-Carlo human health risk assessment of mercury emissions from a MSW gasification plant
Monte-Carlo human health risk assessment of mercury emissions from a MSW gasification plant
2013,
The potential impact of the atmospheric emission of mercury from a new waste...
Methodologies and applications for critical infrastructure protection: State-of-the-art
Methodologies and applications for critical infrastructure protection: State-of-the-art
2011,
This work provides an update of the state‐of‐the‐art on energy...
Regional sensitivity analysis using revised mean and variance ratio functions
Regional sensitivity analysis using revised mean and variance ratio functions
2014,
The variance ratio function, derived from the contribution to sample variance (CSV)...
Weighted compound integration rules with higher order convergence for all N
Weighted compound integration rules with higher order convergence for all N
2012,
Quasi‐Monte Carlo integration rules, which are equal‐weight sample...
Efficient calculation of the worst‐case error and (fast) component‐by‐component construction of higher order polynomial lattice rules
Efficient calculation of the worst‐case error and (fast) component‐by‐component construction of higher order polynomial lattice rules
2012,
We show how to obtain a fast component‐by‐component construction...
Dynamic pricing for hotel revenue management using price multipliers
Dynamic pricing for hotel revenue management using price multipliers
2013,
In this article we propose a new dynamic pricing approach for the hotel revenue...
Reliability prediction of distributed systems using Monte Carlo method
Reliability prediction of distributed systems using Monte Carlo method
2013,
Distributed systems consist of layers of switching elements connected together in a...
Weighted space‐filling designs
Weighted space‐filling designs
2013,
Many computer models or simulators have probabilistic dependencies between their input...
Bayesian pricing strategy for information goods
Bayesian pricing strategy for information goods
2013,
This paper studies Bayesian pricing strategy for subscription‐based information...
A Monte Carlo study of ranked efficiency estimates from frontier models
A Monte Carlo study of ranked efficiency estimates from frontier models
2012,
Parametric stochastic frontier models yield firm‐level conditional...
Negative Examples for Sequential Importance Sampling of Binary Contingency Tables
Negative Examples for Sequential Importance Sampling of Binary Contingency Tables
2012,
The sequential importance sampling (SIS) algorithm has gained considerable popularity...
A new robustness analysis for climate policy evaluations: A CGE application for the EU 2020 targets
A new robustness analysis for climate policy evaluations: A CGE application for the EU 2020 targets
2013,
This paper introduces a new method for stochastic sensitivity analysis for computable...
Monte Carlo sensitivity analysis of an Eulerian large‐scale air pollution model
Monte Carlo sensitivity analysis of an Eulerian large‐scale air pollution model
2012,
Variance‐based approaches for global sensitivity analysis have been applied and...
A level‐1 probabilistic risk assessment to blackout hazard in transmission power systems
A level‐1 probabilistic risk assessment to blackout hazard in transmission power systems
2012,
The blackout risk in power systems is difficult to estimate by actual probabilistic...
Approximate dynamic fault tree calculations for modelling water supply risks
Approximate dynamic fault tree calculations for modelling water supply risks
2012,
Traditional fault tree analysis is not always sufficient when analysing complex...
Covariance, identification, and finite‐sample performance of the MSL and Bayes estimators of a logit model with latent attributes
Covariance, identification, and finite‐sample performance of the MSL and Bayes estimators of a logit model with latent attributes
2013,
In this paper we discuss the specification, covariance structure, estimation,...
Modeling freeway incident response time: A mechanism‐based approach
Modeling freeway incident response time: A mechanism‐based approach
2013,
Incident response time is critical for incident management. The sooner an incident is...
Evaluating Value‐at‐Risk Models with Desk‐Level Data
Evaluating Value‐at‐Risk Models with Desk‐Level Data
2011,
We present new evidence on disaggregated profit and loss (P/L) and...
Analysing quadratic effects of formative constructs by means of variance‐based structural equation modelling
Analysing quadratic effects of formative constructs by means of variance‐based structural equation modelling
2012,
Together with the development of information systems research, there has also been...
Imperfect debugging in software reliability: A Bayesian approach
Imperfect debugging in software reliability: A Bayesian approach
2013,
The objective of studying software reliability is to assist software engineers in...
A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix
A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix
2012,
When the dimension of the vector of estimated parameters increases, simulation based...
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