The Monte Carlo technique is an alternative to semi-quantitative simulation of incompletely known differ-ential equations. Here, a large number of ODEs match-ing the given QDE are randomly generated making use of the available semi-quantitative information. Each ODE is then numerically integrated and conclusions are drawn from the family of results produced. Maintaining fair-coverage (or true randomness) is important for pro-ducing unbiased conclusions when we randomly gener-ate monotonic functions matching the original incom-plete specifications in the numerical integration phase of these techniques. Earlier attempts did not ensure fair-coverage in a theoretical sense. We provide a hier-archy of algorithms (exponential in number) to do thi...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...
An algorithm is presented which combines the techniques of statistical simulation and numerical inte...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...
International audienceIn this article we revisit the problem of numerical integration for monotone b...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
We introduce a new class of Monte Carlo-based approximations of expectations of random variables suc...
The generation of quasi-random numbers is one of the most important problems in the Monte Carlo meth...
his paper will trace the history and development of a useful stochastic method for approximating cer...
Monte Carlo (MC) algorithm aims to generate samples from a given probability distribution P (X) with...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
The efficient numerical simulation of models described by partial differential equations (PDEs) is a...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
We analyze the Monte Carlo algorithm for the approximation of multivariate integrals when a pseudor...
Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field a...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...
An algorithm is presented which combines the techniques of statistical simulation and numerical inte...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...
International audienceIn this article we revisit the problem of numerical integration for monotone b...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
We introduce a new class of Monte Carlo-based approximations of expectations of random variables suc...
The generation of quasi-random numbers is one of the most important problems in the Monte Carlo meth...
his paper will trace the history and development of a useful stochastic method for approximating cer...
Monte Carlo (MC) algorithm aims to generate samples from a given probability distribution P (X) with...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
The efficient numerical simulation of models described by partial differential equations (PDEs) is a...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample...
We analyze the Monte Carlo algorithm for the approximation of multivariate integrals when a pseudor...
Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field a...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...
An algorithm is presented which combines the techniques of statistical simulation and numerical inte...
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re...