: Quantum Monte Carlo (QMC) calculations require the generation of random electronic configurations with respect to a desired probability density, usually the square of the magnitu...
Daniel R. Fisher, David R. Kent IV, Michael T. Fel...
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...
We propose Markov chain Monte Carlo sampling methods to address uncertainty estimation in disparity computation. We consider this problem at a postprocessing stage, i.e. once the d...
Methods for solving stochastic optimization problems by Monte-Carlo simulation are considered. The stoping and accuracy of the solutions is treated in a statistical manner, testing...