314 search results - page 7 / 63 » Optimizing efficiency of perturbative Monte Carlo method |
129
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WSC
2007
14 years 12 months ago
2007
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
71
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SIAMSC
2010
14 years 4 months ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
NAA
2000
Springer
15 years 1 months ago
2000
Springer
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
71
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WSC
2004
14 years 11 months ago
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
75
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TSP
2008
14 years 9 months ago
2008
We propose a sequential Monte Carlo (SMC)-based motif discovery algorithm that can efficiently detect motifs in datasets containing a large number of sequences. The statistical di...