scholarly journals ManiSMC: A New Method Using Manifold Modeling and Sequential Monte Carlo Sampler for Boosting Navigated Bronchoscopy

2011 ◽  
pp. 248-255 ◽  
Author(s):  
Xiongbiao Luo ◽  
Takayuki Kitasaka ◽  
Kensaku Mori
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
New Method

Bayesian Estimation of DSGE Models

2015 ◽  
Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Likelihood Function ◽  
Academic Research ◽  
Dynamic Stochastic General Equilibrium ◽  
Computational Techniques ◽  
Dsge Models ◽  
Monte Carlo Techniques ◽  
Dynamic Stochastic ◽  
Theoretical Foundations

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. The book is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Novel Sequential Monte Carlo Method to Bearing Only Tracking

PIERS Online ◽  
2006 ◽  
Vol 2 (6) ◽  
pp. 594-600 ◽  
Author(s):  
Hongquan Qu ◽  
Shaohong Li
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Sequential Monte Carlo ◽  
Sequential Monte Carlo Method

UGR CALCULATION BASED ON THE LUMINANCE SPATIAL-ANGULAR DISTRIBUTION

2020 ◽  
Vol 2020 (4) ◽  
pp. 25-32
Author(s):  
Viktor Zheltov ◽  
Viktor Chembaev
Keyword(s):  
Monte Carlo ◽  
Angular Distribution ◽  
Monte Carlo Method ◽  
Visual Task ◽  
New Method ◽  
Lighting System ◽  
Preliminary Assessment ◽  
System A ◽  
The Monte Carlo Method

The article has considered the calculation of the unified glare rating (UGR) based on the luminance spatial-angular distribution (LSAD). The method of local estimations of the Monte Carlo method is proposed as a method for modeling LSAD. On the basis of LSAD, it becomes possible to evaluate the quality of lighting by many criteria, including the generally accepted UGR. UGR allows preliminary assessment of the level of comfort for performing a visual task in a lighting system. A new method of "pixel-by-pixel" calculation of UGR based on LSAD is proposed.

Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

2020 ◽  
Author(s):  
Andras Fulop ◽  
Jeremy Heng ◽  
Junye Li ◽  
Hening Liu
Keyword(s):  
Monte Carlo ◽  
Bayesian Estimation ◽  
Sequential Monte Carlo ◽  
Risk Models ◽  
Long Run ◽  
Long Run Risk
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