Convergence analysis of multifidelity Monte Carlo estimation

Numerische Mathematik ◽

10.1007/s00211-018-0945-7 ◽

2018 ◽

Vol 139 (3) ◽

pp. 683-707 ◽

Author(s):

Benjamin Peherstorfer ◽

Max Gunzburger ◽

Karen Willcox

Keyword(s):

Monte Carlo ◽

Convergence Analysis ◽

Monte Carlo Estimation

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Convergence Analysis of Random Generators in Monte Carlo Simulation: Mersenne Twister and Sobol

SSRN Electronic Journal ◽

10.2139/ssrn.2734013 ◽

2016 ◽

Author(s):

Kevin Noel-Koide

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Convergence Analysis ◽

Mersenne Twister ◽

Random Generators

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Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3347399 ◽

2019 ◽

Author(s):

Liana Jacobi ◽

Mark Joshi ◽

Dan Zhu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Convergence Analysis ◽

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Improved Monte Carlo Estimation of the Fisher Information Matrix with Independent Perturbations

2021 55th Annual Conference on Information Sciences and Systems (CISS) ◽

10.1109/ciss50987.2021.9400305 ◽

2021 ◽

Author(s):

Xuan Wu ◽

James C. Spall

Keyword(s):

Monte Carlo ◽

Fisher Information ◽

Fisher Information Matrix ◽

Information Matrix ◽

Monte Carlo Estimation

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On the optimality and stability of exponential twisting in Monte Carlo estimation

IEEE Transactions on Information Theory ◽

10.1109/18.179349 ◽

1993 ◽

Vol 39 (1) ◽

pp. 119-128 ◽

Author(s):

J.S. Sadowsky

Keyword(s):

Monte Carlo ◽

Monte Carlo Estimation

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Monte Carlo Estimation of Diffusion Distributions at Inter-sampling Times

Stochastic Analysis, Control, Optimization and Applications ◽

10.1007/978-1-4612-1784-8_30 ◽

1999 ◽

pp. 505-520

Author(s):

C. J. Wypasek ◽

J. V. Butera ◽

B. G. Fitzpatrick

Keyword(s):

Monte Carlo ◽

Monte Carlo Estimation ◽

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Monte Carlo Estimation of Bayesian Credible and HPD Intervals

Journal of Computational and Graphical Statistics ◽

10.2307/1390921 ◽

1999 ◽

Vol 8 (1) ◽

pp. 69 ◽

Author(s):

Ming-Hui Chen ◽

Qi-Man Shao

Keyword(s):

Monte Carlo ◽

Monte Carlo Estimation ◽

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Convergence Analysis of a Markov Chain Monte Carlo Based Mix Design Optimization for High Compressive Strength Pervious Concrete

IOP Conference Series Materials Science and Engineering ◽

10.1088/1757-899x/371/1/012020 ◽

2018 ◽

Vol 371 ◽

pp. 012020

Author(s):

Jiaqi Huang ◽

Lu Jin

Keyword(s):

Compressive Strength ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Design Optimization ◽

Convergence Analysis ◽

Pervious Concrete ◽

High Compressive Strength

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A review and perspective on a convergence analysis of the direct simulation Monte Carlo and solution verification

Physics of Fluids ◽

10.1063/1.5093746 ◽

2019 ◽

Vol 31 (6) ◽

pp. 066101 ◽

Author(s):

A. Karchani ◽

O. Ejtehadi

Keyword(s):

Monte Carlo ◽

Convergence Analysis ◽

Direct Simulation Monte Carlo ◽

Direct Simulation ◽

Solution Verification ◽

Simulation Monte Carlo

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Monte Carlo estimation of radiation doses during paediatric barium meal and cystourethrography examinations

Physics in Medicine and Biology ◽

10.1088/0031-9155/56/2/006 ◽

2010 ◽

Vol 56 (2) ◽

pp. 367-382 ◽

Author(s):

A Dimitriadis ◽

G Gialousis ◽

T Makri ◽

M Karlatira ◽

P Karaiskos ◽

...

Keyword(s):

Monte Carlo ◽

Barium Meal ◽

Radiation Doses ◽

Monte Carlo Estimation

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Fast, Non-Monte-Carlo Estimation of Transient Performance Variation Due to Device Mismatch

IEEE Transactions on Circuits and Systems I Regular Papers ◽

10.1109/tcsi.2009.2035418 ◽

2010 ◽

Vol 57 (7) ◽

pp. 1746-1755 ◽

Author(s):

Jaeha Kim ◽

Kevin D Jones ◽

Mark A Horowitz

Keyword(s):

Monte Carlo ◽

Transient Performance ◽

Device Mismatch ◽

Performance Variation ◽

Monte Carlo Estimation

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