scholarly journals Hybrid Monte Carlo methods for sampling probability measures on submanifolds

2019 ◽  
Vol 143 (2) ◽  
pp. 379-421 ◽  
Author(s):  
Tony Lelièvre ◽  
Mathias Rousset ◽  
Gabriel Stoltz
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Probability Measures ◽  
Hybrid Monte Carlo ◽  
Sampling Probability

ITER Neutronics Modeling Using Hybrid Monte Carlo/Deterministic and CAD-Based Monte Carlo Methods

2011 ◽  
Vol 175 (1) ◽  
pp. 251-258 ◽  
Author(s):  
Ahmad M. Ibrahim ◽  
Scott W. Mosher ◽  
Thomas M. Evans ◽  
Douglas E. Peplow ◽  
Mohamed E. Sawan ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Hybrid Monte Carlo

A comparison of generalized hybrid Monte Carlo methods with and without momentum flip

2009 ◽  
Vol 228 (6) ◽  
pp. 2256-2265 ◽  
Author(s):  
Elena Akhmatskaya ◽  
Nawaf Bou-Rabee ◽  
Sebastian Reich
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Hybrid Monte Carlo

Hybrid Monte Carlo methods for Geant4-based nuclear well logging implementation

2022 ◽  
Vol 169 ◽  
pp. 108824
Author(s):  
Xinyang Wang ◽  
Jingang Liang ◽  
Yulian Li ◽  
Qiong Zhang
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Well Logging ◽  
Hybrid Monte Carlo

scholarly journals Hybrid Monte Carlo methods in credit risk management

2014 ◽  
Vol 20 (4) ◽  
Author(s):  
Lucia Del Chicca ◽  
Gerhard Larcher
Keyword(s):  
Risk Management ◽  
Monte Carlo ◽  
Credit Risk ◽  
Monte Carlo Methods ◽  
Management System ◽  
Credit Risk Management ◽  
Hybrid Monte Carlo ◽  
Quasi Monte Carlo ◽  
Risk Management System

AbstractIn this paper we analyze and compare the use of Monte Carlo, quasi-Monte Carlo and hybrid Monte Carlo methods in the credit risk management system “Credit Metrics” by J. P. Morgan. We show that hybrid sequences, used suitably for simulations, perform better, in many relevant situations, than pure Monte Carlo and pure quasi-Monte Carlo methods, and they only rarely perform worse than these methods.

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