Extended state-space Monte Carlo methods

Physical Review E ◽

10.1103/physreve.63.056701 ◽

2001 ◽

Vol 63 (5) ◽

Author(s):

Sheldon B. Opps ◽

Jeremy Schofield

Keyword(s):

Monte Carlo ◽

State Space ◽

Monte Carlo Methods ◽

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General state-space models and sequential Monte Carlo methods

Time Series ◽

10.1201/9781351259422-6 ◽

2021 ◽

pp. 189-216

Author(s):

Raquel Prado ◽

Marco A. R. Ferreira ◽

Mike West

Keyword(s):

Monte Carlo ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

General State ◽

Sequential Monte Carlo Methods ◽

General State Space

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On markov chain monte carlo methods for nonlinear and non-gaussian state-space models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610919908813583 ◽

1999 ◽

Vol 28 (4) ◽

pp. 867-894 ◽

Author(s):

John Geweke ◽

Hisashi Tanizaki

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

State Space ◽

Monte Carlo Methods ◽

State Space Models ◽

Gaussian State ◽

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An Overview of Sequential Monte Carlo Methods for Parameter Estimation in General State-Space Models

IFAC Proceedings Volumes ◽

10.3182/20090706-3-fr-2004.00129 ◽

2009 ◽

Vol 42 (10) ◽

pp. 774-785 ◽

Author(s):

N. Kantas ◽

A. Doucet ◽

S.S. Singh ◽

J.M. Maciejowski

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

General State ◽

Sequential Monte Carlo Methods ◽

General State Space

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Antithetic sampling for sequential Monte Carlo methods with application to state-space models

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-015-0524-y ◽

2015 ◽

Vol 68 (5) ◽

pp. 1025-1053 ◽

Author(s):

Svetlana Bizjajeva ◽

Jimmy Olsson

Keyword(s):

Monte Carlo ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

Sequential Monte Carlo Methods ◽

Antithetic Sampling

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Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2010.07.027 ◽

2010 ◽

Vol 81 (3) ◽

pp. 560-567 ◽

Author(s):

R. El Haddad ◽

C. Lécot ◽

P. L’Ecuyer ◽

N. Nassif

Keyword(s):

Monte Carlo ◽

Markov Chains ◽

State Space ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

Dimensional State Space

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Sequential Monte Carlo methods for parameter estimation in nonlinear state-space models

Computers & Geosciences ◽

10.1016/j.cageo.2012.03.013 ◽

2012 ◽

Vol 44 ◽

pp. 70-77 ◽

Author(s):

Meng Gao ◽

Hui Zhang

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

Sequential Monte Carlo Methods ◽

Nonlinear State Space Models ◽

Nonlinear State

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A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

SNA + MC 2013 - Joint International Conference on Supercomputing in Nuclear Applications + Monte Carlo ◽

10.1051/snamc/201404206 ◽

2014 ◽

Author(s):

Tianyu Liu ◽

Xining Du ◽

Wei Ji ◽

X. George Xu ◽

Forrest B. Brown

Keyword(s):

Monte Carlo ◽

Eigenvalue Problem ◽

Comparative Study ◽

Monte Carlo Methods

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Extended State Space of the Rational sl(2) Gaudin Model in Terms of Laguerre Polynomials

Ukrainian Journal of Physics ◽

10.15407/ujpe58.11.1084 ◽

2013 ◽

Vol 58 (11) ◽

pp. 1084-1091

Author(s):

Yu.V. Bezvershenko ◽

◽

P.I. Holod ◽

Keyword(s):

State Space ◽

Laguerre Polynomials ◽

Gaudin Model ◽

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MONTE CARLO METHODS FOR RADIATIVE HEAT TRANSFER IN SCATTERING MEDIA

Annual Reviews of Heat Transfer ◽

10.1615/annualrevheattransfer.v5.50 ◽

1994 ◽

Vol 5 (5) ◽

pp. 131-176 ◽

Author(s):

Donald V. Walters ◽

Richard O. Buckius

Keyword(s):

Heat Transfer ◽

Monte Carlo ◽

Radiative Heat Transfer ◽

Monte Carlo Methods ◽

Radiative Heat ◽

Scattering Media

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MODELING OF A TURBULENT ETHYLENE/AIR JET FLAME USING HYBRID FINITE VOLUME/MONTE CARLO METHODS

Computational Thermal Sciences An International Journal ◽

10.1615/computthermalscien.v1.i1.20 ◽

2009 ◽

Vol 1 (1) ◽

pp. 37-53 ◽

Author(s):

Ranjan S. Mehta ◽

Anquan Wang ◽

Michael F. Modest ◽

Daniel C. Haworth

Keyword(s):

Monte Carlo ◽

Finite Volume ◽

Monte Carlo Methods ◽

Jet Flame ◽

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