green s function monte carlo methods
Tài liệu Probabilistic Inference Using Markov Chain Monte Carlo Methods doc
... used to illustrate the concepts and algorithms In Section 3, I de ne more precisely the class of problems for which use of Monte Carlo methods based on Markov chains is appropriate, and discuss ... infeasible, POS { Possible, but not discussed Statistical inference for the parameters of belief networks is quite possible, but this review deals only with inference for the values of discrete ... models with the necessary realism and exibility lead to complex distributions over high-dimensional spaces Related problems in other elds have been tackled using Monte Carlo methods based on sampling...
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Monte Carlo Methods and Models in Finance and Insurance doc
... stochastic processes 4.3.1 Monte Carlo and stochastic processes 4.3.2 Simulating paths of stochastic processes: Basics 4.3.3 Variance reduction for stochastic processes 4.4 ... 6.2 Poisson processes and Poisson random measures: Definition and simulation 6.2.1 Stochastic integrals with respect to Poisson processes 6.3 Jump-diffusions: Basics, properties, ... Summer School of the SWISS Association of Actuaries at the University of Lausanne for many useful comments, good questions, and discussions Finally, the staff at Taylor & Francis/CRC Press has...
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quasi-monte carlo methods in finance
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Báo cáo hóa học: " Existence of positive solutions to periodic boundary value problems with sign-changing Green’s function" ppt
... and e(t) is a continuous function on [0, T] It is well known that the solutions of (3) can be expressed in the following forms T u(t) = G(t, s) e (s) ds, where G(t, s) is Green s function associated ... expressed sin ρ(t s) +sin ρ(T−t +s) , 2ρ(1−cos ρT) sin ρ (s t)+sin ρ(T s+ t) , 2ρ(1−cos ρT) G(t, s) = ≤ s ≤ t ≤ T, ≤ t ≤ s ≤ T By direct computation, we get ρT sin sin ρT ≤ G(t, s) ≤ = max G(t, s) , ... http://www.boundaryvalueproblems.com/content/2011/1/8 Page of Remark Theorem contains the partial results of [4-7] obtained in case of positive Green s function, vanishing Green s function and sign-changing Green s function, ...
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báo cáo hóa học:" Research Article Green’s Function for Discrete Second-Order Problems with Nonlocal Boundary Conditions ˇ Svetlana Roman and Arturas Stikonas ¯" pptx
... problems, conditions for positiveness of Green s functions, and solutions with various BCs, for example, NBCs The structure of the paper is as follows In Section 2, we review the properties of functional ... with regard to the basis {u1 , u2 } Green s Functions 5.1 Definitions of Discrete Green s Functions We propose a definition of Green s function see 9, 12 In this section, we suppose that Ã Ê and Xn ... 13 study discrete Green s functions and their relationship with discrete Laplace equations They discuss several methods for deriving Green s functions Liu et al 14 give an application of the estimate...
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Báo cáo hóa học: " Research Article Sequential Monte Carlo Methods for Joint Detection and Tracking of Multiaspect Targets in Infrared Radar Images" pptx
... context We use lowercase p to denote probability density functions (pdfs) and uppercase P to denote the probability mass functions (pmfs) of discrete random variables The symbol Pr(A) is used to denote ... Advances in Signal Processing where fs (sn | sn−1 ) is an arbitrary pdf (not necessarily Gaussian) that models the target motion Otherwise, if zn−1 = and zn = 0, we reset the target s position ... joint posterior by a set of weighted samples (or particles) such that, as the number of particles goes to infinity, their weighted average converges (in some statistical sense) to the desired minimum...
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APPLICATIONS OF MONTE CARLO METHODS IN BIOLOGY, MEDICINE AND OTHER FIELDS OF SCIENCE pps
... physical and biological sciences such as chemistry, physics, genetics, biological evolution and stochastic models of epidemics of infectious diseases in human and other populations Monte Carlo methods ... application of Monte Carlo methods in business The recklessness of some members of the financial services industry driven by greed has recently led to a world wide recession, which has had a devastating ... thermodynamics In an irreversible process, the entropy of the system and its surroundings increase; in a reversible process, the entropy of the system and its surroundings remains constant In other words,...
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STATISTICAL ANALYSIS OF CLINICAL TRIAL DATA USING MONTE CARLO METHODS
... analysis often requires complex statistical methods where no closed-form solutions are available Under such circumstances, Monte Carlo (MC) methods have found many applications In this dissertation, ... follow-up assessment 11 status) Observed variables consist of , and Note that censor both and , can censor , but not vice visa, whereas can Semicompeting risks data such as these can be conveniently ... models are quite comparable with Weibull models for both bias and SD estimates The biases are small, ESEs agree well with the sample SDs, and CPs are close to the nominal values As expected, ESEs...
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SEQUENTIAL MONTE CARLO METHODS FOR PROBLEMS ON FINITE STATE SPACES
... version of standard IS where we adopt a specially structured importance density (2.1.14), hence SIS has the same properties as standard IS for these three estimates Especially, SIS suffers SIS ... above SIS algorithm shares the same expression of the estimates for πn (xn ), In (φn ) and Zn as standard IS which are shown in (2.1.7)(2.1.9) respectively As we mentioned before, SIS is just a special ... comparison to the more advanced SMC methods we consider We also present a statistical application of the permanent for statistical estimation of boson point process and MCMC methods to fit the associated...
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SEQUENTIAL MONTE CARLO METHODS FOR PROBLEMS ON FINITE STATE SPACES
... version of standard IS where we adopt a specially structured importance density (2.1.14), hence SIS has the same properties as standard IS for these three estimates Especially, SIS suffers from ... above SIS algorithm shares the same expression of the estimates for πn (xn ), In (φn ) and Zn as standard IS which are shown in (2.1.7)(2.1.9) respectively As we mentioned before, SIS is just a special ... this subsection πn (xn ) refers to discrete target densities For discrete target densities πn (xn ), basic notations are considered the same as continuous densities in Section 2.1.1, but in discrete...
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Báo cáo sinh học: "Estimation of prediction error variances via Monte Carlo sampling methods using different formulations of the prediction error variance" ppsx
... 300 samples and PEVNF2 the accuracy of the estimated breeding values could be estimated in 1,830 hours on a single processor Several samples can be solved simultaneously on multiple processors ... data sets may create bias in the estimates as REML only provides unbiased estimates of variance components when all the data on which selection has taken place is included in the analysis [7] ... data sets Computational power is a major limitation of stochastic methods, particularly when large data sets are involved, however this is dissipating rapidly with the improvement in processor speed,...
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A modeling study of ion implantation in crystalline silicon involving monte carlo and molecular dynamics methods
... easily assimilated in commercial process simulators for two/three-dimensional simulation and diffusion studies Based on this new model and extensive Monte Carlo simulations, implantation tables ... The separation is permissible partly because the low mass of electrons prevents them from carrying significant momentum and also because the inelastic energy loss in individual collisions is small ... In this dissertation, the limitations faced by common analytical models of ion implantation are addressed Atomistic methods are deemed to replace such statistically-based methods Monte Carlo...
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Báo cáo y học: "Monte Carlo Commissioning of Low Energy Electron Radiotherapy Beams using NXEGS Software"
... field size at the source axis distance (SAD), and several water phantom scans The minimum set of scans consists of two central axis percent depth dose scans, one at SSD = SAD and the other at SSD ... beam, we selected 10 different subsets of this data as “commissioning sets,” that is, as sets of data input to the NXEGS commissioning tool and to which NXEGS fits the beam models it generates Half ... set SSD = 100 cm Histograms for SSD = 110, 120 cm are similar We present some of the results of this ranking procedure in Fig For SSD = 100 cm, a set of 10 histograms shows the distributions rankings...
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Nghiên cứu hiện tượng hiệu dịch trao đổi của màng hai lớp sắt từ/sắt điện bằng phương pháp Monte Carlo
... Master Thesis (2003), Institute of Physics, VAST, “Study of Exchange Bias in FM/AF Bilayers and FM Clusters in AF Matrix Systems Using Monte Carlo Method” [2] Nguyen Manh Ha, Doctoral Thesis ... FM Si S j − ∑ J FM Si S j − ∑ Dz Siz + Dx Six + Si Ba i, j { i , j} i ( ) ( ) u u rur u u rur uuu r u r ru ruu nn nnn − ∑ J AFM ε i ε j si s j − ∑ J AFM ε iε j si s j − ∑ ε i K nAF si + si Ba ... National Tsing Hua University, Taiwan, “Magnetic Phenomena Associated with Random Magnetic Anisotropy: a Monte Carlo Study” [3] Ha M Nguyen, Pai-Yi Hsiao, and Manh-Huong Phan, Monte Carlo study...
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Khảo sát sự phụ thuộc hiệu suất ghi vào kích thước hình học của Detector nhấp nháy bằng phương pháp monte carlo
... điểm s: s phân bố Mặc định: SIn h Ii… Ik SPn, SBn cards SPn card (source probability): xác suất nguồn SBn card (source bias): xu hướng nguồn Cú pháp : SPn option Pi… Pk Hoặc SBn f a b n: s ... khác nhau: Nguồn tổng (SDEF: general source) Nguồn mặt (SSR/SSW: surface source) Nguồn tới hạn (KCODE: Criticality source) Nguồn điểm (KSCR: Source points) User-supplied: - Năng lượng ... PHƯƠNG PHÁP MONTE CARLO VÀ CHƯƠNG TRÌNH MCNP 2.1 PHƯƠNG PHÁP MONTE CARLO 2.1.1 Giới thiệu chung phương pháp Monte Carlo Phương pháp Monte Carlo phương pháp s giải mô hình với việc s dụng s ngẫu...
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Khảo sát hiệu suất ghi của Detecto nhấp nháy theo năng lượng bức xạ gama bằng phương pháp mô phỏng monte carlo
... bảng so s nh hiệu suất thực nghiệm mô đường cong hiệu suất khoảng cách 5cm, 10cm 15cm So s nh hiệu suất mô thực nghiệm khoảng cách cm: Năng lượng Hiệu suất thực Sai s thực Hiệu suất mô Sai s ... bình s kiện quan s t (có thể s quan s t đơn lẻ hàng triệu quan s t,…) Trong nhiều ứng dụng thực tế, ta dự đoán sai s thống kê “phương sai” kết trung bình này, dự đoán s phép thử Monte Carlo ... neutron- Monte Carlo Neutron Gamma gamma MCN Có thể giải toán neutron tương tác Monte Carlo Neutron MCNP Chương trình Monte- Carlo mô vận Monte Carlo N-particle chuyển hạt N nhóm J.F Briesmeister,...
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Mô phỏng monte carlo và kiểm chứng thực nghiệm phép đo chiều vật liệu đối với hệ chuyên dụng MYO-101
... ngoài: [10] Syed Naeem Ahmed (2007), Physics and Engineering of Radiation Detection, First edition, Academic Press Inc, Published by Elsevier [11] I.F Briesmeister (2001), MCNP4C2 - Monte Carlo N-Particle ... (Relative Error), đại lượng cần đánh giá sai s tương đối R tính toán sau trình mô phương pháp Monte- Carlo sau s hạt lịch s Sai s tương đối R định nghĩa tỉ s độ lệch chuẩn trị trung bình σ Trong ... Transport Code System, CCC701 [12] Gordon R.Gilmore (2008), Practical Gamma-ray Spectrometry, Second Edition, Nuclear Training Services Ltd Warrington, UK, John Wiley & Sons Ltd [13] Kunihiro Ishii...
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Monte Carlo
... is increased should be understood This is not dissimilar to the approach with trees described in Chapter In any case, quasi -Monte Carlo methods not prescribe an easy method for assessing the ... cloudless night and you see the sky randomly covered with stars: but are they random? Poetic star-gazers over the ages have pointed out the fantastic designs they trace Less sensitive souls see ... −1/2 as N increases? (ii) The answer to the last question is of course “yes”; these are the so-called low discrepancy sequences or quasi-random numbers There are several different schemas for...
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Phương pháp monte carlo và thuật toán giải bài toán quy hoạch luận văn tốt nghiệp đại học
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