• stochvol

  • Referenced in 16 articles [sw19383]
  • models via Markov chain Monte Carlo (MCMC) methods...
  • GMRFLib

  • Referenced in 286 articles [sw06641]
  • only possible using Markov Chain Monte Carlo (MCMC) techniques. The preeminent experts in the field ... introducing them to this powerful statistical inference method...
  • SMCTC

  • Referenced in 6 articles [sw19395]
  • Sequential Monte Carlo in C++. Sequential Monte Carlo methods are a very general class ... Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms ... effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive ... convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications...
  • PHOTOS

  • Referenced in 14 articles [sw10805]
  • Photos - a universal Monte Carlo for QED radiative corrections in decays. Nature of problem: Most ... and/or experimental selection criteria. Solution method: The Monte Carlo simulation is best suited for studying...
  • StOpt

  • Referenced in 7 articles [sw32903]
  • methods are available : dynamic programming methods based on Monte Carlo with regressions (global, local ... Differential Equations (python binding provided). Semi-Lagrangian methods for Hamilton Jacobi Bellman general equations ... examples provided). Some methods are provided to solve by Monte Carlo some problems where ... stochastic state is controlled. Some pure Monte Carlo Methods are proposed to solve some...
  • bernor

  • Referenced in 8 articles [sw19665]
  • missing data models. We describe a Monte Carlo method to approximate the maximum likelihood estimate ... available in closed form. This method uses simulated missing data that are independent and identically ... independent of the observed data. Our Monte Carlo approximation to the MLE is a consistent...
  • BASS

  • Referenced in 8 articles [sw02167]
  • event sequences. BASS uses Markov chain Monte Carlo methods, especially Metropolis­Hastings algorithm, for exploring...
  • blasso

  • Referenced in 13 articles [sw06769]
  • easily achieved using Markov chain Monte Carlo (MCMC) methods. Uncertainty about model specification is addressed...
  • PARMONC

  • Referenced in 8 articles [sw09209]
  • massively parallel simulation by Monte Carlo method on supercomputers is presented. The “core...
  • BITE

  • Referenced in 7 articles [sw13222]
  • stored into text files. Markov chain Monte Carlo methods are used for numerical approximation...
  • MCAMC

  • Referenced in 12 articles [sw02829]
  • Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm...
  • DAC

  • Referenced in 11 articles [sw21765]
  • implementation of the Direct Simulation Monte Carlo (DSMC) method of Bird for simulating three-dimensional...
  • mcsm

  • Referenced in 4 articles [sw04512]
  • mcsm: Functions for Monte Carlo Methods with R , mcsm contains a collection of functions that ... programs used in the book EnteR Monte Carlo Methods without further programming. Programs being available...
  • EnsembleQN

  • Referenced in 6 articles [sw23336]
  • simulation. We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble...
  • RANRTH

  • Referenced in 6 articles [sw14018]
  • better convergence properties than simple Monte Carlo methods. The Fortran implemetation of the algorithm (RANRTH...
  • POWHEG BOX

  • Referenced in 20 articles [sw09149]
  • calculations in shower Monte Carlo programs according to the POWHEG method. Aim of this work...
  • COSSAN

  • Referenced in 9 articles [sw16555]
  • analysis, reliability based optimization, random vibration, Monte Carlo simulation and FE-analysis. The Third Party ... consequently perform stochastic analyses using methods based on Monte Carlo procedures...
  • TFPDE

  • Referenced in 6 articles [sw12622]
  • collocation method (PCM) and the Monte Carlo (MC) method. PCM is shown to be more...
  • TREESPH

  • Referenced in 66 articles [sw14217]
  • unification of SPH with the hierarchical tree method. A new, general-purpose code for evolving ... hydrodynamic properties are determined using a Monte Carlo-like approach known as smoothed particle hydrodynamics ... unification of SPH with the hierarchical tree method is a natural way of allowing...
  • RandQMC

  • Referenced in 4 articles [sw08113]
  • Guide: A Package for Randomized Quasi-Monte Carlo Methods...