
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). SemiLagrangian 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 threedimensional...

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 FEanalysis. 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, generalpurpose code for evolving ... hydrodynamic properties are determined using a Monte Carlolike 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 QuasiMonte Carlo Methods...