Keywords: 65C05; 65C20; 65Z05; von Mises-Fisher distribution; Diffusion-advection equation; Survival probability; Random walk on spheres; Cathodoluminescence;
مقالات ISI (ترجمه نشده)
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Keywords: primary; 65C05; 65C60; secondary; 68T05; Dependence network; Faster convergence; Multiple imputation; Non-full conditional specification; Partially collapsed Gibbs sampler; Valid scan order;
Keywords: Time series analysis; Monte Carlo simulations; Global random walk; Groundwater; 37M10; 65C05; 60G50; 86A05;
Keywords: 65C05; 60C05; 65C50;
Keywords: 62K05; 65N21; 65C60; 65C05; Bayesian experimental design; Expected information gain; Monte Carlo; Laplace approximation; Importance sampling; Composite materials;
A mesh free floating random walk method for solving diffusion imaging problems
Keywords: 65C05; 65C20; 65Z05; Green's function; Survival probability; Random walk; Cathodoluminescence; EBIC imaging;
Keywords: 65C05; Compton Scattering; Thomson scattering; Nonlinear processes;
Keywords: 60H15; 65M60; 97N40; 65C05; 74B20; Monte carlo methods; Uncertainty propagation; Tangent linear models; Partially intrusive methods; Polynomial chaos expansion; Parallel computing;
Keywords: 65C05; 93E35; 60F05; 60E05; Bypass distribution; Central limit theorem; Exponential family; Stochastic approximation; Variance reduction;
Keywords: Stochastic simulation; Sensitivity and uncertainty analysis; Quasi Monte Carlo; Heterogeneous catalysis; First-principles kinetic Monte Carlo; 65C05; 65C40; 82C99; 62-07;
Keywords: 65C05; 78M31; 80M31; 42A38; 37M05; Monte Carlo; Dimension reduction; Multi-level; Jump-diffusions; Lamperti-Backward-Euler; Milstein;
Keywords: 65C05; 65C35; 92C05Stochastic simulation; Diffusion; Cartesian mesh
Keywords: Multi-level Monte Carlo; Stochastic jump coefficients; Weak Galerkin; Stablizer65N30; 65N60; 65C05; 60J75
Keywords: 11K45; 65C05; 65M75; 68Q10Trust region; 4D-EnKF; Hybrid methods
Keywords: primary; 60F10; 65C05; secondary; 60G57; 68U20; Large deviations; Empirical measures; Importance sampling; Monte Carlo;
Keywords: 15B51; 49K35; 60J10; 65C05; 65F18; 90C26MCMC; Asymptotic variance; Stationary distribution; Global optimization; Minimax problem; Inverse eigenvector problem; Stochastic matrix
Keywords: C15; G21; G22; 65C40; 65C05; 62P05; Risk management; Capital allocation; Sequential Monte Carlo (SMC); Copula models; Euler allocation;
Keywords: 62D05; 62F10; 62F12; 65C05; Calibration; Control variates; Empirical likelihood; Higher-order theory; Missing data; Nonparametric likelihood; Poisson sampling; Rejective sampling; Regression estimator;
Keywords: 65D30; 65D32; 65C05; 65C10Numerical integration; Quasi-Monte Carlo; Weil sum; Hölder continuity; Fourier series; Fourier cosine series; Walsh series
Keywords: 60G10; 60J60; 65C05; 65D15; 60F05; Stochastic differential equation; Stationary process; Steady regime; Ergodic diffusion; Central Limit Theorem; Euler scheme; Poisson equation; Richardson-Romberg extrapolation;
Keywords: primary; 65C05; secondary; 93E20; Jittered Sampling; Calculus of variations; Numerical integration; Quasirandom point sets;
Keywords: 60H15; 60H35; 65C05; 65C30; 60H10Burgers equation; Boundary Neumann noise; Galerkin method; Weak approximation; Exponential Euler scheme; Impact of noise
Keywords: Modified Weibull distribution; Generalized order statistics; Pivotal quantities; Predicative interval; Probability coverage; Monte Carlo Simulation62E15; 62F10; 62G30; 62M20; 65C05; 65C10
Keywords: 60E07; 60G51; 60F05; 62L20; 65C05; 60H35Lévy processes; Esscher transform; Monte Carlo; Statistical Romberg; Variance reduction; Central limit theorems; CGMY model
Keywords: 60H10; 60J75; 60H35; 65C05; 65G99; 60H07Backward stochastic differential equations with jumps; Wiener Chaos expansion; Numerical method
Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem
Keywords: 60H35; 65N30; 65C05; Stochastic Brinkman problem; Multi-level Monte Carlo; Weak Galerkin;
Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
Keywords: 62L05; 62L15; 65C05; Inference in high dimension; Monte Carlo testing; Hotelling's test;
Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
Keywords: 65C05; 60B20; Ratio of largest eigenvalue to trace; Rare events; Wishart matrices; Tracy-Widom distribution;
A Dirichlet form approach to MCMC optimal scaling
Keywords: 60F05; 60J22; 65C05; Dirichlet form; Infinite-dimensional stochastic processes; Asymptotic analysis for MCMC; Markov chain Monte Carlo (MCMC); Metropolis-Hastings Random Walk (MHRW) sampler; Mosco convergence; Scaling limits; Optimal scaling; Weak conve
Estimation of the bilinear form y⁎f(A)x for Hermitian matrices
Keywords: 65F15; 65F30; 65B05; 65C05; 65J10; 15A18; 15A45Bilinear form; Hermitian matrix; Matrix moments; Function moment; Matrix functions; Extrapolation
A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes
Keywords: 65C05; 60G51Esscher approximation; Exponential tilt; Monte Carlo simulation; Importance sampling; Legendre–Fenchel transform
Dealing with boundary artifacts in MCMC-based deconvolution
Keywords: 15A29; 65F22; 65C05; 65C60; 94A08Imaging; Deconvolution; Inverse problems; Boundary conditions; Bayesian methods; Markov chain Monte Carlo
The bb-adic tent transformation for quasi-Monte Carlo integration using digital nets
Keywords: 65C05; 65D30; 65D32Quasi-Monte Carlo; Numerical integration; Digital nets; Tent transformation; Higher order polynomial lattice point sets
A risk model with renewal shot-noise Cox process
Keywords: G22; C10; C60; primary; 91B30; secondary; 60J75; 65C05; Risk model; Ruin probability; Renewal shot-noise Cox process; Piecewise-deterministic Markov process; Martingale method; Importance sampling; Change of probability measure; Rare-event simulation;
A multi-step Richardson-Romberg extrapolation method for stochastic approximation
Keywords: 60H35; 65C30; 65C05; Euler scheme; Weak error; Richardson-Romberg extrapolation; Stochastic approximation algorithm;
Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
Keywords: 65C05; 68U20Wiener–Hopf decomposition; Monte Carlo simulation; Multilevel Monte Carlo; Lévy processes; Barrier options
Strong predictor–corrector Euler–Maruyama methods for stochastic differential equations with Markovian switching
Keywords: 65C05; 60H10Strong predictor–corrector Euler–Maruyama methods; Markovian switching; Numerical solutions
Numerical inverse Lévy measure method for infinite shot noise series representation
Keywords: 60E07; 65C05; 65D30; 65B10Infinitely divisible random vector; Lévy process; Numerical inversion; Quasi-Monte Carlo method; Sample paths simulation; Stochastic differential equation with jumps
On Dobrushin’s inequality
Keywords: 60J10; 65C05; 47A10Non-homogeneous Markov chains; Coefficient of ergodicity; Martingale approximation; Weak invariance principle
On simulated annealing with temperature-dependent energy and temperature-dependent communication
Keywords: 82C80; 65C05; 60J10; 90C27Combinatorial optimization; Simulated annealing; Markov chains; Monte Carlo methods
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
Keywords: 91B30; 91B70; 65C20; 65C05; 60H35Quantile hedging; Variable annuities; GMDBs; Regime switching; Markov chain approximation
Sparsified Randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
Keywords: 65C05; 65C20; 65Z05; Random Sparsification; Randomized low rank approximations; Randomization of iterative methods; Karhunen-Loéve expansion; Fractional Wiener process;
On decompositional algorithms for uniform sampling from nn-spheres and nn-balls
Keywords: 65C05; 60E05nn-ball; nn-sphere; Uniform distribution; Beta distribution; Normal distribution; Monte Carlo; Simulation
On the distributions of multivariate sample skewness
Keywords: Asymptotic distribution; Multivariate normal distribution; Approximate χ2χ2 test statistic62E20; 62H10; 65C05
Measuring the network robustness by Monte Carlo estimation of shortest path length distribution
Keywords: 65C05; 68M10; 90B15Network robustness; Random graph; Monte Carlo method
Computer generation of random variables with Lindley or Poisson–Lindley distribution via the Lambert W function
Keywords: 65C05; 33B30Lindley distribution; Lambert W function; Simulation
Credit contagion in a network of firms with spatial interaction
Keywords: 65C05; 90B99Finance; Credit risk; Bank loan portfolios; Contagion models; Entropy spatial models
Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases
Keywords: 65C05; 65D15; 65D32; 65N35; Reduced size polynomial approximation; Poisson equation on hypercubes; Hybrid variational formulation;
An efficient control variate method for pricing variance derivatives
Keywords: 35A40; 35C05; 65C05; 60J65Variance swap; Stochastic volatility; Monte Carlo method; Control variate
An adaptive algorithm for simulation of stochastic reaction–diffusion processes
Keywords: 65C40; 65C05; 60H3502.50.Ga; 02.50.Ey; 02.70.Uu; 83.10.Rs; 87.10.RtMaster equation; Chemical reactions; Diffusion; Hybrid method; Adaptivity; URDME