Markov–chain Monte Carlo methods for the Box–Behnken designs and centrally symmetric configurations
نویسندگان
چکیده
منابع مشابه
Power Analysis for Complex Mediational Designs Using Monte Carlo Methods.
Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well ...
متن کاملMonte Carlo and quasi-Monte Carlo methods
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...
متن کاملMonte-Carlo and Quasi-Monte-Carlo Methods for Numerical Integration
We consider the problem of numerical integration in dimension s, with eventually large s; the usual rules need a very huge number of nodes with increasing dimension to obtain some accuracy, say an error bound less than 10−2; this phenomenon is called ”the curse of dimensionality”; to overcome it, two kind of methods have been developped: the so-called Monte-Carlo and Quasi-Monte-Carlo methods. ...
متن کاملMonte Carlo and kinetic Monte Carlo methods – a tutorial
This article reviews the basic computational techniques for carrying out multiscale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo simulations is briefly described. The kinetic Monte Carlo (kMC) method is introduced as an extension of the more wide-spread thermodynamic Monte Carlo methods, an...
متن کاملParallel Monte Carlo Methods
This paper is the key paper in my Survey-based term project. The author argues that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. Therefore I consider many of issues can be raised by use Parallel Monte Carlo method. And from this paper I also can discuss the possibilities of parallel Markov chain Monte Carlo which is...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Theory and Practice
سال: 2015
ISSN: 1559-8608,1559-8616
DOI: 10.1080/15598608.2015.1067172