نتایج جستجو برای: albumin monte carlo
تعداد نتایج: 115435 فیلتر نتایج به سال:
We compare empirical convergence of Monte Carlo and quasi Monte Carlo estimates of the H-period forecasts using the Cox-Ingersoll-Ross square root diffusion model. The behaviour of the quasi Monte Carlo estimates in high dimensions (H = 250) using both Euler scheme and the Brownian bridge discretisation is analysed. We find that quasi Monte Carlo estimator displays much higher convergence rate ...
Monte Carlo applications are widely perceived as computationally intensive but naturally parallel. Therefore, they can be effectively executed on the grid using the dynamic bag-of-work model. We improve the efficiency of the subtask-scheduling scheme by using an N-out-of-M strategy, and develop a Monte Carlo-specific lightweight checkpoint technique, which leads to a performance improvement for...
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given value T ( ) = t for function . Classical methods were designed estimating expectations functions ϕ by unconditional distributions obtained certain weighting schemes. The basic ingredients use importance and change variables. In present paper we reformulate problem introducing an artificial pa...
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