In this paper, we address the problem of sequential Bayesian model selection. This problem does not usually admit any closed-form analytical solution. We propose here an original sequential simulation-based method to solve the associated Bayesian computational problems. This method combines sequential importance sampling, a resampling procedure and reversible jump MCMC moves. We describe a gene...

In this paper we describe the structure of all sequential isomorphisms between the sets of von Neumann algebra effects. It turns out that if the underlying algebras have no commutative direct summands, then every sequential isomorphism between the sets of their effects extends to the direct sum of a *-isomorphism and a *-antiisomorphism between the underlying von Neumann algebras.

This paper presents practical methods for the sequential generation or simulation of a Gaussian two-dimensional random field. The specific realizations typically correspond to geospatial errors or perturbations over a horizontal plane or grid. The errors are either scalar, such as vertical errors, or multivariate, such as x, y, and z errors. These realizations enable simulation-based performanc...

Sequential simulation has emerged as a robust and fast method for generating stochastic realizations. The recent development of a sequential simulation method by drawing structures from training images allows generating a wide variety of geological styles in a controlled fashion. Various methods for conditioning realizations to secondary information from geophysical or remote sensing techniques...

This paper describes how to achieve a desired speedup by careful selection of appropriate algorithms for parallelization. Our target simulation is the Total Airport and Airspace Model (TAAM), a worldwide standard for aviation analysis. TAAM is designed as a sequential program, and we have increased its speed by incorporating multithreaded algorithms with minimal changes to the underlying simula...

We propose fully sequential indifference-zone selection procedures that are specifically for use within an optimizationvia-simulation algorithm when simulation is costly and partial or complete information on solutions previously visited is maintained. Sequential Selection with Memory guarantees to select the best or near-best alternative with a user-specified probability when some solutions ha...

Modelling, synthesis, and simulation issues of the supervisory systems in process control are investigated in the paper. Petri nets are used as a basic modelling framework for the supervisory part of the system. It is shown how the final verification effort can be minimised by applying formal synthesis methods. A straightforward approach to the industrial implementation of the developed solutio...