Advanced Monte-Carlo sampling schemes for value of information estimation

Advanced Monte-Carlo sampling schemes for value of information estimation

Manylion Llyfryddiaeth
Prif Awduron:	Thom, H, Fang, W, Wang, Z, Welton, N, Goda, T, Giles, M
Fformat:	Conference item
Cyhoeddwyd:	Elsevier 2017

Eitemau Tebyg

Multilevel Monte Carlo estimation of the expected value of sample information
gan: Hironaka, T, et al.
Cyhoeddwyd: (2020)

Multilevel and Quasi Monte Carlo methods for the calculation of the Expected Value of Partial Perfect Information
gan: Fang, W, et al.
Cyhoeddwyd: (2021)

Improved multilevel monte carlo convergence using the milstein scheme
gan: Giles, M
Cyhoeddwyd: (2008)

Improved multilevel Monte Carlo convergence using the Milstein scheme.
gan: Giles, M
Cyhoeddwyd: (2007)

Improved multilevel Monte Carlo convergence using the Milstein scheme
gan: Giles, M
Cyhoeddwyd: (2006)

Advanced Monte Carlo for Acquisition Sampling in Bayesian Optimization
gan: Javier Garcia-Barcos, et al.
Cyhoeddwyd: (2025-01-01)

Vibrato Monte Carlo sensitivities
gan: Giles, M
Cyhoeddwyd: (2009)

Multilevel Monte Carlo methods
gan: Giles, M
Cyhoeddwyd: (2015)

Vibrato Monte Carlo sensitivities.
gan: Giles, M
Cyhoeddwyd: (2007)

Stitching Monte Carlo samples
gan: Karl Ehatäht, et al.
Cyhoeddwyd: (2022-05-01)

Multilevel Monte Carlo method for ergodic SDEs without contractivity
gan: Fang, W, et al.
Cyhoeddwyd: (2019)

Multilevel Monte Carlo path simulation
gan: Giles, M
Cyhoeddwyd: (2008)

Multilevel Monte Carlo path simulation.
gan: Giles, M
Cyhoeddwyd: (2007)

An efficient Monte Carlo scheme for Zakai equations
gan: Beck, Christian, et al.
Cyhoeddwyd: (2024)

On nesting Monte Carlo estimators
gan: Rainforth, T, et al.
Cyhoeddwyd: (2019)

Efficient white noise sampling and coupling for multilevel Monte Carlo with nonnested meshes
gan: Croci, M, et al.
Cyhoeddwyd: (2018)

Multi-level Monte Carlo path simulation
gan: Giles, M
Cyhoeddwyd: (2006)

Monte Carlo evaluation of sensitivities in computational finance
gan: Giles, M
Cyhoeddwyd: (2007)

Monte Carlo evaluation of sensitivities in computational finance.
gan: Giles, M
Cyhoeddwyd: (2007)

Recent Advances of Monte Carlo Simulation /
gan: Couto, Paulo Roberto Guimaraes, contributor, et al.
Cyhoeddwyd: (2017)

Randomized block quasi-Monte Carlo sampling for generalized likelihood uncertainty estimation
gan: Charles Onyutha
Cyhoeddwyd: (2024-03-01)

Hybrid importance sampling Monte Carlo approach for yield estimation in circuit design
gan: Anuj K. Tyagi, et al.
Cyhoeddwyd: (2018-10-01)

Multilevel Monte Carlo for exponential Lévy models
gan: Giles, M, et al.
Cyhoeddwyd: (2017)

The Monte Carlo method of random simulation samples
gan: Juan Gaytán Cortés
Cyhoeddwyd: (2023-09-01)

Quasi-Monte Carlo for finance applications
gan: Giles, M, et al.
Cyhoeddwyd: (2008)

Quasi-Monte Carlo for finance applications.
gan: Giles, M, et al.
Cyhoeddwyd: (2008)

Sequential Monte Carlo tracking schemes for maneuvering targets with passive ranging
gan: Malcolm, W, et al.
Cyhoeddwyd: (2002)

Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations *
gan: Al Gerbi A., et al.
Cyhoeddwyd: (2017-01-01)

Prosumer Response Estimation Using SINDyc in Conjunction with Markov-Chain Monte-Carlo Sampling
gan: Frederik Banis, et al.
Cyhoeddwyd: (2020-06-01)

Estimation of individual animal SNP-BLUP reliability using full Monte Carlo sampling
gan: H. Ben Zaabza, et al.
Cyhoeddwyd: (2021-05-01)

On the utility of graphics cards to perform massively parallel simulation with advanced Monte Carlo methods.
gan: Lee, A, et al.
Cyhoeddwyd: (2009)

On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods.
gan: Lee, A, et al.
Cyhoeddwyd: (2010)

Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean–Vlasov equations and interacting particle systems
gan: Bao, J, et al.
Cyhoeddwyd: (2023)

Monte Carlo simulation for the Touschek effect with the crab-waist scheme
gan: M. Boscolo, et al.
Cyhoeddwyd: (2012-10-01)

TOWARDS ZERO-VARIANCE SCHEMES FOR KINETIC MONTE-CARLO SIMULATIONS
gan: Mancusi Davide, et al.
Cyhoeddwyd: (2021-01-01)

A multilevel Monte Carlo estimator for matrix multiplication
gan: Wu, Y, et al.
Cyhoeddwyd: (2020)

Efficient Monte Carlo Sampling of Lattice Field Theories
gan: Yunus, Çağin
Cyhoeddwyd: (2023)

On sequential Monte Carlo sampling methods for Bayesian filtering
gan: Doucet, A, et al.
Cyhoeddwyd: (2000)

Partial Monte Carlo sampling for computer generated holograms
gan: Alfonso Blesa, et al.
Cyhoeddwyd: (2024-01-01)

Unbiased elimination of negative weights in Monte Carlo samples
gan: Jeppe R. Andersen, et al.
Cyhoeddwyd: (2022-05-01)