Treffer 1 - 20 von 583

1

Solving Stationary Nonlinear Fokker–Planck Equations via Sampling: Solving stationary nonlinear Fokker-Planck equations via sampling
Lei Li ; Yijia Tang ; Jingtong Zhang
SIAM Journal on Applied Mathematics. 85:249-277

ddc:004 McKean-Vlasov equation Gibbs distribution 65C05, 65C40, 65N75 DATA processing & comput... Monte Carlo methods
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2

A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
Zhang, Yu ; Jin, Zhuo ; Wei, Jiaqin
Numerical Algebra, Control and Optimization. 15:77-107

mean-variance Portfolio theory Markov chain approximati... deep learning Numerical analysis or me... dynamic attention behavi...
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3

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation: A numerical truncation approximation with a posteriori error bounds for the solution of Poisson's equation
Mahdian, Saied ; Glynn, Peter W. ; Liu, Yuanyuan
Methodology and Computing in Applied Probability. 27

Jump processes on discre... Computational methods in... Markov chain state space truncation Numerical analysis or me... Mathematics - Numerical...
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4

Transient Subtraction: A Control Variate Method for Computing Transport Coefficients: Transient subtraction: a control variate method for computing transport coefficients
Spacek, Renato ; Monmarché, Pierre ; Stoltz, Gabriel ; et al.
Journal of Statistical Physics

[MATH.MATH-PR] Mathemati... Statistical Mechanics (c... variance reduction FOS: Physical sciences Numerical Analysis (math... [MATH.MATH-NA] Mathemati...
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5

Residual multi-fidelity neural network computing
Owen Davis ; Mohammad Motamed ; Raúl Tempone
BIT Numerical Mathematics. 65

Numerical solutions to s... FOS: Computer and inform... Computer Science - Machi... uncertainty quantificati... 65C30, 65C40, 68T07 Numerical Analysis (math...
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6

Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
Meijun Liu ; Xueyan Zhao ; Feiqi Deng
Asian Journal of Control. 26:1787-1796

0209 industrial biotechn... Linear-quadratic optimal... 0202 electrical engineer... stochastic coupled algeb... Numerical analysis or me... Optimality conditions fo...
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7

An ergodic theorem for the weighted ensemble method
Aristoff, David
Journal of Applied Probability. 59:152-166

Probability (math.PR) Stochastic particle meth... FOS: Physical sciences Monte Carlo methods Numerical Analysis (math... Mathematical Physics (ma...
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8

On the accept–reject mechanism for Metropolis–Hastings algorithms: On the accept-reject mechanism for Metropolis-Hastings algorithms
Glatt-Holtz, Nathan ; Krometis, Justin ; Mondaini, Cecilia
The Annals of Applied Probability. 33

FOS: Computer and inform... Probability (math.PR) 65P10, 65C05 Markov chain Monte Carlo... Monte Carlo methods Mathematics - Statistics...
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9

Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
Nathan E. Glatt-Holtz ; Cecilia F. Mondaini
Stochastics and Partial Differential Equations: Analysis and Computations. 10:1318-1391

FOS: Computer and inform... 62C10, 11K45, 37K99 Probability (math.PR) infinite-dimensional Ham... Monte Carlo methods Mathematics - Statistics...
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10

Conditional sequential Monte Carlo in high dimensions
Finke, Axel ; Thiery, Alexandre H.
The Annals of Statistics. 51

particle filter FOS: Computer and inform... state-space model Stochastic particle meth... Monte Carlo methods curse of dimension
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11

Optimizing Weighted Ensemble Sampling of Steady States: Optimizing weighted ensemble sampling of steady states
David Aristoff ; Daniel M. Zuckerman
Multiscale Modeling & Simulation. 18:646-673

Markov chains reaction networks Monte Carlo methods Parallel numerical compu... Numerical Analysis (math... sequential Monte Carlo
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12

Asynchronous finite-time extended dissipative filter on linear neutral semi-Markov jump systems under sensor saturation and dual-channel DoS attacks
Guifang Cheng ; Hao Liu
Applied Mathematics and Computation. 475:128723

Markov renewal processes... Signal theory (character... finite-time contractive... extended dissipative sensor saturation Numerical analysis or me...
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13

Point Spread Function Estimation in X-Ray Imaging with Partially Collapsed Gibbs Sampling: Point spread function estimation in X-ray imaging with partially collapsed Gibbs sampling
Kevin T. Joyce ; Johnathan M. Bardsley ; Aaron Luttman
SIAM Journal on Scientific Computing. 40:B766-B787

Biomedical imaging and s... inverse problems uncertainty quantificati... Bayesian inference Markov chain Monte Carlo... Monte Carlo methods
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14

Convergence of metadynamics: Discussion of the adiabatic hypothesis: Convergence of metadynamics: discussion of the adiabatic hypothesis
Jourdain, Benjamin ; Lelièvre, Tony ; Zitt, Pierre-André ; et al.
The Annals of Applied Probability. 31

averaging Probability (math.PR) FOS: Physical sciences [MATH.MATH-NA] Mathemati... Computational Physics (p... Dynamic and nonequilibri...
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15

Markov Chain Generative Adversarial Neural Networks for Solving Bayesian Inverse Problems in Physics Applications: Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications
Nikolaj T. Mücke ; Benjamin Sanderse ; Sander M. Bohté ; et al.
SSRN Electronic Journal.

Inverse problems Generative adversarial n... inverse problems Bayesian inference Monte Carlo methods Numerical Analysis (math...
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16

On parallelizable Markov chain Monte Carlo algorithms with waste-recycling
Shihao Yang ; Espen Bernton ; Jun Liu ; et al.
Statistics and Computing. 28:1073-1081

Markov chain Monte Carlo Computational methods in... Numerical analysis or me... Monte Carlo methods weighted samples effective sample size
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17

Generating MCMC proposals by randomly rotating the regular simplex
Andrew J. Holbrook
J Multivar Anal

Haar measure FOS: Computer and inform... Other Statistics (stat.O... Monte Carlo methods 02 engineering and techn... parallel MCMC
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18

Replica Exchange Preconditioned Crank-Nicolson Langevin Dynamic MCMC Method with Multi-Variance Strategy for Bayesian Inverse Problems: A replica exchange preconditioned Crank-Nicolson Langevin dynamic MCMC method with multi-variance strategy for Bayesian inverse problems
Na Ou ; Zecheng Zhang ; Guang Lin
Journal of Computational Physics. 510:113067

Bayesian inverse problem preconditioned Crank-Nic... Numerical solution to in... Numerical analysis or me... Langevin diffusion replica exchange Monte C...
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19

Block SOR for Kronecker structured representations
Buchholz, P. ; Dayar, T.
Linear Algebra and Its Applications
Linear Algebra and its Applications

ddc:004 Computation theory Iterative numerical meth... Kronecker based numerica... 0211 other engineering a... hierarchical Markovian m...
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20

Analysis of inhomogeneous Markov reward models
HORVATH, Andras ; M. TELEK ; G. HORVÁTH
Linear Algebra and its Applications. 386:383-405

moments of reward measur... inhomogeneous continuous... Numerical Analysis Algebra and Number Theor... Ordinary and partial dif... 0211 other engineering a...
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