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ORCIDMonte Carlo Methods and Applications, Volume 28
Volume 28, Number 1, March 2022
- Yousri Slaoui
, Salima Helali:
Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials. 45-59 - Nikolaos Halidias, Ioannis S. Stamatiou:
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations. 13-25 - Ivan Dimov, Venelin Todorov, Karl Sabelfeld:
A study of highly efficient stochastic sequences for multidimensional sensitivity analysis. 1-12 - Dmitriy Kolyukhin, Alexander Minakov:
Simulation of Gaussian random field in a ball. 85-95 - Frontmatter. i-iv
- Marco Ballesio, Ajay Jasra:
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. 61-83 - Az-eddine Zakrad, Abdelaziz Nasroallah:
Estimation of steady-state quantities of an HMM with some rarely generated emissions. 27-44
Volume 28, Number 2, June 2022
- Kamal Hiderah:
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients. 189-198 - Meriem Cherabli, Megdouda Ourbih-Tari, Meriem Boubalou:
Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem. 175-188 - Karl K. Sabelfeld:
Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations. 125-133 - Hamida Talhi, Hiba Aiachi, Nadji Rahmania:
Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data. 163-174 - Tetiana Ianevych, Iryna Rozora, Anatolii Pashko:
On one way of modeling a stochastic process with given accuracy and reliability. 135-147 - Frontmatter. i-iv
- Naho Akiyama, Toshihiro Yamada:
A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting. 97-110 - Jaya P. N. Bishwal:
Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates. 111-124 - Shijia Wang, Tim B. Swartz:
Moment matching adaptive importance sampling with skew-student proposals. 149-162
Volume 28, Number 3, September 2022
- Haifa Aldossari, Michael Mascagni:
Scrambling additive lagged-Fibonacci generators. 199-210 - Dmitriy Kolyukhin, Karl K. Sabelfeld, Ivan Dimov:
Sensitivity analysis of the concentration transport estimation in a turbulent flow. 211-219 - David A. Spade:
Approximate bounding of mixing time for multiple-step Gibbs samplers. 221-233 - Miguel Casquilho, Jorge Buescu:
Standard deviation estimation from sums of unequal size samples. 235-253 - Karl K. Sabelfeld, Viacheslav Sapozhnikov:
Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons. 255-268 - Alexander B. Konovalov, Vitaly V. Vlasov, Sergey V. Kolchugin, Gennady Malyshkin, Rim Mukhamadiyev:
Monte Carlo simulation of sensitivity functions for few-view computed tomography of strongly absorbing media. 269-278
Volume 28, Number 4, December 2022
- Jem N. Corcoran, Caleb Miller:
Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates. 279-292 - Karl K. Sabelfeld, Oleg Bukhasheev:
Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations. 293-305 - Nikolaos Halidias:
On the practical point of view of option pricing. 307-318 - Luai Al-Labadi, Muhammad Tahir:
Estimation of entropy and extropy based on right censored data: A Bayesian non-parametric approach. 319-328 - Manfred Harringer:
Superposition of forward and backward motion. 329-339 - Maryam Alsolami, Michael Mascagni:
A random walk algorithm to estimate a lower bound of the star discrepancy. 341-348 - Karl K. Sabelfeld, Ivan Aksyuk:
Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method. 349-367
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