yusuke1997/dblp-id-title huggingface dataset:
Adjoint Monte Carlo Calculations of Pulse-Height-Spectrum
Random walk on ellipsoids method for solving elliptic and parabolic equations
Arithmetic average options in the hyperbolic model
Error bounds for computing the expectation by Markov chain Monte Carlo
Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator "getRDS" and the proposed "getLHS" using variance reduction
Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
A nested MLMC framework for efficient simulations on FPGAs
Application of semiclassical approximation to stochastic differential equations
Random walk on spheres method for solving drift-diffusion problems
A Review of Some Monte Carlo Simulation Methods for Turbulent Systems
Pseudo-random Number Generator by Means of Irrational Rotation
The exponential-normal form and its application to ultra high energy cascades investigation
Generalizing Sudoku to three dimensions
A Green's function Monte Carlo algorithm for the Helmholtz equation subject to Neumann and mixed boundary conditions: Validation with an 1D benchmark problem
Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation
On a Monte Carlo scheme for some linear stochastic partial differential equations
Random Walk on Spheres methods for iterative solution of elasticity problems
Quasi-Monte Carlo methods for the Kou model
Calibration of financial models using quasi-Monte Carlo
An importance sampling method based on the density transformation of Lévy processes
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling
Stochastic Lagrangian Models for Two-Particle Relative Dispersion in High-Reynolds Number Turbulence
Moving permuted congruential generators beyond linear congruential generators
Adaptive weak approximation of reflected and stopped diffusions
Multiple stochastic volatility extension of the Libor market model and its implementation
A new nonrecursive pseudorandom number generator based on chaos mappings
Quasirandom Sequences in Branching Random Walks
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations
A genetic algorithm approach to estimate lower bounds of the star discrepancy
A New Technique for MTTF Estimation in Highly Reliable Markovian Systems
On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
Applying non-informative G-prior for logistic regression models with different patterns of data points
A numerical scheme based on semi-static hedging strategy
On the Warnock-Halton quasi-standard error
Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points
Hybrid modeling of homogenous gas-phase combustion reactions
Total variation bound for Milstein scheme without iterated integrals
A Monte Carlo approach to the Smoluchowski equations
Preliminary control variates to improve empirical regression methods
A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System
On L 2-isomorphic Gaussian models for nongaussian distributions
Geometry entrapment in Walk-on-Subdomains
Comparison of a Stochastic Particle Method and a Finite Volume Deterministic Method Applied to Burgers Equation
Central Limit Theorem for (n, k)-particle processes solving balance equations
Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences
Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation
Bayesian inference of traffic intensity in M / M /1 queue under symmetric and asymmetric loss functions
Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options
Optimal switching problems under partial information
Random walk algorithms for solving nonlinear chemotaxis problems
A Taylor space for multivariate integration
Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
Approximation of Transport Equations by Matrix Equations and Sequential Sampling
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval
Neural network regression for Bermudan option pricing
Impact of psychrometry on the aerosol distribution pattern in human lungs
Exact simulation of Bessel diffusions
Periodic INAR(1) model with Bell innovations distribution
Exact retrospective Monte Carlo computation of arithmetic average Asian options
Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation
Exact simulation of nonlinear coagulation processes
Critical branching random walk in an IID environment
Dirichlet Forms in Simulation
QMC integration errors and quasi-asymptotics
A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials
Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution
On the applicability of Feynman-Kac path integral simulation to space-time fractional Schrödinger equations
Discrepancy of higher rank polynomial lattice point sets
Optimal quadratic quantization for numerics: the Gaussian case
A quasi-Monte Carlo implementation of the ziggurat method
Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes
A Nuclear Measurement Technique of Water Penetration in Concrete Barriers
Investigation of methods of numerical integration with optimal convergence speed
On one way of modeling a stochastic process with given accuracy and reliability
Quasi-Monte Carlo method for solving Fredholm equations
On the Power of Quantum Algorithms for Vector Valued Mean Computation
Preventive Maintenance of an M x /G/1 Queue-like Production System
Random Walk on Fixed Spheres for Laplace and Lamé equations
Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability
Widening and clustering techniques allowing the use of monotone CFTP algorithm
Generation of k-wise independent random variables with small randomness
The planar Couette flow with slip and jumpboundary conditions in a microchannel
Some new simulations schemes for the evaluation of Feynman-Kac representations
On the Scrambled Halton Sequence
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution
Convergence of a particle Monte Carlo algorithm for scalar conservation laws
A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
First Order Strong Approximations of Jump Diffusions
A wavelet-based method in aggregated functional data analysis
Sequential Monte Carlo for linear systems - a practical summary
On a class of SPDEs called Brownian particle equation - Model for nonlinear diffusions
Special quasirandom structures: A selection approach for stochastic homogenization
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
Evaluating the performance and robustness of PIR and QIR maintenance strategies using Monte Carlo method
Infinite-dimensional Monte-Carlo integration
Estimating pharmacokinetic parameters from Dynamic Contrast-Enhanced T 1 -weighted MRI using a three level hierarchical Bayesian model
Minimal Entropy Approximations and Optimal Algorithms
On global sensitivity analysis of quasi-Monte Carlo algorithms
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
Parameter estimation in multi particle Lagrangian stochastic models
Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations
Portfolio Resampling in Malaysian Equity Market
Applications of the balanced method to stochastic differential equations in filtering
A note on approximating distribution functions of cusum and cusumsq tests
Investigating the ecological fallacy through sampling distributions constructed from finite populations
Optimal potential functions for the interacting particle system method
Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by Smoluchowski equations
On the complexity of binary floating point pseudorandom generation
Determination of Software Reliability based on Multivariate Exponential, Lomax and Weibull Models
A martingale approach to estimating confidence band with censored data
Algorithm of statistical simulation of dynamic systems with distributed change of structure
Comparison of descriptive statistics for multidimensional point sets
Coin Tossing Algorithms for Integral Equations and Tractability
Automatic control variates for option pricing using neural networks
Stochastic algorithms for studying coagulation dynamics and gelation phenomena
A Monte Carlo comparison of six almost unbiased ratio estimators
Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
Choice of a constant in the expression for the error of the Monte Carlo method
Linear estimation and prediction for the generalized Bilal distribution with application to thermal conductivity data
Understanding the contribution of energy and angular distribution in the morphology of thin films using Monte Carlo simulation
A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
Scrambled Soboĺ sequences via permutation
Randomness of Horner's rule and a new method of generating random numbers
Interacting Brownian particles with strong repulsion
Random walk on spheres method for solving anisotropic drift-diffusion problems
Quasi-Monte Carlo: A high-dimensional experiment
An improved unbiased particle filter
Time Dependence of Eulerian Velocity Correlation Tensor Spectrum in Isotropic Homogeneous Turbulence
Usage of the importance sample in Monte Carlo methods
Fast simulation of Gaussian random fields
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
Mixed initial-boundary value problem in particle modeling of microelectronic devices
Random Weyl sampling for robust numerical integration of complicated functions
Improving the Monte Carlo estimation of boundary crossing probabilities by control variables
Parallel random number generators in Monte Carlo derivative pricing: An application-based test
QMC techniques for CAT bond pricing
Discrepancy of van der Corput sequences generated by piecewise linear transformations
Stochastic mesh method for optimal stopping problems
Jointly Distributed Mean and Mixing Coefficients for Bayesian Source Separation using MCMC and ICM
Mixed space coupled hidden Markov model
Estimation of steady-state quantities of an HMM with some rarely generated emissions
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model
The application of the Monte Carlo technique for estimation of the detector depth sensitivity for the skin oxygenation measurements
A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus
Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison with experimental measurements
A Repetition Test for Pseudo-Random Number Generators
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures
Deviational particle Monte Carlo for the Boltzmann equation
Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media
The slice sampler and centrally symmetric distributions
A Monte Carlo method to compute the exchange coefficient in the double porosity model
An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors
Upper Bounds for Bermudan Style Derivatives
A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
Normalization of the Spectral Test in High Dimensions
Spectra of Perron-Frobenius operator and new construction of two dimensional low discrepancy sequences
Generation of parallel modified Kronecker sequences
On the density of lines and Santalo's formula for computing geometric size measures
Some generic properties in backward stochastic differential equations with continuous coefficient
Fast GPU-based reuse of paths in radiosity
A mathematical formalization of the parallel replica dynamics
Integral Evaluation Using the Δ2-distribution. Simulation and Illustration
Quasi-Monte Carlo simulation of differential equations
On importance sampling in the problem of global optimization
Monte Carlo estimators for small sensitivity indices
Multilevel Monte Carlo by using the Halton sequence
Parameters estimation of the Rayleigh diffusion process: Inference aspects and application to real data
Statistical analysis of the estimates of some stationary performances of the unreliable M / M /1/ N queue with Bernoulli feedback
Subgrid Modeling of Filtration in a Porous Medium with Multiscale Log-Stable permeability
A novel portfolio optimization method and its application to the hedging problem
Explicit stochastic ODE solution methods applied to high-temperature combustion
Weight updating in forced Monte Carlo approach to dynamic PSA
Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
On the dependence structure and quality of scrambled (t, m, s)-nets
Using the Strang-Fix approximation in discrete-stochastic numerical procedures
Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons
On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains
A search for extensible low-WAFOM point sets
Constructing positivity preserving numerical schemes for the two-factor CIR model
Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
An index of teaching performance based on students' feedback
A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media
Kac particle systems with free motion and equations of Boltzmann type
Full band Monte Carlo simulation - beyond the semiclassical approach
Estimating marginal likelihoods from the posterior draws through a geometric identity
Balanced Milstein Methods for Ordinary SDEs
Approximations for Nonlinear Filters based on Quantisation
Hidden Markov Model with Markovian emission
Fast generation of isotropic Gaussian random fields on the sphere
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem
Classification of Digital Modulations Using MCMC Methods
Variance reduction for Monte Carlo methods by means of deterministic numerical computation
A uniformly distributed sequence on the ring of p-adic integers
A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
THE SHIFT: Properties and recommendations for practical use
A partial sampling method applied to the Kusuoka approximation
A new numerical scheme for a class of reflected stochastic differential equations
Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification
On solving stochastic differential equations
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
Diffusive Behavior of Interacting Particle Systems
Pollard's rho attack on ECDLP and Threshold Schemes
Policy iteration for american options: overview
On the practical point of view of option pricing
Splitting and survival probabilities in stochastic random walk methods and applications
Computation of the steady-state probability of Markov chain evolving on a mixed state space
Stochastic iterative refinement with preconditioning for solving Helmholtz equation via boundary integral equation
Computer modeling of stationary particles transport in open cylindrical nanosystems by Monte Carlo method
Option pricing: Examples and open problems
Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
Randomized vector iterative linear solvers of high precision for large dense system
Parallel Quasirandom Walks on the Boundary
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Variance of the simplest Monte Carlo estimators in the sign-changing case
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods
Sigma-algebra theorems
Implementing de-biased estimators using mixed sequences
A Natural Algorithm for Generation of Pseudo-Random Numbers and its Applications
A limit theorem for average dimensions
Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations
The acceptance-rejection method for low-discrepancy sequences
Comparison of random number generators via Fourier transform
Monte Carlo Simulation of a Random Field Model for Transport
Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher
Quasi- Monte Carlo algorithms for solving linear algebraic equations
Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge
Optimal Estimation of Amplitude and Phase Modulated Signals
Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process
Coagulation of aerosol particles in intermittent turbulent flows
Significant FMRI Neurologic Synchrony Using Monte Carlo Methods
A use of algorithms for numerical modeling of order statistics
A quasi-stochastic simulation of the general dynamics equation for aerosols
Why simple quadrature is just as good as Monte Carlo
Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents
Weather derivatives pricing using regime switching model
Method of trajectory rotation as a Monte Carlo variance reduction technique
Effect of biaxial strain on the binding energies of adsorbed In and Al atoms on (001) surfaces of InAs and AlAs
A Simple Variance Reduction Method with Applications to Finance and Queueing Theory
Application of kernel-based stochastic gradient algorithms to option pricing
Hybrid Monte Carlo methods in credit risk management
On the population median estimation using robust extreme ranked set sampling
A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
Monte Carlo Simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators
Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
On connection between "Continuous time" and "Direct simulation" Monte Carlo methods for Boltzmann equation and on some new approximate methods
Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
On the construction of boundary preserving numerical schemes
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes
On convergence of semi-statistical and projection-statistical methods for integral equations
A new hybrid cuckoo search and firefly optimization
Monte Carlo methods in neutron and photon transport problems
On the number of multiples of certain primitive polynomials over GF(2)
On the estimation of periodic signals in the diffusion process using a high-frequency scheme
On Hamming weight test and sojourn time test of m-sequences
On bias reduction in parametric estimation in stage structured development models
Error estimation and optimization in C-space of Monte Carlo iterative solution of nonlinear integral equations
Moment matching adaptive importance sampling with skew-student proposals
White noise and simulation of ordinary Gaussian processes
A fractional stochastic evolution equation driven by fractional Brownian motion
An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion
Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation
Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms
Techniques for Monte Carlo Optimizing
On the absorption probabilities and mean time for absorption for discrete Markov chains
A global random walk on grid algorithm for second order elliptic equations
Information geometry, simulation and complexity in Gaussian random fields
A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting
Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
Worst case error for integro-differential equations by a lattice-Nyström method
Low discrepancy sequences generated by piecewise linear Maps
A central limit theorem for the functional estimation of the spot volatility
A comparison of model selection indices for nested latent class models
Simulation of doubly stochastic Poisson point processes and application to nucleation of nanocrystals and evaluation of exciton fluxes
Markov-Chain Monte-Carlo methods and non-identifiabilities
Parallel MCMC methods for global optimization
Measures of Uniform Distribution in Wavelet Based Image Compression
Real-time scheme for the volatility estimation in the presence of microstructure noise
Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields
Remarks on randomization of quasi-random numbers
Security of Pseudo-random Generator and Monte Carlo Method
Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates
Approximations for expectations of functionals of solutions to stochastic differential equations
Simulation of binary random fields with Gaussian numerical models
Stochastic simulation of electron transport in a strong electrical field in low-dimensional heterostructures
Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems
Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method
Stochastic approximation with averaging innovation applied to Finance
Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems
The parallel replica method for computing equilibrium averages of Markov chains
A random walk on small spheres method for solving transientanisotropic diffusion problems
On the variance of Schatten p -norm estimation with Gaussian sketching matrices
A random walk algorithm to estimate a lower bound of the star discrepancy
Subdiffusion and Superdiffusion in Lagrangian Stochastic Models of Oceanic Transport
Construction of three-dimensional low discrepancy sequences
On Smoluchowski Equations for Coagulation Processes with Multiple Absorbing States
Numerical computation for backward doubly SDEs with random terminal time
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T])
Operator-Split Method for Variance Reduction in Stochastic Solutions of the Wigner Equation
Likelihood and decoding problems for mixed space hidden Markov model
A Monte Carlo method without grid for a fractured porous domain model
Stochastic polynomial chaos expansion method for random Darcy equation
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective
On average dimensions of particle transport estimators