yusuke1997/dblp-id-title huggingface dataset:
Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods
Optimal oversampling ratio in two-step simulation
A weight Monte Carlo estimation of fluctuations in branching processes
Multilevel Monte Carlo for Asian options and limit theorems
Skewed distributions generated by the Student's t kernel
The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
A third-order weak approximation of multidimensional Itô stochastic differential equations
On a Robustness of The Random Particle Method
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary
Parallel computations of eigenvalues based on a Monte Carlo approach
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system
Rare event simulation for diffusion processes via two-stage importance sampling
A recursive Monte Carlo method for the Boltzmann equation in the Maxwellian case
Numerical Modeling of Large Scale Transport of Contminant Solutes Using the Global Random Walk Algorithm
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations
MTTF Estimation using importance sampling on Markov models
Levy-Baxter theorems for one class of non-Gaussian random fields
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
High order weak approximation for irregular functionals of time-inhomogeneous SDEs
Boundary Value Problem and Stochastic Algorithm for Two-dimensional Navier-Stokes Equations
Comparison of Time-to-Event Data for Clinical Trials
Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem
Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity
Toward a coherent Monte Carlo simulation of CVA
Exact expression of Lagrangian velocity autocorrelation function in isotropic homogeneous turbulence
Dagger-sampling variance reduction in Monte Carlo reliability analysis
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators
Pricing of barrier options by marginal functional quantization
A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett matrix
Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: A comparative study
Monte Carlo difference schemes for the wave equation
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
Consensus in science
Constructing a confidence interval for the ratio of normal distribution quantiles
An aspect of optimal regression design for LSMC
Generalized Hermite process: Tempering, properties and applications
An efficient Monte Carlo solution for problems with random matrices
Functional quantization for numerics with an application to option pricing
The generalized van der Corput sequence and its application to numerical integration
Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers
Monte Carlo Simulation of Evaporation Process into the Vacuum
Erratum to the article "On a Robustness of The Random Particle Method"
Random Walk on Spheres Process for Exterior Dirichlet Problem
An overview of financial mathematics with Python codes
Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
On the efficient simulation of the left-tail of the sum of correlated log-normal variates
A Bayesian procedure for bandwidth selection in circular kernel density estimation
Monte Carlo simulation of sensitivity functions for few-view computed tomography of strongly absorbing media
Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering-Coagulation Equation
An efficient stochastic chemistry approximation for the PDF transport equation
One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence
Probability of large deviations of sums of random processes from Orlicz space
Pricing barrier options in the Heston model using the Heath-Platen estimator
Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
A method for the calculation of characteristics for the solution to stochastic differential equations
A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
Stochastic boundary collocation and spectral methods for solving PDEs
Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model
A new numerical scheme for the CIR process
Trapezoidal and Simpson's methods with a random design
Construction of two dimensional low discrepancy sequences
System availability and reliability analysis by direct Monte Carlo with biasing
Sensitivity of boundary crossing probabilities of the Brownian motion
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
Stochastic Numerical Solution of Biharmonic Dirichlet Problem
Particle diffusion Monte Carlo (PDMC)
Scrambling additive lagged-Fibonacci generators
A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods
Geometrical Monte Carlo method and its modifications
Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
Smoothed Transformed Density Rejection
A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
On a real-time scheme for the estimation of volatility
Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
A meshfree Random Walk on Boundary algorithm with iterative refinement
On the discretization schemes for the CIR (and Bessel squared) processes
Nesting Monte Carlo for high-dimensional non-linear PDEs
Generating uniform random points inside a cone
Sequences of Numbers for Monte Carlo Methods
Forward and Backward Stochastic Lagrangian Models for turbulent transport and the well-mixed condition
Linking the Monte Carlo radiative transfer algorithm to the radiative transfer equation
Comparison of Sobol' sequences in financial applications
Random packing of hyperspheres and Marsaglia's parking lot test
Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
Bootstrap choice of non-nested autoregressive model with non-normal innovations
Some geometric properties of (0, m, 2)-nets in base b ≥ 2
Simulating a diffusion on a graph. Application to reservoir engineering
A random cloud algorithm for the Schrödinger equation
Monte Carlo Splitting Importance Sampling
A parallel algorithm for solving BSDEs
Bayesian beta regression models with joint mean and dispersion modeling
Estimation of entropy and extropy based on right censored data: A Bayesian non-parametric approach
Uncertainty quantification of world population growth: A self-similar PDF model
On three Unbiased Strategies in Sample Surveys
Computing percentage points of the largest among Student's t random variables
Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations
Study and simulation of the sputtering process of material layers in plasma
Invariant density estimation for a reflected diffusion using an Euler scheme
Improved Halton sequences and discrepancy bounds
Large Investors, takeovers, and the rule of law
A New Lagrangian Model of Two-Particle Relative Turbulent Dispersion
Preservation of structural properties of the CIR model by θ-Milstein schemes
A quasilinear stochastic partial differential equation driven by fractional white noise
Simulating from the Heston model: A gamma approximation scheme
A spectral Monte Carlo method for the Poisson equation
Numerical approximation of BSDEs using local polynomial drivers and branching processes
On the modeling of linear system input stochastic processes with given accuracy and reliability
A stochastic quantization method for nonlinear problems
A gradient method for high-dimensional BSDEs
A global random walk on spheres algorithm for transient heat equation and some extensions
Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media
Convergence of Numerical Schemes for Stochastic Differential Equations
Weighted simulation of steady-state transport within the standard Monte Carlo paradigm
Sensitivity analysis of stochastic frontier analysis models
Asymptotical behavior of linear congruential generators
Tagged particles of interacting Brownian motions with skew symmetric drifts
The Manhattan Project, the first electronic computer and the Monte Carlo method
Generalized Becker-Döring equations modeling the time evolution of a process of preferential attachment with fitness
Analysis of relative dispersion of two particles by Lagrangian stochastic models and DNS methods
Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
A new optimal Monte Carlo method for calculating integrals of smooth functions
Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties
Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients
HMM with emission process resulting from a special combination of independent Markovian emissions
Stochastic small perturbation based simulation technique for solving isotropic elastostatics equations
A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions
Quasi Monte Carlo methods applied to equations in transient regime on the Theis equation
Analysis of wall-modelled particle/mesh PDF methods for turbulent parietal flows
A weighted log-rank test for comparing two survival curves
Stochastic iterative projection methods for large linear systems
Standard deviation estimation from sums of unequal size samples
A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation
Sequential Monte Carlo Techniques for Solving Non-Linear Systems
Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
Grid-based Quasi-Monte Carlo Applications
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models
On pseudorandom functions and asymptotic distributions
Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
Discrepancy of sequences generated by piecewise monotone maps
Profit Analysis of M/M/r Queueing Model with Balking and Reneging
Computing with bivariate COM-Poisson model under different copulas
A note on Newton's method for system of stochastic differential equations
Monte Carlo methods for fissured porous media: a gridless approach
Vanilla options as controls for estimating the conditional expectation of a European derivative payoff
GMM estimation and asymptotic properties in periodic GARCH(1, 1) models
Optimising Poisson bridge constructions for variance reduction methods
On approximation of matrix valued functional integrals
Monte Carlo calculation of deep penetration benchmark sensitivities
Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting
Trajectory Splitting by Restricted Replication
Double-barrier first-passage times of jump-diffusion processes
Edgeworth type expansions for Euler schemes for stochastic differential equations
On a Monte Carlo scheme for Smoluchowski's coagulation equation
Uniform generation of anonymous and neutral preference profiles for social choice rules
Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation
Influence of the Photoneutrons on the Kinetics of Beryllium Reflected Core of the Budapest Research Reactor
Comments on "On the use of low discrepancy sequences in Monte Carlo methods"
On the sample-mean method for computing hyper-volumes
On the existence of posterior mean for Bayesian logistic regression
Binary decompositions of probability densities and random-bit simulation
Exponential bounds for the probability deviations of sums of random fields
Touching on a zero-variance scheine in solving linear equations by randorn walk processes
Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation
Optimal Prediction in Molecular Dynamics
Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data
Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
Global sensitivity analysis of statistical models by double randomization method
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
A new Green's function Monte Carlo algorithm for the solution of the three-dimensional nonlinear Poisson-Boltzmann equation: Application to the modeling of plasma sheath layers
Partitions for stratified sampling
Dynamical system generated by algebraic method and low discrepancy sequences
Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height
Monte Carlo method for parabolic equations involving fractional Laplacian
Bayesian and non-Bayesian analysis of mixed-effects PK/PD models based on differential equations
Numerical Integration using Markov Chains
Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
3D sputtering simulations of the CZTS, Si and CIGS thin films using Monte-Carlo method
A Bayesian inference for the penalizedspline joint models of longitudinal and time-to-event data: A priorsensitivity analysis
Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations
Convergence of the randomized spectral models of homogeneous Gaussian random fields
Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
A neural network assisted Metropolis adjusted Langevin algorithm
Discrete random walk on large spherical grids generated by spherical means for PDEs
Antithetic variates revisited again
Approximating and Simulating Multivalued Stochastic Differential Equations
A 3D Stochastic Model of Relative Dispersion of Particle Pairs in Local-Isotropic Turbulence
A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability
Convergence of a Nanbu type method for the Smoluchowski equation
Approximate formulas for expectations of functionals of solutions to stochastic differential equations
Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem
Construction of a long-period nonalgebraic and nonrecursive pseudorandom number generator
Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications"
PDF modeling and simulation of premixed turbulent combustion
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
A framework for adaptive Monte Carlo procedures
Editiorial
Simulation of Gaussian random field in a ball
Stochastic relaxation for building some classes of piecewise linear regression functions
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
Superposition of forward and backward motion
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term
Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
Asymptotic expansions and estimators with small bias for Nanbu processes
Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder
Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation
On convergence of the method based on approximately exact formulas for functional polynomials for calculation of expectations of functionals to solutions of stochastic differential equations
On a discrete stochastic approximation and its application to data analysis
Random walk tests of reciprocal m-sequences
Efficient price sensitivity estimation of financial derivatives by weak derivatives
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes
Convergence rate for spherical processes with shifted centres
Bernoulli factory: The 2𝚙-coin problem
Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates
Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation
Probabilistic error bounds for the discrepancy of mixed sequences
A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
Discrepancy of sequences generated by dynamical system
On the discretization in time of parabolic stochastic partial differential equations
Component-by-component construction of low-discrepancy point sets of small size
Simulation of ruin probabilities for risk processes of Markovian type
Riesz-Raikov sums and Weyl transform
Non-Markovian Optimal Prediction
Stochastic Lagrangian Models of Relative Dispersion of a Pair of Fluid Particles in Turbulent Flows
Iterative procedure for multidimensional Euler equations
A Fast Stratified Sampling Simulation of Coagulation Processes
Stochastic flow simulation in 3D porous media
Towards automatic global error control: Computable weak error expansion for the tau-leap method
Simulation of random variates with the Morgenstern distribution
Estimating drift and minorization coefficients for Gibbs sampling algorithms
Computing the exit-time for a finite-range symmetric jump process
The Multilevel Monte Carlo method used on a Lévy driven SDE
Admissible and Asymptotically Optimal Linear Congruential Generators
Mesoscopic Models for Viscoelastic flows: Coupling Finite Element and Monte Carlo Methods
Monte Carlo approximations of the Neumann problem
Vector Monte Carlo stochastic matrix-based algorithms for large linear systems
Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations
Unbiased estimation of the solution to Zakai's equation
A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers
Random walk algorithms for elliptic equations and boundary singularities
Spectral test and spectral distance for multiplicative generators with moduli 2 p
Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
A probabilistic algorithm approximating solutions of a singular PDE of porous media type
Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case
Approximate evaluation of a class of functional integrals over space of functions taking values ±1
Hybrid pseudo-random number generation
Describing the Pearson R distribution of aggregate data
Expansion of random boundary excitations for elliptic PDEs
Efficient schemes for the weak approximation of reflected diffusions
Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations
Reusing paths in radiosity and global illumination
On the simulation of Markov chain steady-state distribution using CFTP algorithm
Randomized vector algorithm with iterative refinement for solving boundary integral equations
Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations
Adjoint Importance Monte Carlo Simulation for Gamma Ray Deep Penetration Problem
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process
An interactive visualization of Google Books Ngrams with R and Shiny
Sentiment Analysis for Literary Texts: Hemingway as a Case-study
Clustering and Relational Ambiguity: from Text Data to Natural Data
Indigenous frameworks for data-intensive humanities: recalibrating the past through knowledge engineering and generative modelling
Plague Dot Text: Text mining and annotation of outbreak reports of the Third Plague Pandemic (1894-1952)
Perceptions of 21st-century digital skills and agency among design sprint participants in Laurea UAS, Finland
Preparing Big Manuscript Data for Hierarchical Clustering with Minimal HTR Training
Fractal Sentiments and Fairy Tales - Fractal scaling of narrative arcs as predictor of the perceived quality of Andersen's fairy tales
TEI-encoding of text reuses in the BIBLINDEX Project
Generic HTR Models for Medieval Manuscripts. The CREMMALab Project
Applying computational approaches to energy discourse: a comparative methodological study of rule-based and large language model qualitative content analysis
The Fractality of Sentiment Arcs for Literary Quality Assessment: the Case of Nobel Laureates
How to visualize high-dimensional data: a roadmap
Word Sense Induction with Attentive Context Clustering
Causal reasoning and symbolic relationships in Medieval Illuminations
The Challenges of HTR Model Training: Feedback from the Project Donner le gout de l'archive a l'ere numerique
Corpus and Models for Lemmatisation and POS-tagging of Classical French Theatre
QuotationFinder - Searching for Quotations and Allusions in Greek and Latin Texts and Establishing the Degree to Which a Quotation or Allusion Matches Its Source
Node similarity as a basic principle behind connectivity in complex networks
Measuring and Mapping Intergeneric Allusion in Latin Poetry using Tesserae
Enhancing Legal Argument Mining with Domain Pre-training and Neural Networks
An Industrial West? A Mixed-Methods Analysis of Newspapers Discourses about Technology over One Hundred and Ten Years (1830-1940)
Normalization of Arabic Dialects into Modern Standard Arabic using BERT and GPT-2
La traduction littéraire automatique : Adapter la machine à la traduction humaine individualisée
Visualising pre-standard spelling practice: Understanding the interchange of ‹ch(t)› and ‹th(t)› in Older Scots
Editing New Testament Arabic Manuscripts in a TEI-base: fostering close reading in Digital Humanities
Combining Visual and Textual Features for Semantic Segmentation of Historical Newspapers
Incorporating Crowdsourced Annotator Distributions into Ensemble Modeling to Improve Classification Trustworthiness for Ancient Greek Papyri
Special Issue on Visualisations in Historical Linguistics: Introduction
Version Variation Visualization (VVV): Case Studies on the Hebrew Haggadah in English
Computer - Assisted Processing of Intertextuality in Ancient Languages