While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role i…
Lectures on Monte Carlo methods
by Madras, Neal Noah, Madras, Neal
fromFields Institute Monographs
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payo…
Adaptive methods of computing mathematics and mechanics: stochastic variant
by Arsenev, Dimitrij Germanovič, Mathematiker, Russland, Kulčickij, Oleg Jurevič, Mathematiker, Russland, Ivanov, Vladimir Michajlovič, Mathematiker, Russland, Arsenev, Dimitrij Germanovič, Mathematician, Russia, Arsenev, Dimitrij Germanovič, Mathématicien, Russie, Kulčickij, Oleg Jurevič, Mathematician, Russia, Kulčickij, Oleg Jurevič, Mathématicien, Russie, Ivanov, Vladimir Michajlovič, Mathématicien, Russie, Ivanov, Vladimir Michajlovič, Mathematician, Russia
Statistical multiple integration: proceedings of a joint summer research conference…
by Flournoy, Nancy, Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), American Mathematical Society, Statistical Multiple Integration, Arcata (CA)), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, (Arcata (CA))
Minimization of computational costs of non-analogue Monte Carlo methods
by Michajlov, G. A., Michajlov, Gennadij Alekseevič, Mathematiker, Sowjetunion, Michajlov, Gennadij Alekseevič, Mathématicien, Union Soviétique, Michajlov, Gennadij Alekseevič, Mathematician, Soviet Union
fromSeries on Soviet and East European mathematics
Machine generated contents note: Chapter 1 Introduction. -- 1.1 Probability metrics. -- 1.2 Applications in finance. -- Chapter 2 Probability distances and metrics. -- 2.1 Introduction. -- 2.2 Some examples of probability metrics. -- 2.2.1 Engineer's metric. -- 2.2.2 Uniform (or…
