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Approximating Integrals via Monte Carlo and Deterministic Methods

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Cited by:

  1. Samer A. Kharroubi, 2018. "Posterior simulation via the exponentially tilted signed root log-likelihood ratio," Computational Statistics, Springer, vol. 33(1), pages 213-234, March.
  2. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2007. "Verification test problems for the calculation of probability of loss of assured safety in temperature-dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1374-1387.
  3. Frank J. Fabozzi & Arturo Leccadito & Radu S. Tunaru, 2012. "A new method for generating approximation algorithms for financial mathematics applications," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1571-1583, October.
  4. Sugita, Katsuhiro, 2002. "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS) 654, University of Warwick, Department of Economics.
  5. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2006. "Probability of loss of assured safety in temperature dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 91(3), pages 320-348.
  6. Helton, Jon C. & Pilch, Martin & Sallaberry, Cédric J., 2014. "Probability of loss of assured safety in systems with multiple time-dependent failure modes: Representations with aleatory and epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 171-200.
  7. Sugita, Katsuhiro, 2002. "Testing for Cointegration Rank Using Bayes Factors," Economic Research Papers 269467, University of Warwick - Department of Economics.
  8. Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2011. "Spatial Filtering and Eigenvector Stability: Space-Time Models for German Unemployment Data," International Regional Science Review, , vol. 34(2), pages 253-280, April.
  9. James C. Fu & Liqun Wang, 2002. "A Random-Discretization Based Monte Carlo Sampling Method and its Applications," Methodology and Computing in Applied Probability, Springer, vol. 4(1), pages 5-25, March.
  10. Berridge, S.J. & Schumacher, J.M., 2004. "Pricing High-Dimensional American Options Using Local Consistency Conditions," Other publications TiSEM 8c8de631-5039-4eec-a965-3, Tilburg University, School of Economics and Management.
  11. Peter J. Diggle & Irene Kaimi & Rosa Abellana, 2010. "Partial-Likelihood Analysis of Spatio-Temporal Point-Process Data," Biometrics, The International Biometric Society, vol. 66(2), pages 347-354, June.
  12. Tian, Guo-Liang & Ng, Kai Wang & Li, Kai-Can & Tan, Ming, 2009. "Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of Haemolytic uraemic syndrome," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3314-3323, July.
  13. Hankin, Robin K. S., 2010. "A Generalization of the Dirichlet Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i11).
  14. Berridge, S.J. & Schumacher, J.M., 2002. "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM 416a6d43-3466-47e0-b656-d, Tilburg University, School of Economics and Management.
  15. L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  16. Bo Wang & Jian Qing Shi, 2014. "Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1123-1133, September.
  17. repec:jss:jstsof:08:i13 is not listed on IDEAS
  18. repec:jss:jstsof:33:i11 is not listed on IDEAS
  19. A. N. Pettitt & N. Friel & R. Reeves, 2003. "Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 235-246, February.
  20. Henry Lam & Jose Blanchet & Damian Burch & Martin Z. Bazant, 2011. "Corrections to the Central Limit Theorem for Heavy-tailed Probability Densities," Journal of Theoretical Probability, Springer, vol. 24(4), pages 895-927, December.
  21. Bo H. Lindqvist & Rasmus Erlemann & Gunnar Taraldsen, 2022. "Conditional Monte Carlo revisited," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 943-968, September.
  22. Khatun, Kaysara & Valdes, Paul J. & Knorr, Wolfgang & Chaturvedi, Rajiv Kumar, 2010. "Assessing the mitigation potential of forestry activities in a changing climate: A case study for Karnataka," Forest Policy and Economics, Elsevier, vol. 12(4), pages 277-286, April.
  23. Kuonen, Diego, 2003. "Numerical Integration in S-PLUS or R: A Survey," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 8(i13).
  24. Helton, Jon C. & Sallaberry, Cedric J., 2009. "Computational implementation of sampling-based approaches to the calculation of expected dose in performance assessments for the proposed high-level radioactive waste repository at Yucca Mountain, Nev," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 699-721.
  25. Helton, J.C. & Johnson, J.D. & Sallaberry, C.J. & Storlie, C.B., 2006. "Survey of sampling-based methods for uncertainty and sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1175-1209.
  26. Episcopos, Athanasios, 2004. "The implied reserves of the Bank Insurance Fund," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1617-1635, July.
  27. A. Kong & P. McCullagh & X.‐L. Meng & D. Nicolae & Z. Tan, 2003. "A theory of statistical models for Monte Carlo integration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 585-604, August.
  28. Tsai, Rung-Ching & Bockenholt, Ulf, 2002. "Two-level linear paired comparison models: estimation and identifiability issues," Mathematical Social Sciences, Elsevier, vol. 43(3), pages 429-449, July.
  29. Rebecca Lessem & Carl Sanders, 2020. "Immigrant Wage Growth In The United States: The Role Of Occupational Upgrading," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 941-972, May.
  30. Lucio Barabesi, 2003. "A Monte Carlo integration approach to Horvitz-Thompson estimation in replicated environmental designs," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 355-374.
  31. Nott, David J. & Fielding, Mark & Leonte, Daniela, 2009. "On a generalization of the Laplace approximation," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1397-1403, June.
  32. Amarjit Budhiraja & Shu Lu & Yang Yu & Quoc Tran-Dinh, 2021. "Minimization of a class of rare event probabilities and buffered probabilities of exceedance," Annals of Operations Research, Springer, vol. 302(1), pages 49-83, July.
  33. Qian, Zhiguang & Shapiro, Alexander, 2006. "Simulation-based approach to estimation of latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1243-1259, November.
  34. Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
  35. Sartori, N. & Severini, T.A. & Marras, E., 2010. "An alternative specification of generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 575-584, February.
  36. P. Gareth Ridall & Anthony N. Pettitt & Robert D. Henderson & Pamela A. McCombe, 2006. "Motor Unit Number Estimation—A Bayesian Approach," Biometrics, The International Biometric Society, vol. 62(4), pages 1235-1250, December.
  37. Lawrence Joseph, 2007. "Bayesian Core: A Practical Approach to Computational Bayesian Statistics by J. M. MARIN and C. P. ROBERT," Biometrics, The International Biometric Society, vol. 63(3), pages 975-976, September.
  38. Fakhereddine, Rana & Haddad, Rami El & Lécot, Christian & Maalouf, Joseph El, 2017. "Stratified Monte Carlo simulation of Markov chains," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 51-62.
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