Variance Reduction MCMs with Application in Environmental Studies: Sensitivity Analysis (CROSBI ID 37480)
Prilog u knjizi | izvorni znanstveni rad
Podaci o odgovornosti
Karainova, Aneta ; Atanassov, Emanouil ; Gurov, Todor ; Stevanović, Radomir ; Skala, Karolj
engleski
Variance Reduction MCMs with Application in Environmental Studies: Sensitivity Analysis
This paper studies generator sensitivity of some variance reduction Monte Carlo methods (MCMs) with acceptance-rejection for approximate calculation of multiple integrals. This investigation is important basis for the development of the grid application Monte Carlo Sensitivity Analysis for Environmental Systems.
Monte Carlo methods, variance reduction, sensivity analysis, environmental systems, grid application
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Podaci o prilogu
549-558.
objavljeno
Podaci o knjizi
Applications of Mathematics in Engineering and Economics
Michail D. Todorov
New York (NY): American Institute of Physics (AIP)
2008.
978-0-7354-0598-1
