Pregled bibliografske jedinice broj: 378584
Variance Reduction MCMs with Application in Environmental Studies: Sensitivity Analysis
Variance Reduction MCMs with Application in Environmental Studies: Sensitivity Analysis // Applications of Mathematics in Engineering and Economics / Michail D. Todorov (ur.).
New York (NY): American Institute of Physics (AIP), 2008. str. 549-558
CROSBI ID: 378584 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Variance Reduction MCMs with Application in Environmental Studies: Sensitivity Analysis
Autori
Karainova, Aneta ; Atanassov, Emanouil ; Gurov, Todor ; Stevanović, Radomir ; Skala, Karolj
Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, znanstveni
Knjiga
Applications of Mathematics in Engineering and Economics
Urednik/ci
Michail D. Todorov
Izdavač
American Institute of Physics (AIP)
Grad
New York (NY)
Godina
2008
Raspon stranica
549-558
ISBN
978-0-7354-0598-1
Ključne riječi
Monte Carlo methods, variance reduction, sensivity analysis, environmental systems, grid application
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Elektrotehnika
POVEZANOST RADA
Projekti:
098-0982562-2567 - Metode znanstvene vizualizacije (Skala, Karolj, MZOS ) ( CroRIS)
Ustanove:
Institut "Ruđer Bošković", Zagreb
