Found 1,303 Documents (Results 1–100)
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (English) Zbl 07905438
A note on improving variational estimation for multidimensional item response theory. (English) Zbl 1541.62339
MSC:
62P15
Dynamic exploration-exploitation Pareto approach for high-dimensional expensive black-box optimization. (English) Zbl 07877705
MSC:
90Bxx
Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach. (English) Zbl 07876168
Inverse Lindley distribution: different methods for estimating their PDF and CDF. (English) Zbl 07862348
MSC:
62-XX
Inference and optimal censoring scheme for a competing-risks model with type-II progressive censoring. (English) Zbl 07850763
Computing Bayes: from then ‘til now. (English) Zbl 07849730
MSC:
62-XX
The exponential-Weibull logarithmic transformation with different estimation approaches under the right censoring scheme. (English) Zbl 07843597
Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics. (English) Zbl 1537.65005
Octree-based hierarchical sampling optimization for the volumetric super-resolution of scientific data. (English) Zbl 07833811
A block-randomized stochastic method with importance sampling for CP tensor decomposition. (English) Zbl 1536.65050
Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process. (English) Zbl 1535.65008
Monte Carlo methods for economic capital. (English) Zbl 07824390
MSC:
90Cxx
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models. (English) Zbl 07822353
Reviewer: Claudio Fontana (Paris)
Off-policy evaluation for tabular reinforcement learning with synthetic trajectories. (English) Zbl 1529.62039
MSC:
62-08
Efficient probabilistic reconciliation of forecasts for real-valued and count time series. (English) Zbl 1529.62043
Importance sampling for the empirical measure of weakly interacting diffusions. (English) Zbl 1530.60027
Reviewer: Fraser Daly (Edinburgh)
Statistical testing under distributional shifts. (English) Zbl 07913962
MSC:
62-XX
Estimation, prediction and life testing plan for the exponentiated Gumbel type-II progressive censored data. (English) Zbl 1541.62260
On efficient posterior inference in normalized power prior Bayesian analysis. (English) Zbl 1541.62301
Effective error floor estimation based on importance sampling with the uniform distribution. (English) Zbl 1536.94013
A precise bare simulation approach to the minimization of some distances. I: Foundations. (English) Zbl 07820879
Statistical inference of exponentiated Pareto distribution under adaptive type-II progressive censored schemes. (English) Zbl 07792987
MSC:
62-XX
Efficient approximation of Gromov-Wasserstein distance using importance sparsification. (English) Zbl 07792634
MSC:
62-XX
Quasi-Monte Carlo methods for binary event models with complex family data. (English) Zbl 07792624
MSC:
62-XX
Multiple importance unscented Kalman filtering with soft spatiotemporal constraint for multi-passive-sensor target tracking. (English) Zbl 1530.93525
When ecological individual heterogeneity models and large data collide: an importance sampling approach. (English) Zbl 07789421
MSC:
62Pxx
Estimating HIV epidemics for subnational areas. (English) Zbl 07789392
MSC:
62Pxx
Bayesian nonparametric common atoms regression for generating synthetic controls in clinical trials. (English) Zbl 07784909
MSC:
62-XX
Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method. (English) Zbl 1530.92167
Optimal MIS weights in case of mixing 3 strategies for bidirectional MCRT with photon maps. (English) Zbl 1538.65003
Estimation for the generalized inverted exponential distribution under adaptive progressive type II hybrid censoring scheme. (English) Zbl 07773955
MSC:
62-XX
Estimation of the parameters for power function distribution based on type-II doubly censored sample. (English) Zbl 07762738
Estimation of the parameters for power function distribution based on type-II doubly censored sample. (English) Zbl 07762713
Reviewer: Carlos Narciso Bouza Herrera (Habana)
Random batch sum-of-Gaussians method for molecular dynamics simulations of particle systems. (English) Zbl 07749373
Daisee: adaptive importance sampling by balancing exploration and exploitation. (English) Zbl 07748387
MSC:
62-XX
A progressive Bayesian filtering framework for nonlinear systems with heavy-tailed noises. (English) Zbl 07743809
A robust method for reliability updating with equality information using sequential adaptive importance sampling. (English) Zbl 1539.74537
Comparison of estimates and predictors using joint type-II progressive censored samples from two generalized Rayleigh distribution. (English) Zbl 07734377
MSC:
62-XX
Large deviation theory-based adaptive importance sampling for rare events in high dimensions. (English) Zbl 1518.65009
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. (English) Zbl 1517.62013
MSC:
62-08
AK-\(\mathrm{HR}^n\): an efficient adaptive kriging-based \(n\)-hypersphere rings method for structural reliability analysis. (English) Zbl 1539.65014
MSC:
65C05
Improved training of physics-informed neural networks for parabolic differential equations with sharply perturbed initial conditions. (English) Zbl 1539.65158
Particle rolling MCMC with double-block sampling. (English) Zbl 07716664
MSC:
62-XX
A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions. (English) Zbl 1517.62015
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. (English) Zbl 1516.62007
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. (English) Zbl 1516.62006
Forecasting pathogen dynamics with Bayesian model-averaging: application to Xylella fastidiosa. (English) Zbl 1519.92231
Certified dimension reduction for Bayesian updating with the cross-entropy method. (English) Zbl 1515.62042
Context-aware surrogate modeling for balancing approximation and sampling costs in multifidelity importance sampling and Bayesian inverse problems. (English) Zbl 1514.65005
Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk. (English) Zbl 1519.91277
Sequential importance sampling for estimating expectations over the space of perfect matchings. (English) Zbl 1515.60035
Dynamic finite-budget allocation of stratified sampling with adaptive variance reduction by strata. (English) Zbl 1512.65008
Improved marginal likelihood estimation via power posteriors and importance sampling. (English) Zbl 07674648
On the error rate of importance sampling with randomized quasi-Monte Carlo. (English) Zbl 1511.65007
A \(K\)-means clustering-based multiple importance sampling algorithm for integral global optimization. (English) Zbl 1524.90263
Two-stage nested simulation of tail risk measurement: a likelihood ratio approach. (English) Zbl 1507.91173
Combined relevance vector machine technique and subset simulation importance sampling for structural reliability. (English) Zbl 1505.65007
Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling. (English) Zbl 07625415
Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport. (English) Zbl 07625395
A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction. (English) Zbl 07620361
Adaptive sketches for robust regression with importance sampling. (English) Zbl 07900615
Chakrabarti, Amit (ed.) et al., Approximation, randomization, and combinatorial optimization. Algorithms and techniques, APPROX/RANDOM 2022, University of Illinois, Urbana-Champaign, USA, virtual conference, September 19–21, 2022. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 245, Article 31, 21 p. (2022).
Estimation of the parameters of power function distribution based on progressively type-II right censoring with binomial removal. (English) Zbl 07781103
MSC:
62-XX
Adaptive coordinate sampling for stochastic primal-dual optimization. (English) Zbl 07769605
MSC:
90-XX
A novel approach for multi-output structural system reliability problem with small failure probability. (English) Zbl 07769250
A novel method for reliability analysis with interval parameters based on active learning kriging and adaptive radial-based importance sampling. (English) Zbl 07767906
Compound kriging-based importance sampling for reliability analysis of systems with multiple failure modes. (English) Zbl 1523.62076
Sequential support points. (English) Zbl 1502.62084
Importance sampling with the integrated nested Laplace approximation. (English) Zbl 07633316
MSC:
62-XX
Population quasi-Monte Carlo. (English) Zbl 07633201
MSC:
62-XX
Comparative analysis of two modified fast simulation methods for evaluation of the failure probability of a rank structure system. (English. Ukrainian original) Zbl 1503.90034
Cybern. Syst. Anal. 58, No. 5, 691-701 (2022); translation from Kibern. Sist. Anal. 58, No. 5, 25-36 (2022).
Ensemble approximate control variate estimators: applications to multifidelity importance sampling. (English) Zbl 1498.62014
Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces. (English) Zbl 1507.74012
Rare event simulation for electronic circuit design. (English) Zbl 1525.94070
Reviewer: Wai-Kai Chen (Fremont)
Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias. (English) Zbl 1504.65005
Simulating false alarm probability in \(K\)-distributed sea clutter. (English) Zbl 07603804
MSC:
62-XX
Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models. (English) Zbl 1496.62010
Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty. (English) Zbl 1507.62273
Comput. Methods Appl. Mech. Eng. 399, Article ID 115320, 21 p. (2022); corrigendum ibid. 410, Article ID 115995, 6 p. (2023).
Fitting double hierarchical models with the integrated nested Laplace approximation. (English) Zbl 1495.62012
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