Monte Carlo methods and their subsequent simulated annealing are able to minimize general energy functions. However, the slow convergence of simulated annealing compared with more ...
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is appli...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...