In this paper we compare the average performance of one class of low-discrepancy quasi-Monte Carlo sequences for global optimization. Weiner measure is assumed as the probability ...
We describe two Go programs, ¢¡¤£¦¥ and ¢¡¤§¨£ , developed by a Monte-Carlo approach that is simpler than Bruegmann’s (1993) approach. Our method is based on Abra...
—The Multicanonical Monte Carlo (MMC) technique is a new form of adaptive importance sampling (IS). Thanks to its blind adaptation algorithm, it does not require an in-depth syst...
Alberto Bononi, Leslie A. Rusch, Amirhossein Ghazi...
Monte-Carlo evaluation consists in estimating a position by averaging the outcome of several random continuations, and can serve as an evaluation function at the leaves of a min-ma...
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...