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ISCOPE
1998
Springer
13 years 12 months ago
Parallel Object Oriented Monte Carlo Simulations
Abstract. We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the aut...
Matthias Troyer, Beat Ammon, Elmar Heeb
WSC
1997
13 years 9 months ago
Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
Hisham A. Al-Mharmah, James M. Calvin
ML
2007
ACM
192views Machine Learning» more  ML 2007»
13 years 7 months ago
Annealing stochastic approximation Monte Carlo algorithm for neural network training
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...
Faming Liang
WSC
2007
13 years 10 months ago
Efficient suboptimal rare-event simulation
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn
FOCI
2007
IEEE
14 years 1 months ago
Analysis of Exchange Ratio for Exchange Monte Carlo Method
— The exchange Monte Carlo method was proposed as an improved algorithm of Markov Chain Monte Carlo method and its effectiveness has been shown in many fields. In the exchange M...
Kenji Nagata, Sumio Watanabe