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...
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...
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...
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...
— 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...