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Using GPU Simulation to Accurately Fit to the Power-Law Distribution
Zipf distribution power law Kolmogorov-Smirnov test parallel computing simulation graph-ics processing unit programming
2013/6/14
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff v...
Fractal-driven distortion of resting state functional networks in fMRI: a simulation study
Fractal-driven distortion resting state functional networks simulation study
2012/9/17
Fractals are self-similar and scale-invariant patterns found ubiquitously in nature. A lot of evidences implying fractal properties such as 1/f power spectrums have been also observed in resting state...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Computer experiments Sequential design Subset Simulation Probability of failure
2012/9/19
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has...
Rare event simulation for processes generated via stochastic fixed point equations
Monte Carlo methods importance sampling perpetuities
2011/7/19
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable V satisfying the distributional equation ...
On a Rapid Simulation of the Dirichlet Process
Dirichlet process Gamma process L´ evy measure Stick-breaking representation
2011/7/19
We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable.
Simulation in Statistics
Simulation standard tool probabilistic models ddress statistical MCMC ABC SMC sampling
2011/6/20
Simulation has become a standard tool in statistics because it may be the only tool available for analysing
some classes of probabilistic models. We review in this paper simulation tools that have be...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/23
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
SIMULATION OF FOREIGN TRADE ACTIVITY UNDER TRANSITION ECONOMY CONDITIONS
simulation foreign trade activity transition economy input-output optimization models econometric micromodels
2010/11/5
A system of mathematical models of foreign economic activity under transition economy conditions is considered. Input-output optimization models and econometric micromodels are the basis of this syste...
The Holonic Production System: A Multi Agent Simulation Approach
Holonic Production System (HPS) Multi Agent System (MAS) Distributed Enterprise Network
2013/2/23
Today’s turbulent markets are facing unpredictable and sudden variations in demand. In this context, the Holonic Production System (HPS) seems to be able to overcome the operational and economic probl...
Computer Simulation Study of the Levy Flight Process
05.40.Fb 82.20.Wt Levy flight Anomalous diffusion Nonlinearity Non-ergodicity
2010/3/9
Random walk simulation of the Levy flight shows a linear relation
between the mean square displacement and time. We have analyzed different
aspects of this linearity. It is shown that the restr...
Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding
coupling from the past (CFTP) dominated CFTP exact simulation local stability Markov chain Monte Carlo perfect simulation
2010/3/11
We consider perfect simulation algorithms for locally stable point processes
based on dominated coupling from the past, and apply these methods
in two different contexts. A new version of the algori...
Applying virtual simulation in automotive new product development process
product development process virtual simulation physical prototype computer aided design (CAE)
2009/12/1
The objective of this paper is to analyze the impact of virtual simulation use on Product Development Process (PDP). A comparative analysis was made between PDP “Traditional Model”(a name used specifi...
Addressing gaps in surgical skills training by means of low-cost simulation at Muhimbili University in Tanzania
surgical skills training low-cost simulation Muhimbili University Tanzania
2009/11/13
Simulation is valued to gain experience in practising surgical skills
prior to working with patients. In the context of resource-limited
settings, an additional benefit is that o...