CORRELATION CONTROL IN SMALL-SAMPLE MONTE CARLO TYPE SIMULATIONS I: A SIMULATED ANNEALING APPROACH
暂无分享,去创建一个
[1] Miroslav Vořechovský,et al. Simulation of simply cross correlated random fields by series expansion methods , 2008 .
[2] Miroslav Vořechovský,et al. Interplay of size effects in concrete specimens under tension studied via computational stochastic fracture mechanics , 2007 .
[3] Drahomír Novák,et al. Asymptotic Prediction of Energetic-Statistical Size Effect from Deterministic Finite-Element Solutions , 2007 .
[4] David Lehký,et al. ANN inverse analysis based on stochastic small-sample training set simulation , 2006, Eng. Appl. Artif. Intell..
[5] Todd C. Headrick,et al. On simulating multivariate non-normal distributions from the generalized lambda distribution , 2006, Comput. Stat. Data Anal..
[6] Drahomír Novák,et al. Simulation of random fields for stochastic finite element analyses , 2005 .
[7] David Lehký,et al. Stochastic nonlinear fracture mechanics finite element analysis of concrete structures , 2005 .
[8] Stephen A. Stanhope. Evolution strategies for multivariate-to-anything partially specified random vector generation , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).
[9] Dimos C. Charmpis,et al. A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix , 2004, Comput. Stat..
[10] I. W. Hunter,et al. Generation of random sequences with jointly specified probability density and autocorrelation functions , 1983, Biological Cybernetics.
[11] S. Dreyfus,et al. Thermodynamical Approach to the Traveling Salesman Problem : An Efficient Simulation Algorithm , 2004 .
[12] Barry L. Nelson,et al. Modeling and generating multivariate time-series input processes using a vector autoregressive technique , 2003, TOMC.
[13] Shane G. Henderson,et al. Behavior of the NORTA method for correlated random vector generation as the dimension increases , 2003, TOMC.
[14] Michal Kaut,et al. A Heuristic for Moment-Matching Scenario Generation , 2003, Comput. Optim. Appl..
[15] D. Novák,et al. Small-sample probabilistic assessment-FREET software , 2003 .
[16] A. Olsson,et al. On Latin hypercube sampling for structural reliability analysis , 2003 .
[17] Drahomír Novák,et al. Efficient random fields simulation for stochastic FEM analyses , 2003 .
[18] D. Novák,et al. Statistical correlation in stratified sampling , 2003 .
[19] Jon C. Helton,et al. Latin Hypercube Sampling and the Propagation of Uncertainty in Analyses of Complex Systems , 2002 .
[20] MOŽNOSTI A VYLEPŠENÍ SIMULAČNÍ METODY LHS LIMITATIONS OF AND IMPROVEMENTS TO LHS , 2002 .
[21] Miroslav Vořechovský. Correlated Random Variables in Probabilistic Simulation , 2002 .
[22] Richard J. Beckman,et al. A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code , 2000, Technometrics.
[23] Lester Ingber,et al. Adaptive simulated annealing (ASA): Lessons learned , 2000, ArXiv.
[24] Todd C. Headrick,et al. Simulating correlated multivariate nonnormal distributions: Extending the fleishman power method , 1999 .
[25] D. Huntington,et al. Improvements to and limitations of Latin hypercube sampling , 1998 .
[26] Philip M. Lurie,et al. An Approximate Method for Sampling Correlated Random Variables From Partially-Specified Distributions , 1998 .
[27] R. Kielbasa,et al. Efficient average quality index estimation of integrated circuits by modified Latin hypercube sampling Monte Carlo (MLHSMC) , 1997, Proceedings of 1997 IEEE International Symposium on Circuits and Systems. Circuits and Systems in the Information Age ISCAS '97.
[28] Gilbert Laporte,et al. Metaheuristics: A bibliography , 1996, Ann. Oper. Res..
[29] A. Owen. Controlling correlations in latin hypercube samples , 1994 .
[30] R. Bucy,et al. Decision tree design by simulated annealing , 1993 .
[31] Aleš Florian,et al. An efficient sampling scheme: Updated Latin Hypercube Sampling , 1992 .
[32] R. S. Parrish,et al. Generating random deviates from multivariate Pearson distributions , 1990 .
[33] Bilal M. Ayyub,et al. Structural Reliability Assessment Using Latin Hypercube Sampling , 1990 .
[34] R. H. J. M. Otten,et al. The Annealing Algorithm , 1989 .
[35] Stuart German,et al. Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images , 1988 .
[36] Emile H. L. Aarts,et al. Simulated Annealing: Theory and Applications , 1987, Mathematics and Its Applications.
[37] M. Stein. Large sample properties of simulations using latin hypercube sampling , 1987 .
[38] J. R. Thompson,et al. A data based algorithm for the generation of random vectors , 1986 .
[39] A. Kiureghian,et al. Multivariate distribution models with prescribed marginals and covariances , 1986 .
[40] R. Cheng. Generation of multivariate normal samples with given sample mean and covariance matrix , 1985 .
[41] Donald Geman,et al. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images , 1984, IEEE Transactions on Pattern Analysis and Machine Intelligence.
[42] C. D. Vale,et al. Simulating multivariate nonnormal distributions , 1983 .
[43] C. D. Gelatt,et al. Optimization by Simulated Annealing , 1983, Science.
[44] R. Iman,et al. A distribution-free approach to inducing rank correlation among input variables , 1982 .
[45] Ronald L. Iman,et al. Risk methodology for geologic disposal of radioactive waste: small sample sensitivity analysis techniques for computer models, with an application to risk assessment , 1980 .
[46] Allen I. Fleishman. A method for simulating non-normal distributions , 1978 .
[47] Joseph L. Hammond,et al. Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients , 1975, IEEE Transactions on Systems, Man, and Cybernetics.
[48] A. W. Hendry. International conference on structural safety and reliability: Edited A.M. Freudenthal, Pergamon Press, 1972 , 1973 .
[49] Kanti V. Mardia,et al. Families of Bivariate Distributions , 1970 .
[50] D. Stoller,et al. On the Generation of Normal Random Vectors , 1962 .
[51] H. D. Patterson. The Errors of Lattice Sampling , 1954 .
[52] N. Metropolis,et al. Equation of State Calculations by Fast Computing Machines , 1953, Resonance.
[53] N. L. Johnson,et al. Systems of frequency curves generated by methods of translation. , 1949, Biometrika.