Beyond Monte Carlo for the initial uncertainty propagation problem
暂无分享,去创建一个
[1] G. M.,et al. Partial Differential Equations I , 2023, Applied Mathematical Sciences.
[2] A. T. Fuller,et al. Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation† , 1969 .
[3] R. Tweedie,et al. Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms , 1996 .
[4] S. Chib,et al. Understanding the Metropolis-Hastings Algorithm , 1995 .
[5] Suman Chakravorty,et al. The partition of unity finite element approach with hp-refinement for the stationary Fokker–Planck equation , 2009 .
[6] Radford M. Neal. Optimal Proposal Distributions and Adaptive MCMC , 2011 .
[7] Peter Green,et al. Markov chain Monte Carlo in Practice , 1996 .
[8] Abhishek Halder,et al. Dispersion Analysis in Hypersonic Flight During Planetary Entry Using Stochastic Liouville Equation , 2011 .
[9] S. Walker. Invited comment on the paper "Slice Sampling" by Radford Neal , 2003 .
[10] Christophe Andrieu,et al. A tutorial on adaptive MCMC , 2008, Stat. Comput..
[11] A Markov Chain Monte Carlo Particle Solution of the Initial Uncertainty Propagation Problem , 2012 .
[12] Radford M. Neal. Slice Sampling , 2003, The Annals of Statistics.
[13] W. K. Hastings,et al. Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .
[14] NUMERICAL SOLUTION OF HIGH DIMENSIONAL FOKKER-PLANCK EQUATIONS IN NONLINEAR STOCHASTIC DYNAMICS , 2013 .
[15] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[16] A. C. Davison,et al. Statistical models: Name Index , 2003 .
[17] CHIN-YUAN LIN,et al. ftp ejde.math.txstate.edu (login: ftp) NONLINEAR EVOLUTION EQUATIONS , 2022 .
[18] D. B. Preston. Spectral Analysis and Time Series , 1983 .
[19] R. Caflisch. Monte Carlo and quasi-Monte Carlo methods , 1998, Acta Numerica.
[20] Suman Chakravorty,et al. A semianalytic meshless approach to the transient Fokker–Planck equation , 2010 .