Monte-Carlo-simulation 3
[1106.2508] A Practical Implementation of the Bernoulli Factory
october 2011 by Vaguery
"…While several practical uses of the method have been proposed in Monte Carlo applications, these require an implementation framework that is flexible, general and efficient. We present such a framework for functions that are either strictly linear, concave, or convex on the unit interval using a series of envelope functions defined through a cascade, and show that this method not only greatly reduces the number of input bits needed in practice compared to other currently proposed solutions for more specific problems, but can easily be coupled to more asymptotically efficient methods to allow for theoretically strong results."
algorithms
numerical-methods
Monte-Carlo-simulation
probability-theory
nudge-targets
october 2011 by Vaguery
Python Package Index : pymcdream 0.1.1
december 2009 by adulau
"A prototype based on the algorithm in J.A. Vrugt, C.J.F. ter Braak, C.G.H. Diks, D. Higdon, B.A. Robinson, and J.M. Hyman: Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling. International Journal of Nonlinear Sciences and Numerical Simulation, 2008, In Press."
algorithms
algorithm
cs_lang:python
randomness
monte-carlo-simulation
via:arsyed
from delicious
december 2009 by adulau
good review for Evidence Based Scheduling
october 2007 by jmason
new FogBugz feature -- looks very cool for project management. good review here from Tobias diPasquale
fogbugz
scheduling
software
coding
project-management
management
monte-carlo-simulation
october 2007 by jmason
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