Monte-Carlo-simulation   3

[1106.2508] A Practical Implementation of the Bernoulli Factory
"…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
"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
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

Copy this bookmark:



description:


tags: