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Efficient Monte Carlo simulation via the generalized splitting method
2010
Statistics and computing
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The algorithm is inspired by the classical splitting method and can be applied to general static simulation models. ...
We describe a new Monte Carlo algorithm for the consistent and unbiased estimation of multidimensional integrals and the efficient sampling from multidimensional densities. ...
Many Sequential Monte Carlo (SMC) methods [19, 28] can be viewed as classical splitting algorithms for rare-event simulation, and vice-versa. ...
doi:10.1007/s11222-010-9201-4
fatcat:rufejuzn6jbzzaifx5lswzz6rm
Variance Reduction of Monte Carlo Simulation in Nuclear Engineering Field
[chapter]
2013
Theory and Applications of Monte Carlo Simulations
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The standard deviation of scores has been obtained by the square root of the variance δ , which is estimated via Monte Carlo method as s. ...
The name and the systematic development of Monte Carlo method dates from about .The name Monte Carlo refers to the Monte Carlo Casino in Monaco because of the similarity of statistical simulation to games ...
doi:10.5772/53384
fatcat:ntbie24tnzdozecodiyqiyd5dq
Variance Reduction of Monte Carlo Simulation in Nuclear Medicine
2016
Radiotherapy and Oncology
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Method: There are many ways in which a user can improve the precision of a Monte Carlo simulation. ...
Purpose: A method, which has had a great impact in many different fields of computational science,is called "Monte Carlo".The range of Monte Carlo application is enormous, from the Nuclear medicine, Radiation ...
Method: There are many ways in which a user can improve the precision of a Monte Carlo simulation. ...
doi:10.1016/s0167-8140(16)30190-6
fatcat:6qyo2lm3zrgdjm35nn4kkyyitq
Why the Monte Carlo method is so important today
2014
Wiley Interdisciplinary Reviews: Computational Statistics
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Uses of the MCM Monte Carlo simulation is, in essence, the generation of random objects or processes by means of a computer. ...
Such Monte Carlo techniques are now an essential ingredient in many quantitative investigations. Why is the Monte Carlo method (MCM) so important today? ...
Cross-References Markov chain Monte Carlo, Simulation methods, Importance sampling
Supplementary Information The homepage www.montecarlohandbook.org for the Handbook of Monte Carlo Methods contains an ...
doi:10.1002/wics.1314
fatcat:lkhi2o6vqfgqph5xxkshgqrlsy
Particle transport and image synthesis
1990
Computer graphics
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In this paper we adapt several statistical techniques commonly used in neutron transport to stochastic ray tracing and, more generally, to Monte Carlo solution of the rendering equation. ...
We also examine the practice of creating ray trees in classical ray tracing in the light of a well-known technique in particle transport known as splitting. ...
Through the generality of Monte Carlo integration, this allowed a wider variety of optical effects to be simulated with the same number of samples. ...
doi:10.1145/97880.97886
fatcat:pmtcul44i5bzdnmviaqudnff3e
Particle transport and image synthesis
1990
Proceedings of the 17th annual conference on Computer graphics and interactive techniques - SIGGRAPH '90
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In this paper we adapt several statistical techniques commonly used in neutron transport to stochastic ray tracing and, more generally, to Monte Carlo solution of the rendering equation. ...
We also examine the practice of creating ray trees in classical ray tracing in the light of a well-known technique in particle transport known as splitting. ...
Through the generality of Monte Carlo integration, this allowed a wider variety of optical effects to be simulated with the same number of samples. ...
doi:10.1145/97879.97886
dblp:conf/siggraph/ArvoK90
fatcat:o5qwiu2ti5cnvagnmd5wyugc6a
Benchmark of medical dosimetry simulation using the Grid
2007
2007 IEEE Nuclear Science Symposium Conference Record
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The software architecture of the test is based on Geant4 for simulation, on AIDA for data analysis, on the LCG middleware for grid computing and on DIANE as an intermediate layer between the application ...
The practical capability of using Grid resources to perform high-precision dosimetry simulation in radiation oncology is evaluated, taking into account the peculiar demands of different treatment modalities ...
Mantero for being the first to move his step through the Geant4-DIANE world. Additional thanks goes to the Geant4 collaborators who ...
doi:10.1109/nssmic.2007.4437200
fatcat:duzt6sh5v5ftxd52qfiznoyggu
GATE: Improving the computational efficiency
2006
Nuclear Instruments and Methods in Physics Research Section A : Accelerators, Spectrometers, Detectors and Associated Equipment
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The three aforementioned methods improve the efficiency of GATE to a large extent and make realistic patient-specific overnight Monte Carlo simulations achievable. r ...
GATE is a software dedicated to Monte Carlo simulations in Single Photon Emission Computed Tomography (SPECT) and Positron Emission Tomography (PET). ...
Acknowledgments This work was supported by the Institute for the Promotion of Innovation by Science and Technology in Flanders (IWT, Belgium), by the Fund for Scientific Research Flanders (FWO, Belgium ...
doi:10.1016/j.nima.2006.08.070
fatcat:v6kmt57tu5bjvalbg4qtiefqou
Page 3413 of Mathematical Reviews Vol. , Issue 99e
[page]
1999
Mathematical Reviews
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(English summary) IMACS Seminar on Monte Carlo Methods (Brussels, 1997). Math. Comput. Simulation 47 (1998), no. 2-5, 123-132. ...
(English summary) Monte Carlo and quasi-Monte Carlo methods 1996 (Salzburg), 292-299, Lecture Notes in Statist., 127, Springer, New York, 1998. ...
Efficient Black-box Assessment of Autonomous Vehicle Safety
[article]
2020
arXiv
pre-print
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In order to accelerate rare-event probability evaluation, we efficiently learn to identify and rank failure scenarios via adaptive importance-sampling methods. ...
Real-world testing, the de-facto evaluation method, is dangerous to the public. ...
First, we compare the efficiency of our approach with naive Monte Carlo in generating statistically-confident estimates of rare-event probabilities. ...
arXiv:1912.03618v2
fatcat:bohxcznbnnaqha4xvkodstwbwy
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
2012
Technology and Investment
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In this paper, a Monte Carlo method, which is based on some new simulation techniques proposed recently, is presented to numerically price the callable bond with several call dates and notice under the ...
The corresponding algorithms are also presented to practical callable bond pricing. The numerical experiments show that this method works very well for callable bond under the CIR interest rate model. ...
Then, based on these simulation techniques, an efficient Monte Carlo method is presented to price the callable bond with several call dates and notice under the CIR interest rate model in Section 3. ...
doi:10.4236/ti.2012.32015
fatcat:yq7o256x2rbebbfhyfinqawsca
Combined Magnetohydrodynamic- Monte Carlo Simulations of Proton Acceleration in Colliding Wind Binaries
[article]
2017
arXiv
pre-print
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We investigate the injection and the acceleration of protons in typical CWB systems by means of Monte Carlo simulations, with a test-particle approach. ...
We use magnetohydrodynamic simulations to determine the background conditions in the wind collision region. ...
R. acknowledge financial support from the Austrian Science Fund (FWF), project P 24926-N27. ...
arXiv:1701.07289v1
fatcat:ojiwlzaozre5tfgncrkialpltq
Simulation of cell survival for proton broad and minibeam radiotherapy with hexagonal and square minibeam alignment
2016
Radiotherapy and Oncology
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Method: There are many ways in which a user can improve the precision of a Monte Carlo simulation. ...
Purpose: A method, which has had a great impact in many different fields of computational science,is called "Monte Carlo".The range of Monte Carlo application is enormous, from the Nuclear medicine, Radiation ...
Method: There are many ways in which a user can improve the precision of a Monte Carlo simulation. ...
doi:10.1016/s0167-8140(16)30191-8
fatcat:epvzufaiyjgindaw45xlznx3xe
A parallel Monte Carlo code for planar and SPECT imaging: implementation, verification and applications in 131I SPECT
2002
Computer Methods and Programs in Biomedicine
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This paper reports the implementation of the SIMIND Monte Carlo code on an IBM SP2 distributed memory parallel computer. ...
Basic aspects of running Monte Carlo particle transport calculations on parallel architectures are described. ...
Its contents are solely the responsibility of the authors and do not necessarily represent the official views of the National Cancer Institute. ...
doi:10.1016/s0169-2607(01)00121-3
pmid:11809318
pmcid:PMC2831216
fatcat:b5iylndyy5hqjma5j6rtuxmzam
Geant4 Simulation in a Distributed Computing Environment
2006
2006 IEEE Nuclear Science Symposium Conference Record
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A general system to perform a Geant4-based simulation in a distributed computing environment is presented. ...
Abstract-A general system to perform a Geant4-based simulation in a distributed computing environment is presented. ...
Various solutions have been developed in the past decades to speed up Monte Carlo simulations, such as variance reduction techniques, inverse Monte Carlo methods, approximations through analytical calculations ...
doi:10.1109/nssmic.2006.356118
fatcat:qyjeh6lii5bond5hngbkscahnm
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