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Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks
(Mdpi Ag, 2017-12)
The main objective of this work is to develop a detailed step-by-step guide to the development and application of a new class of efficient Monte Carlo methods to solve practically important problems faced by insurers under ...
Solvent effects on global reactivity properties for neutral and charged systems using the sequential monte carlo quantum mechanics model
(AMERICAN CHEMICAL SOCIETY, 2009)
Solvent effects on global reactivity properties for neutral and charged systems using the sequential monte carlo quantum mechanics model
(AMERICAN CHEMICAL SOCIETY, 2009)
Modelling stakeholders’ preferences to pinpoint conflicts in the planning of transboundary protected areas
In this paper, we propose a sequentially participative model for planning in transboundary protected areas based on the Analytical Hierarchy Process, Goal Programming and Monte Carlo simulation. The model was developed ...
Improving power system reliability through optimization via simulation
(IEEE, 2017)
Due to the stochastic nature of equipment failures, the accurate assessment of power system reliability is a complex task. Consequently, the optimal selection of new network infrastructure to improve reliability is even ...
Sequential Monte Carlo with kernel embedded mappings: The mapping particle filter
(Academic Press Inc Elsevier Science, 2019-05)
In this work, a novel sequential Monte Carlo filter is introduced which aims at an efficient sampling of the state space. Particles are pushed forward from the prediction to the posterior density using a sequence of mappings ...
Electronic polarization in liquid acetonitrile: A sequential Monte Carlo/quantum mechanics investigation
(Elsevier, 2005-05-17)
The electronic polarization of liquid acetonitrile is investigated using the sequential Monte Carlo/quantum mechanics methodology. Second-order Møller–Plesset and density-functional theory calculations of the dipole moment ...