Sökning: "Thorbjörn Gudmundsson"

Hittade 2 avhandlingar innehållade orden Thorbjörn Gudmundsson.

1. 1. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings

   Författare :Thorbjörn Gudmundsson; Henrik Hult; Ola Hössjer; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : .... LÄS MER

3. 2. Rare-event simulation with Markov chain Monte Carlo

   Författare :Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. LÄS MER