Search - Quasi-Monte Carlo

Search - Quasi-Monte Carlo - List

[Speech/Voice recognition/combine] gsl-1.10.tar DL : 0: GNU科学计算函数库GSL（GNU Scientific Library）是一个强大的C/C++数值计算函数库，它是一个自由软件，是GNU项目软件的一个部分，遵循GPL协议。函数库提供了大量的数值计算程序，如随机函数、特殊函数和拟合函数等等。整个函数库大约有1000多个函数，几乎涵盖了科学计算的各个方面。以下是整个函数库的目录： Complex Numbers Roots of Polynomials Special Functions Vectors and Matrices Permutations Sorting BLAS Support ， BLAS（Basic Linear Algebra Subprograms） Linear Algebra Eigensystems Fast Fourier Transforms Quadrature Random Numbers Quasi-Random Sequences Random Distributions Statistics Histograms N-Tuples Monte Carlo Integration Simulated Annealing Differential Equations Interpolation Numerical Differentiation Chebyshev Approximation Series Acceleration Discrete Hankel Transforms Root-Finding Minimization Least-Squares Fitting Physical Constants IEEE Floating-Point
Update : 2008-10-13 Size : 2.71mb Publisher : 贺强
[Other] BERcurve_CV_soft2_QA DL : 0: Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK. Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve. The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one) of the information-bits Weight Enumerating Function (WEF) using A simulation of the convolutional encoder. Once the WEF is estimated, the analytic formula for the BER is used.
Update : 2008-10-13 Size : 6.05kb Publisher : joy
[Other resource] udpoint DL : 0: The Hammersley and Halton point sets, two well known low discrepancy sequences, have been used for quasi-Monte Carlo integration in previous research. A deterministic formula generates a uniformly distributed and stochastic-looking sampling pattern, at low computational cost. The Halton point set is also useful for incremental sampling. In this paper, we discuss detailed implementation issues and our experience of choosing suitable bases of the point sets, not just on the 2D plane, but also on a spherical surface. The sampling scheme is also applied to ray tracing, with a significant improvement in error.
Update : 2008-10-13 Size : 25.12kb Publisher : tiantiancode
[Speech/Voice recognition/combine] gsl-1.10.tar DL : 0: GNU科学计算函数库GSL（GNU Scientific Library）是一个强大的C/C++数值计算函数库，它是一个自由软件，是GNU项目软件的一个部分，遵循GPL协议。函数库提供了大量的数值计算程序，如随机函数、特殊函数和拟合函数等等。整个函数库大约有1000多个函数，几乎涵盖了科学计算的各个方面。以下是整个函数库的目录： Complex Numbers Roots of Polynomials Special Functions Vectors and Matrices Permutations Sorting BLAS Support ， BLAS（Basic Linear Algebra Subprograms） Linear Algebra Eigensystems Fast Fourier Transforms Quadrature Random Numbers Quasi-Random Sequences Random Distributions Statistics Histograms N-Tuples Monte Carlo Integration Simulated Annealing Differential Equations Interpolation Numerical Differentiation Chebyshev Approximation Series Acceleration Discrete Hankel Transforms Root-Finding Minimization Least-Squares Fitting Physical Constants IEEE Floating-Point -err
Update : 2025-02-19 Size : 2.71mb Publisher : 贺强
[Communication-Mobile] BERcurve_CV_soft2_QA DL : 0: Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK. Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve. The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one) of the information-bits Weight Enumerating Function (WEF) using A simulation of the convolutional encoder. Once the WEF is estimated, the analytic formula for the BER is used.-Computes BER v EbNo curve for convolutional encoding/soft decision Viterbi decoding scheme assuming BPSK. Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.The computation uses a quasi-analytic (QA) technique that relies on theestimation (approximate one) of the information-bits Weight Enumerating Function (WEF) usingA simulation of the convolutional encoder. Once the WEF is estimated, the analytic formula for the BER is used.
Update : 2025-02-19 Size : 6kb Publisher : joy
[3D Graphic] udpoint DL : 0: The Hammersley and Halton point sets, two well known low discrepancy sequences, have been used for quasi-Monte Carlo integration in previous research. A deterministic formula generates a uniformly distributed and stochastic-looking sampling pattern, at low computational cost. The Halton point set is also useful for incremental sampling. In this paper, we discuss detailed implementation issues and our experience of choosing suitable bases of the point sets, not just on the 2D plane, but also on a spherical surface. The sampling scheme is also applied to ray tracing, with a significant improvement in error.
Update : 2025-02-19 Size : 25kb Publisher : tiantiancode
[Software Engineering] quasi_monte_carlo DL : 0: 准蒙特卡罗采样方法的若干国外经典文献，适合该领域入门。-Quasi-Monte Carlo sampling method of a number of foreign classical literature, suitable for entry in the field.
Update : 2025-02-19 Size : 6.49mb Publisher : zhaolingling
[Other] MonteCarlo DL : 0: hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB". - The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach - The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line), then those spaths will be used for pricing an asian option - the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths - The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences -hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB". - The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach - The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line), then those spaths will be used for pricing an asian option - the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths - The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
Update : 2025-02-19 Size : 398kb Publisher : yang
[matlab] Montecarlo DL : 0: Monte Carlo Integration
Update : 2025-02-19 Size : 2kb Publisher : abbas
[matlab] MonteCarlo DL : 0: 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007 vincent.leclercq@mathworks.fr Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB". - The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach - The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line), then those spaths will be used for pricing an asian option - the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths - The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
Update : 2025-02-19 Size : 388kb Publisher : 杨强
[Algorithm] solving-nonlinear-equations DL : 0: 非线性方程与方程组的求解，实现的方法有：拟牛顿法，最小二乘解的广义拟法，蒙特卡洛法-Nonlinear equations and solving equations, implementation methods are: quasi-Newton method, generalized least squares solution proposed method, Monte Carlo
Update : 2025-02-19 Size : 4kb Publisher : zhangqingyu
[source in ebook] rejectionofnbibaseonwaveletpacket DL : 0: 为了进一步提高直接序列／跳频（ＤＳ／ＦＨ）扩频系统的抗干扰能力，基于小波包变换结合递归最小二乘算法设计了一种变换域自适应干扰抑制算法，该算法采用小波包分解定位窄带干扰，递归最小二乘算法抑制窄带干扰。通过蒙特卡罗仿真分析在增加抗干扰模块后，ＤＳ／ＦＨ系统工作在准静态时，在不同信噪比条件下抗窄带干扰性能。仿真结果表明：该算法具有较强的自适应性以及抗窄带干扰能力，其性能优于传统的直接置零法，适用于多音干扰下的恶劣通信环境。-In order to further improve the anti-jamming capability of direct sequence/frequency-hopping spread spectrum system (DS/FH), based on wavelet packet transform combined with recursive least squares algorithm design a transform domain adaptive interference suppression algorithm, the algorithm uses wavelet packet decomposition positioning narrowband interference, narrowband interference suppression recursive least squares algorithm. By Monte Carlo simulation analysis to increase the anti-jamming module DS/FH system work in the quasi-static, in different SNR anti narrowband interference performance. Simulation results show that: the algorithm has strong adaptability and resistance to narrowband interference ability, its performance is superior to the traditional method of direct zero, poor communication environment suitable for multi-tone interference.
Update : 2025-02-19 Size : 294kb Publisher : dm
[Algorithm] gsl-1.15.tar DL : 0: GNU Scientific Library (GSL) 是一个用于科学计算的 C 语言类库。有超过1000个函数。该类库提供了关于数学计算的很多方面，包括： Complex Numbers Roots of Polynomials Special Functions Vectors and Matrices Permutations Sorting BLAS Support Linear Algebra Eigensystems Fast Fourier Transforms Quadrature Random Numbers Quasi-Random Sequences Random Distributions Statistics Histograms N-Tuples Monte Carlo Integration Simulated Annealing Differential Equations Interpolation Numerical Differentiation Chebyshev Approximation Series Acceleration Discrete Hankel Transforms Root-Finding Minimization Least-Squares Fitting Physical Constants IEEE Floating-Point Discrete Wavelet Transforms Basis splines-GNU Scientific Library (GSL) is a C language class library for scientific computing. There are over 1000 functions. The class library provides a lot of aspects of mathematical calculations, including: Complex Numbers Roots of Polynomials Special Functions Vectors and Matrices Permutations Sorting BLAS Support Linear Algebra Eigensystems Fast Fourier Transforms Quadrature Random Numbers Quasi-Random Sequences Random Distributions Statistics Histograms N-Tuples Monte Carlo Integration Simulated Annealing Differential Equations Interpolation Numerical Differentiation Chebyshev Approximation Series Acceleration Discrete Hankel Transforms Root-Finding Minimization Least-Squares Fitting Physical Constants IEEE Floating-Point Discrete Wavelet Transforms Basis splines
Update : 2025-02-19 Size : 3.04mb Publisher : mou
[Algorithm] QMC DL : 0: Quasi-random generator for Monte Carlo simulations
Update : 2025-02-19 Size : 160kb Publisher : James
[Industry research] Composite-Reliability-Evaluation-With-Renewable-S DL : 0: Composite Reliability Evaluation With Renewable Sources Based on Quasi-Sequential monte carlo and-Composite Reliability Evaluation With Renewable Sources Based on Quasi-Sequential monte carlo and...
Update : 2025-02-19 Size : 444kb Publisher : aria ahmadi
[matlab] VAN-DER-CORPUT-SEQUENCE-(BASIC-SEQUENCE) DL : 0: The Van Der Corput sequence is the basic sequence of many Quasi Monte Carlo simulations (QMC). We now present the method to follow in order to determine the nth element of the sequence.We begin by choosing a prime number b. To find the nth number, we simply have to perform the following operations:
Update : 2025-02-19 Size : 138kb Publisher : smartwm3
[matlab] mengtekaluo DL : 0: 蒙特卡洛光子模拟程序，可以设定介质的层数、折射率、厚度等，程序可以输出漫反射光、漫透射光、准直透射光的强度(Monte Carlo photon simulation program, which can set the number of layers, refractive index, thickness, etc. of the medium, can output the intensity of diffuse light, diffuse light and quasi direct light)
Update : 2025-02-19 Size : 12kb Publisher : woyaokaobo