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A Monte Carlo simulation for the assessment of Bayesian updating in dynamic systems

โœ Scribed by Antonis Targoutzidis

Book ID
113877179
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
570 KB
Volume
100
Category
Article
ISSN
0951-8320

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Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation
โœ H.J. Pradlwarter; G.I. Schuรซller ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 535 KB

Various procedures to extend the applicability and to increase the efยฎciency of Monte Carlo simulation (MCS) for the analysis of complex dynamical systems are discussed. In particular, the capabilities of the methods denoted Russian Roulette and Splitting (RR&S) and Double and Clump (D&C) are review