Recently, Longstaff and Schwartz presented a simple, yet powerful, least-squares Monte Carlo (LSM) algorithm to approximating the value of US options by simulation. This article provides computational complexity analysis of the LSM algorithm. Essentially, the technique of computational complexity analysis...
Computational complexity anal- ysis for Monte Carlo approximations of classically scaled population processes. Submit- ted, available on arXiv: https://arxiv.org/abs/1512.01588, 2017.D. F. Anderson, M. Koyama, Computational complexity analysis for Monte Carlo approximations of classically scaled ...
Complexity of Monte Carlo and deterministic dose calculation methods 下载文档 收藏 打印 转格式 35阅读文档大小:255.87K19页3721love上传于2015-01-21格式:PDF 【WORD格式论文原稿】INFLUENCE OF TRANSITION REGION’S THICKNESS ON CALCULATED TIME AND PRECISION IN REGIONAL MONTE CARLO DOSE CALCULATION ...
CLEST and the GAP-statistic, which also use a Monte Carlo reference procedure, were set to run with 25 Monte Carlo simulations, the same as M3C for comparison. (c) Log-log plot of the same data shown in (b). Full size image The complexity of the M3C algorithm is \(O(BHA/C)\),...
Monte-Carlo methodspseudo-random numberscomputational complexityalgorithmic complexity of binary stringsTuring machine[For the entire collection see Zbl 0531.00015.] The unknown measure of a measurable subset of the unit real interval is estimated using an appropriate Monte-Carlo method. The random sample...
MonteCarloalgorithmforagiveninputiscorrect. 6 BiasedMonteCarloAlgorithms AMonteCarloalgorithmforadecisionproblemis false-biasedifitisalwayscorrectwhenitreturnsthe value“false”andonlyhassome(hopefullysmall) probabilityofmakingamistakewhenreturningthe value“true”. Asimilardefinitionholdsfortrue-biasedMonteCarlo ...
chemical or biological laws. A good example for this class is provided by the Boltzmann Monte Carlo method for the simulation ofelectron transportin semiconductor devices[49]. This algorithm reproduce the dynamics of a certain number of electrons which obey the law of classical physics when interact...
Carlo (MLMC) statistical sampling method and provides a fast, accurate and computationally efficient framework to compute statistical quantities of interest. Numerical experiments, including realistic simulations in real bathymetries, are presented to illustrate the robustness of the proposed UQ algorithm....
The main result of this study is formulation of the efficient SCMC algorithm that evaluates the integral series in equation (3) by Monte-Carlo method using a procedure similar to the traditional surface hopping approaches. However, unlike the latter, in the SCMC approach the classical trajectories...
The Quantum Zeno Monte Carlo algorithm draws inspiration from the quantum Zeno effect16. This is the phenomenon that repeated measurements slow down state transitions. We briefly outline this effect: A system varying with a continuous variable λ is represented by the state \(\vert {\psi }_{\...