Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse

Tahir Ekin; Nicholas G. Polson; Refik Soyer

doi:10.1287/deca.2014.0303

Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse

Decision Analysis ◽

10.1287/deca.2014.0303 ◽

2014 ◽

Vol 11 (4) ◽

pp. 250-264 ◽

Cited By ~ 8

Author(s):

Tahir Ekin ◽

Nicholas G. Polson ◽

Refik Soyer

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Two Stage ◽

Stochastic Programs

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Efficient posterior exploration of a high-dimensional groundwater model from two-stage Markov chain Monte Carlo simulation and polynomial chaos expansion

Water Resources Research ◽

10.1002/wrcr.20226 ◽

2013 ◽

Vol 49 (5) ◽

pp. 2664-2682 ◽

Cited By ~ 131

Author(s):

Eric Laloy ◽

Bart Rogiers ◽

Jasper A. Vrugt ◽

Dirk Mallants ◽

Diederik Jacques

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Polynomial Chaos ◽

Polynomial Chaos Expansion ◽

High Dimensional ◽

Chaos Expansion ◽

Groundwater Model ◽

Two Stage

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Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

10.1063/1.4966059 ◽

2016 ◽

Author(s):

Lay Guat Chan ◽

Adriana Irawati Nur Binti Ibrahim

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov

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Markov Chain Monte Carlo simulation and regression approach guided by El Niño–Southern Oscillation to model the tropical cyclone occurrence over the Bay of Bengal

Climate Dynamics ◽

10.1007/s00382-020-05610-x ◽

2021 ◽

Author(s):

Md Wahiduzzaman ◽

Alea Yeasmin ◽

Jing-Jia Luo ◽

Dewan Abdul Quadir ◽

Andre Van Amstel ◽

...

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Tropical Cyclone ◽

Bay Of Bengal ◽

El Nino ◽

Southern Oscillation ◽

Regression Approach ◽

Simulation And Regression

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Mathematical modeling, analysis and Markov Chain Monte Carlo simulation of Ebola epidemics

Results in Physics ◽

10.1016/j.rinp.2017.02.005 ◽

2017 ◽

Vol 7 ◽

pp. 962-968 ◽

Cited By ~ 3

Author(s):

Thomas Wetere Tulu ◽

Boping Tian ◽

Zunyou Wu

Keyword(s):

Mathematical Modeling ◽

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Modeling Analysis

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Markov Chain Monte Carlo Simulation Using the Metropolis Algorithm

Wolfram Demonstrations Project ◽

10.3840/002175 ◽

2007 ◽

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Metropolis Algorithm

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Markov-Chain Monte Carlo Simulation of Inverse-Halftoning for Error Diffusion based on Statistical Mechanics of the Q-Ising Model

10.1063/1.2897877 ◽

2008 ◽

Author(s):

Yohei Saika ◽

Michio Tokuyama ◽

Irwin Oppenheim ◽

Hideya Nishiyama

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Ising Model ◽

Statistical Mechanics ◽

Error Diffusion ◽

Inverse Halftoning

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Accident risk assessment in marine transportation via Markov modelling and Markov Chain Monte Carlo simulation

Ocean Engineering ◽

10.1016/j.oceaneng.2014.09.029 ◽

2014 ◽

Vol 91 ◽

pp. 363-370 ◽

Cited By ~ 40

Author(s):

Shahrzad Faghih-Roohi ◽

Min Xie ◽

Kien Ming Ng

Keyword(s):

Risk Assessment ◽

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Accident Risk ◽

Markov Modelling ◽

Marine Transportation

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Structural damage detection and assessment by adaptive Markov chain Monte Carlo simulation

Structural Control and Health Monitoring ◽

10.1002/stc.47 ◽

2004 ◽

Vol 11 (4) ◽

pp. 327-347 ◽

Cited By ~ 43

Author(s):

Ka-Veng Yuen ◽

James L. Beck ◽

Siu Kui Au

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Damage Detection ◽

Structural Damage ◽

Structural Damage Detection

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Transitional Markov chain Monte Carlo simulation for reliability-based optimization

Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures ◽

10.1201/b16387-234 ◽

2014 ◽

pp. 1593-1599 ◽

Cited By ~ 1

Author(s):

Jia Wang ◽

Lambros Katafygiotis ◽

Mohammad Noori

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Reliability Based Optimization

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Bayesian model updating of a coupled-slab system using field test data utilizing an enhanced Markov chain Monte Carlo simulation algorithm

Engineering Structures ◽

10.1016/j.engstruct.2015.08.005 ◽

2015 ◽

Vol 102 ◽

pp. 144-155 ◽

Cited By ~ 72

Author(s):

Heung-Fai Lam ◽

Jiahua Yang ◽

Siu-Kui Au

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Field Test ◽

Test Data ◽

Bayesian Model ◽

Model Updating ◽

Simulation Algorithm

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