Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach

Panos Parpas; Berk Ustun; Mort Webster; Quang Kha Tran

doi:10.1287/ijoc.2014.0630

Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach

INFORMS Journal on Computing ◽

10.1287/ijoc.2014.0630 ◽

2015 ◽

Vol 27 (2) ◽

pp. 358-377 ◽

Cited By ~ 14

Author(s):

Panos Parpas ◽

Berk Ustun ◽

Mort Webster ◽

Quang Kha Tran

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Stochastic Programming ◽

Importance Sampling ◽

Monte Carlo Approach

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A Markov Chain Monte Carlo Approach to Nonlinear Parametric System Identification

IEEE Transactions on Automatic Control ◽

10.1109/tac.2014.2380997 ◽

2015 ◽

Vol 60 (9) ◽

pp. 2542-2546 ◽

Cited By ~ 3

Author(s):

Er-Wei Bai ◽

Hideaki Ishii ◽

Roberto Tempo

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

System Identification ◽

Monte Carlo Approach ◽

Parametric System

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Bayesian inference along Markov Chain Monte Carlo approach for PWR core loading pattern optimization

Annals of Nuclear Energy ◽

10.1016/j.anucene.2012.07.012 ◽

2012 ◽

Vol 50 ◽

pp. 150-157 ◽

Cited By ~ 1

Author(s):

A. Haghighattalab ◽

A. Minuchehr ◽

A. Zolfaghari ◽

F. Khoshahval

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Approach ◽

Loading Pattern

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An adaptive scheme for reliability-based global design optimization: A Markov chain Monte Carlo approach

Mechanical Systems and Signal Processing ◽

10.1016/j.ymssp.2020.106836 ◽

2020 ◽

Vol 143 ◽

pp. 106836 ◽

Cited By ~ 1

Author(s):

H.A. Jensen ◽

D.J. Jerez ◽

M. Valdebenito

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Design Optimization ◽

Adaptive Scheme ◽

Monte Carlo Approach ◽

Global Design Optimization

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Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach

SSRN Electronic Journal ◽

10.2139/ssrn.673501 ◽

2005 ◽

Author(s):

Manuel Ammann ◽

Michael Verhofen

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Asset Pricing ◽

Pricing Models ◽

Monte Carlo Approach ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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A Markov Chain Monte Carlo Approach to Stereovision

Computer Vision — ECCV 2002 - Lecture Notes in Computer Science ◽

10.1007/3-540-47977-5_7 ◽

2002 ◽

pp. 97-111 ◽

Cited By ~ 2

Author(s):

Julien Sénégas

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Approach

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Maximum likelihood parameter estimation of multiple chirp signals by a new Markov chain Monte Carlo approach

Proceedings of the 2004 IEEE Radar Conference (IEEE Cat No 04CH37509) NRC-04 ◽

10.1109/nrc.2004.1316487 ◽

2004 ◽

Cited By ~ 2

Author(s):

Y. Lin ◽

Y. Peng ◽

X. Wang

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Maximum Likelihood ◽

Monte Carlo Approach ◽

Chirp Signals

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An improved Markov chain Monte Carlo approach for wavelet extraction

10.1190/segam2016-13683723.1 ◽

2016 ◽

Author(s):

Saleh Al-Dossary ◽

Jinsong Wang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Approach

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Utilization of Markov chain Monte Carlo approach for calibration and uncertainty analysis of environmental models

2018 International Conference on Computing, Mathematics and Engineering Technologies (iCoMET) ◽

10.1109/icomet.2018.8346456 ◽

2018 ◽

Cited By ~ 1

Author(s):

Faisal Baig ◽

Muhammad Abrar Faiz ◽

Zahid Mahmood Khan ◽

Muhammad Shoaib

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Uncertainty Analysis ◽

Monte Carlo Approach ◽

Environmental Models

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A multilevel Markov Chain Monte Carlo approach for uncertainty quantification in deformable registration

Medical Imaging 2018: Image Processing ◽

10.1117/12.2293588 ◽

2018 ◽

Cited By ~ 3

Author(s):

Sandra Schultz ◽

Heinz Handels ◽

Jan Ehrhardt

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Uncertainty Quantification ◽

Deformable Registration ◽

Monte Carlo Approach

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Sample Size Estimation for Pilot Animal Experiments by Using a Markov Chain Monte Carlo Approach

Alternatives to Laboratory Animals ◽

10.1177/026119291704500201 ◽

2017 ◽

Vol 45 (2) ◽

pp. 83-90 ◽

Cited By ~ 5

Author(s):

Andreas Allgoewer ◽

Benjamin Mayer

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Sample Size ◽

Animal Experiments ◽

Sample Size Estimation ◽

Size Estimation ◽

Monte Carlo Approach

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