Finding Planet Nine: a Monte Carlo approach

A Monte Carlo Approach for Finding More than One Eigenpair

The Monte Carlo method has been successfully used for computing the extreme (largest and smallest in magnitude) eigenvalues of matrices. In this paper we study computing eigenvectors as well with the Monte Carlo approach. We propose and study a Monte Carlo method based on applying the ergodic theorem and compare the results with those produced by a Monte Carlo version of the power method. We al...

A New Approach for Monte Carlo Simulation of RAFT Polymerization

In this work, based on experimental observations and exact theoretical predictions, the kinetic scheme of RAFT polymerization is extended to a wider range of reactions such as irreversible intermediate radical terminations and reversible transfer reactions. The reactions which have been labeled as kinetic scheme are the more probable existing reactions as the theoretical point of view. The ...

Options: a Monte Carlo Approach

This paper develops a Monte Carlo simulation method for solving option valuation problems. The method simulates the process generating the returns on the underlying asset and invokes the risk neutrality assumption to derive the value of the option. Techniques for improving the efficiency of the method are introduced. Some numerical examples are given to illustrate the procedure and additional a...

Stochastic Methods: Monte Carlo Approach

Bayesian Parameter Estimation: A Monte Carlo Approach

This paper presents a Bayesian approach, using parallel Monte Carlo modelling algorithms for combining expert judgements when there is inherent variability amongst these judgements. The proposed model accounts for the situation when the derivative method for finding the maximum likelihood breaks down Introduction An expert is deemed to mean a person with specialised knowledge about a given subj...