Statistics and simulation : IWS 8, Vienna, Austria, September 2015 /: IWS 8, Vienna, Austria, September 2015. (2018)

• Record Type: Book
• Other Titles: IWS 8
• Further Information: Note: Jurgen Pilz, Dieter Rasch, Viatcheslav B. Melas, Karl Moder, editors.
• Other Names: Pilz, Jürgen, 1951-; Rasch, Dieter; Melas, V. B (Vi︠a︡cheslav Borisovich); Moder, Karl; International Workshop on Simulation, 8th
• Contents: Intro; Preface; Contents; Contributors; Part I Invited Papers; 1 Design and Analysis of Simulation Experiments; 1.1 Introduction; 1.2 Basic Linear Regression and Designs; 1.3 Assumptions Versus Practice; 1.4 Factor Screening: Sequential Bifurcation; 1.5 Kriging Metamodels and Their Designs; 1.6 Simulation Optimization; References; 2 A Review of Simulation Usage in the New Zealand Electricity Market; 2.1 Introduction to Wholesale Electricity Markets; 2.1.1 Pricing of Electricity; 2.2 The New Zealand Electricity Market; 2.2.1 The Need for Simulation: Pricing in the NZEM 2.3 Optimal Offers for Generation2.3.1 A Simplified Problem; 2.3.2 Using Simulation for the General Problem; 2.4 Bid Optimization for Large Consumers of Electricity; 2.4.1 Reserve Co-optimization; 2.4.2 Optimization of Consumption and Reserves; 2.5 Conclusions; References; 3 Power and Sample Size Considerations in Psychometrics; 3.1 Introduction; 3.2 Power and Sample Size in a Conditional Maximum Likelihood Framework; 3.3 Power of Pseudo-Exact or Conditional Tests of Assumptions of the Rasch Model; 3.4 Linear Models and Least Squares Approach; 3.5 Numerical Examples and Comparisons 3.6 DiscussionReferences; 4 Bootstrap Change Point Testing for Dependent Data; 4.1 Introduction; 4.2 Procedures with Weakly Dependent Regressors and Errors; 4.3 Dependent Wild Bootstrap; 4.4 Simulations; References; Part II Simulation for Mathematical Modeling and Analysis; 5 The Covariation Matrix of Solution of a Linear Algebraic System by the Monte Carlo Method; 5.1 Introduction; 5.2 The Monte Carlo Method of Solution; 5.3 Sufficient Conditions for the Convergence of the Series tildeH; 5.4 The Covariation Matrix R of the Vector; 5.5 Estimate of the Number of Iterations M 5.6 Numerical Examples5.7 Conclusions; References; 6 Large-Scale Simulation of Acoustic Waves in Random Multiscale Media; 6.1 Introduction; 6.2 The Model and Governing Equation; 6.3 Subgrid Modeling; 6.3.1 The Anisotropic Case; 6.4 Numerical Verification of the Above Obtained Formulas; 6.5 Conclusion; References; 7 Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature; 7.1 Introduction; 7.2 Methods; 7.3 Results; 7.4 Discussion and Conclusion; References; 8 New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation; 8.1 Introduction 8.2 Mathematical Model of Polarized Light Propagation and the Problem Statement8.3 A Modification of N. N. Chentsov Method for an Unknown Probability Density Evaluation in Application to the Problem of Evaluation of an Angular Distribution of the Radiation Scattered by Media; 8.4 Numerical Results and Discussion; 8.5 Conclusion; References; Part III Simulation for Stochastic Processes and Their Applications; 9 Simulation of Stochastic Processes with Generation and Transport of Particles; 9.1 Introduction; 9.2 Evolution of Branching Random Walks; 9.3 Simulation of Branching Random Walks
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 001.434; Statistics; Perfect simulation (Statistics) -- Congresses; REFERENCE / Questions & Answers; Perfect simulation (Statistics); Statistics; Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Simulation and Modeling; Statistics for Life Sciences, Medicine, Health Sciences; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences; Computers -- Mathematical & Statistical Software; Computers -- Computer Simulation; Medical -- Biostatistics; Mathematics -- Probability & Statistics -- General; Mathematical & statistical software; 3D graphics & modelling; Probability & statistics; Mathematical statistics; Computer simulation; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319760353; 3319760351
• Related ISBNs: 3319760343; 9783319760346
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.