SIAM Journal on Applied Mathematics, Vol. 36, No. 1 (Feb., 1979), pp. 115-122 (8 pages) Conditional Monte Carlo has been recognized as a potentially useful method in various Monte Carlo applications.
ABSTRACT Importance Sampling is a popular method for reliability assessment. Although it is significantly more efficient than standard Monte Carlo simulation if a suitable sampling distribution is ...
In 2010 I helped a startup IPO by creating a custom Monte Carlo planning tool in C# that estimated the likelihood that their new small business product would ship on schedule. The output of this tool ...
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