Borrow it
Coverart for item
The Resource STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book) | (electronic book)

STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book) | (electronic book)

Contributor
Summary
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013
Language
eng
Work
Publication
Extent
1 online resource.
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
Isbn
9783319760353
Instance
Label
STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015
Title
STATISTICS AND SIMULATION
Title remainder
IWS 8, Vienna, Austria, September 2015
Title variation
IWS 8
Contributor
Subject
Genre
Language
eng
Summary
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013
Member of
Cataloging source
YDX
Dewey number
001.434
Index
no index present
LC call number
T57.62
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
  • 1951-
  • 2015
http://library.link/vocab/relatedWorkOrContributorName
  • Pilz, Jürgen
  • Rasch, Dieter
  • Melas, V. B.
  • Moder, Karl
  • International Workshop on Simulation
Series statement
Springer proceedings in mathematics & statistics
Series volume
v. 231
http://library.link/vocab/subjectName
Perfect simulation (Statistics)
Label
STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book) | (electronic book)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9783319760353
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-76035-3
Specific material designation
remote
System control number
  • on1036736140
  • (OCoLC)1036736140
Label
STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book) | (electronic book)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9783319760353
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-76035-3
Specific material designation
remote
System control number
  • on1036736140
  • (OCoLC)1036736140

Subject

Genre

Member of

Library Locations

Library Links

Structured data from the Bibframe namespace is licensed under the Creative Commons Attribution 4.0 International License by University of Liverpool. Additional terms may apply to data associated with third party namespaces.
Processing Feedback ...