Given the observed hydrological data, the model can estimate the posterior probability distribution of each location of change-point by using the Monte Carlo Markov Chain (MCMC) sampling method.
该模型的核心部分是根据观测到的资料，通过蒙特卡洛马尔科夫链随机抽样的方法来估计变点位置的后验概率分布。
Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.
因此对于组合信用风险的度量，使用重要抽样方法要优于简单蒙特卡罗方法。
Monte Carlo Method is a method seeking the answer by adopting sampling statistics.
统计试验法是一种采用统计抽样理论近似地求解问题的方法。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
Monte Carlo simulation is a method of random simulation, random sampling or statistical testing.
蒙特卡罗方法是一类通过随机变量统计试验，随机模拟以求得问题近似解的方法。
According to Monte Carlo sampling simulation method of MTTF, MATLAB is to be used in sampling simulation, which greatly increases the computing efficiency. It is very important for engineering ap...
针对有限样本条件下，大型复杂系统平均寿命评定的蒙特卡罗法，提出利用MATLAB进行抽样模拟，大大提高了计算效率，对工程中大型复杂系统平均寿命评定具有重要应用价值。
According to Monte Carlo sampling simulation method of MTTF, MATLAB is to be used in sampling simulation, which greatly increases the computing efficiency. It is very important for engineering ap...
针对有限样本条件下，大型复杂系统平均寿命评定的蒙特卡罗法，提出利用MATLAB进行抽样模拟，大大提高了计算效率，对工程中大型复杂系统平均寿命评定具有重要应用价值。
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