Surrogate Monte Carlo

  title={Surrogate Monte Carlo},
  author={A. Christian Silva and Fernando F. Ferreira},
  journal={Machine Learning eJournal},
This article proposes an artificial data generating algorithm that is simple and easy to customize.<br>The fundamental concept is to perform random permutation of Monte Carlo generated random<br>numbers which conform to the unconditional probability distribution of the original real time series.<br>Similar to constraint surrogate methods, random permutations are only accepted if a given objective<br>function is minimized. The objective function is selected in order to describe the most… 



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    International Statistical Review
  • 2020
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