Searching for "Conditional Monte Carlo." – sorted by Relevance.
87 documents found, showing 1 through 10.
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A lemma on conditional Monte Carlo
- …NORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET A lemma on conditional Monte Carlo by Bo Henry…
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Recursive Path Conditioning Monte Carlo Simulation of Communication . . .
- … RECURSIVE PATH CONDITIONING MONTE CARLO SIMULATION OF COMMUNICATION NETWORK RELIABILITY HE CTOR CANCELA…
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System reliability evaluation using conditional Monte Carlo methods
- … SYSTEM RELIABILITY EVALUATION USING CONDITIONAL MONTE CARLO METHODS Arne Bang Huseby, Morten Naustdal…
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Monte Carlo conditioning on a sufficient statistic
- …1 NORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET Monte Carlo Conditioning on a Sucient Statistic…
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Some New Perspectives on the Method of Control Variates
- … of control variates and: conditional Monte Carlo, antithetics, rotation sampling, stratification…
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Simulation of ruin probabilities for subexponential claims
- …, based upon a conditional Monte Carlo idea involving the order statistics, is shown to be asymptotically…
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Efficiency Improvement And Variance Reduction
- … numbers, antithetic variates, control variates, importance sampling, conditional Monte Carlo, stratified…
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Efficient Stochastic Pruning for Variability-Driven Dual-Vth Leakage Optimization
- … matching, and bound-based Conditional Monte Carlo simulation. Experimental results show that joint…
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Variance Reduction Of Monte Carlo And Randomized Quasi-Monte Carlo Estimators For Stochastic
- … use control variates, antithetic variates, conditional Monte Carlo, and randomized lattice rules…
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Abstracts
- … statistics and a conditional Monte Carlo idea, the other importance sampling. On the negative, it is shown…
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