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Variance-Aware Multiple Importance Sampling
are used, mostly thanks to the seemingly strong guarantees on their variance. We show that these MIS heuristics are oblivious to the effect of certain variance reduction techniques like stratification. This shortc...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Numerical Aspects of Simulation Based Reliability Assessment of Systems
The purpose of this paper is to present a strategy for effective solving large simulation-based structural reliability problems. The presented approach is based on combination of the application of variance reduction techniques<...
BB - Aplikovaná statistika, operační výzkum
- 2002 •
- A
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A - Audiovizuální tvorba
Reliability assessment of a parallel system by the SBRA Method using Importance Sampling and Direct Monte Carlo
The aim of this study is to compare the computational effeciency of the SBRA method, which is applied to the direct Monte Carlo and variance reduction technique based on Importance Sampling, compared to the other available ...
JS - Řízení spolehlivosti a kvality, zkušebnictví
- 2004 •
- D
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D - Stať ve sborníku
Reliability assessment of a parallel system by the SBRA Method using Importance Sampling and Direct Monte Carlo
The aim of this study is to compare the computational effeciency of the SBRA method, which is applied to the direct Monte Carlo and variance reduction technique based on Importance Sampling, compared to the other available ...
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Optimal Multiple Importance Sampling
weighting functions for MIS that provably minimize the variance of an MIS estimator, given a set of sampling techniques. We show that the resulting variance reduction over the balance heuristic can be higher than ...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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doplnit
The purpose of this paper is to compare direct Monte-Carlo simulation and Stratified Sampling method as a tool in order to estimate the probability of occurence of rare events (failures) in a steel frame. An effective simulation technique ca...
BB - Aplikovaná statistika, operační výzkum
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Basic Ways of Monte Carlo Simulation to Efficient Pricing of European Options
variance reduction techniques to increase the efficiency of the plain Monte Carlo complex underlying processes are considered. In this paper we suppose Variance Gamma......
AH - Ekonomie
- 2005 •
- D
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D - Stať ve sborníku
Reliability Analysis and Information Retrieval using Iterative Solvers
The purpose of the paper is to present and test a strategy for an effective solving of structural reliability problems by the simulation techniques. The proposed approach is based on a combination of the application of variance ...
BA - Obecná matematika
- 2005 •
- D
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D - Stať ve sborníku
MIS Compensation: Optimizing Sampling Techniques in Multiple Importance Sampling
sampling techniques. But an MIS combination, using the common balance or power heuristics, often results in an overly defensive estimator, leading to high variance. We show that by generalizing the MIS framework, variance ...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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ESTIMATION OF RADIATION DOSES IN THE AREA OF THE MAIN PRODUCTION BLOCK OF THE NUCLEAR POWER PLANT AFTER A REACTOR ACCIDENT
shielding (concrete) barriers in the facility, application of the variance reduction techniques has been necessary. Monte Carlo code Monaco in sequence MAVRIC (from package SCALE 6.2.3) with variance reduction...
Atomic, molecular and chemical physics (physics of atoms and molecules including collision, interaction with radiation, magnetic resonances, Mössbauer effect)
- 2022 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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