Results 91 to 100 of about 9,337,952 (196)

Some New Perspectives on the Method of Control Variates

, 2000
The method of control variates is one of the most widely used variance reduction techniques associated with Monte Carlo simulation. This paper studies the method of control variates from several di#erent viewpoints, and establishes new connections ...
Peter W. Glynn, Roberto Szechtman
core  

Neural Control Variates with Automatic Integration [PDF]

This paper presents a method to leverage arbitrary neural network architecture for control variates. Control variates are crucial in reducing the variance of Monte Carlo integration, but they hinge on finding a function that both correlates with the ...
Yang, Guandao, Li, Zilu, Wetzstein, Gordon, Deng, Xi, Hariharan, Bharath, Zhao, Qingqing, Guibas, Leonidas   +6 more
core   +1 more source

EWMA CHART BASED ON THE EFFECTIVE VARIANCE FOR MONITORING THE VARIABILITY OF MULTIVARIATE QUALITY CONTROL PROCESS CARTA EWMA CON VARIANZA EFECTIVA PARA MONITOREAR VARIABILIDAD EN PROCESOS DE CONTROL DE CALIDAD MULTIVARIADOS

Revista Colombiana de Estadística, 2008
When it is of interest monitoring small changes in the variability (and/or the mean) of a process, the EWMA control charts have shown to be very efficient.
Morales Víctor Hugo, Vargas José Alberto   +1 more
doaj  

Control Variates for the Metropolis-Hastings Algorithm

We propose new control variates for variance reduction in estimation of mean values using the Metropolis-Hastings algorithm. Traditionally, states that are rejected in the Metropolis-Hastings algorithm are simply ignored, which intuitively seems to be a ...
HUGO HAMMER, H�KON TJELMELAND
core   +1 more source

Schwinger-Dyson control variates for lattice fermions [PDF]

Previous work has shown that high-quality control variates for lattice Monte Carlo methods may be constructed from lattice Schwinger-Dyson relations.
Lawrence, Scott
core   +1 more source

Carta EWMA con varianza efectiva para monitorear variabilidad en procesos de control de calidad multivariados EWMA Chart Based on the Effective Variance for Monitoring the Variability of Multivariate Quality Control Process

Revista Colombiana de Estadística, 2008
Cuando se tiene interés en monitorear pequeños cambios en la variabilidad (o en la media) de un proceso, las cartas tipo EWMA han mostrado ser muy eficientes.
VÍCTOR HUGO MORALES, JOSÉ ALBERTO VARGAS   +1 more
doaj  

A Multilevel Approach to Control Variates

, 2008
Control variates are a popular technique for reducing the variance of Monte Carlo estimates. Recent literature has enlarged the set of potentially useful control variates. Still, finding an control variate that efficiently reduces estimation error can be
Adam Speight
core  

Implicit ligand theory for relative binding free energies: II. An estimator based on control variates. [PDF]

J Phys Commun, 2020
Nguyen TH, Minh DDL.
europepmc   +1 more source

Association of hospital safety climate and compliance with occupational safety practices among nurse interns: A cross‐sectional study using canonical correlation analysis

Health Science Reports
Background and Aims Nurse interns may be at a similar or higher risk than registered nurses. The key elements and mechanisms involved in the effects of safety climate on safety performance are not well understood.
Shan He, Zheng‐liang Li, Ying Wu, Xin Chen, Yi‐jun Chen, Wen‐feng Chen, Qian‐zhu Chen, Fang‐fang Xiong   +7 more
doaj   +1 more source

Control variates with neural networks [PDF]

The precision of lattice QCD calculations is often hindered by the stochastic noise inherent in these methods. The control variates method can provide an effective noise reduction but are typically constructed using heuristic approaches, which may be ...
Oh, Hyunwoo
core   +1 more source