Results 11 to 20 of about 40,682 (295)
Regularized Zero-Variance Control Variates
Bayesian Analysis, 2023 Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target. Once the derivatives are available, the only additional computational effort lies in solving a linear regression problem.
South, LF +3 more
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A novel method for the 3D inhomogeneous percolation on the Lattice with its application
Results in Physics, 2023 This article anticipates the puzzle of acquiring a three-dimensional inhomogeneous site percolation on an irregular Bethe Lattice (TDIBL). In this work, we explore a TDIBL with the intent to realize the right tradeoff among different percolating variates,
Muhammad Imran Shahid +2 more
doaj +1 more source
Effect of mint juice on nitrite in pickled cabbage
Shanghai yufang yixue, 2023 ObjectiveTo explore the effect of mint juice on the nitrite content in pickled cabbage， and to determine the best concentration of mint juice through comprehensive sensory evaluation.MethodsThe control variates method was used to conduct this single ...
HE Yifei, LI Wenhui
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Sensors, 2021 Aimed at the problems in which the performance of filters derived from a hypothetical model will decline or the cost of time of the filters derived from a posterior model will increase when prior knowledge and second-order statistics of noise are ...
Lin Cao +6 more
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Control Variates for Quantile Estimation [PDF]
Management Science, 1987 New point and interval estimators for quantiles that employ a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Illustrative examples for queueing and stochastic activity network models are given.
Jason C. Hsu, Barry L. Nelson
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Monitoring Reliability for Three-Parameter Frechet Distribution Using Control Charts
IEEE Access, 2020 Control Charts for attributes have been widely adopted for examining the fraction non-conforming or non-conformities in a process. However, Shewhart control charts may face some practical problems when the process fraction of non-conformities is very low.
Youlong Wu +4 more
doaj +1 more source
Risk factors for suicidal tendency in people with epilepsy in China: a case–control study
Scientific Reports, 2021 People with epilepsy (PWE) have an increased suicide prevalence. This study aimed to identify the risk factors for suicidal tendency among PWE in West China. A nested case–control study was designed in a cohort of patients with epilepsy (n = 2087).
Mintao Lin +9 more
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Reliability analysis of helium pressure non-destructive testing method of the fuel rod
He jishu, 2023 BackgroundCurrently, the destructive puncture manometry method is used to measure helium pressure inside fuel rods. However, this method is expensive and does not guarantee 100% coverage.
HUANG Fan +4 more
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American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics [PDF]
, 2015 American options are actively traded worldwide on exchanges, thus making their accurate and efficient pricing an important problem. As most financial markets exhibit randomly varying volatility, in this paper we introduce an approximation of American ...
Agarwal, Ankush +2 more
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Truncated control variates for weak approximation schemes*
ESAIM: Proceedings and Surveys, 2017 In this paper we present an enhancement of the regression-based variance reduction approaches recently proposed in Belomestny et al. [1] and [4]. This enhancement is based on a truncation of the control variate and allows for a significant reduction of ...
Belomestny Denis +2 more
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