Results 21 to 30 of about 9,337,952 (196)
ANALISIS RISIKO PORTOFOLIO MENGGUNAKAN METODE SIMULASI MONTE CARLO CONTROL VARIATES
E-Jurnal Matematika, 2021 Value at Risk (VaR) is a method to measure the maximum loss with a certain level of confidence in a certain period. Monte Carlo simulation is the most popular method of calculating VaR.
IRENE MAYLINDA PANGARIBUAN +2 more
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Adaptive Control Variates [PDF]
Proceedings of the 2004 Winter Simulation Conference, 2004., 2005 Adaptive Control ...
Kim, S., Henderson, S. G.
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Some New Perspectives on the Method of Control Variates [PDF]
, 2002 Monte Carlo and Quasi-Monte Carlo Methods 2000The method of control variates is one of the most widely used variance reduction techniques associated with Monte Carlo simulation.
Peter W. Glynn +3 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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Vector-Valued Control Variates [PDF]
, 2023 Control variates are variance reduction tools for Monte Carlo estimators. They can provide significant variance reduction, but usually require a large number of samples, which can be prohibitive when sampling or evaluating the integrand is ...
Briol, FX, Barp, A, Sun, Z
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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
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Control of Variation by Reward Probability. [PDF]
Journal of Experimental Psychology: Animal Behavior Processes, 2004 Two bar-press experiments with rats tested the rule that reducing expectation of reward increases the variation from which reward selects. Experiment 1 used a discrete-trial random-interval schedule, with trials signaled by light or sound. One signal always ended with reward; the other signal ended with reward less often.
Gharib, A, Gade, C, Roberts, Seth
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Discrete Variational Optimal Control [PDF]
Journal of Nonlinear Science, 2012 30 pages, 6 ...
Fernando Jiménez +2 more
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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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