Results 221 to 230 of about 2,159,110 (277)

Batching Adaptive Variance Reduction

ACM Transactions on Modeling and Computer Simulation, 2023
Adaptive Monte Carlo variance reduction is an effective framework for running a Monte Carlo simulation along with a parameter search algorithm for variance reduction, whereas an initialization step is required for preparing problem parameters in some instances.
Chenxiao Song, Reiichiro Kawai
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Variance-Reduction Techniques

1988
In this chapter, we discuss various techniques which may be used to make calculations more efficient. In some cases, these techniques require that no further approximations be made to the transport physics. In other cases, the gains in computing speed come at the cost of computing results which may be less accurate since approximations are introduced ...
Bielajew, A. F., Rogers, D. W. O.
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Variance reduction and nonnormality

Biometrika, 1974
There are many available variance reduction methods and these are described in the sampling theory literature in such works as Kish (1965) and Raj (1968), and in the literature of Monte Carlo methods (Hammersley & Handscomb, 1964) and in the survey paper by Halton (1970).
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Variance Reduction Techniques

Journal of the Operational Research Society, 1985
Estimating real-world parameter values by means of Monte-Carlo/stochastic simulation is usually accomplished by carrying out a number ‘n’ of computer runs, each using random numbers taken from a pseudo-random number generator. In order to improve the accuracy of the estimate (reduce the estimate's variance), the most common recourse is to increase n ...
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Variance Reduction in Smoothing Splines

Scandinavian Journal of Statistics, 2009
Abstract. We develop a variance reduction method for smoothing splines. For a given point of estimation, we define a variance‐reduced spline estimate as a linear combination of classical spline estimates at three nearby points. We first develop a variance reduction method for spline estimators in univariate regression models.
Paige, Robert L., Sun, Shan, Wang, Keyi
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Variance Reduction Analysis

Water Resources Research, 1985
This paper presents an algorithm for optimal data collection in random fields, the so‐called variance reduction analysis, which is an extension of kriging. The basis of variance reduction analysis is an information response function (i.e., the amount of information gain at an arbitrary point due to a measurement at another site).
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