Results 21 to 30 of about 4,779,838 (300)
EFFECT OF THE UNIFORM FISSION SOURCE METHOD ON LOCAL POWER VARIANCE IN FULL CORE SERPENT CALCULATION [PDF]
EPJ Web of Conferences, 2021 One of challenges of the Monte Carlo full core simulations is to obtain acceptable statistical variance of local parameters throughout the whole reactor core at a reasonable computation cost.
Bilodid Yurii, Leppänen Jaakko
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Statistical Theory and Related Fields, 2023 This paper deals with the Monte Carlo Simulation in a Bayesian framework. It shows the importance of the use of Monte Carlo experiments through refined descriptive sampling within the autoregressive model $ X_{t}=\rho X_{t-1}+Y_{t} $ , where $ 0 \lt \rho
Djoweyda Ghouil, Megdouda Ourbih-Tari
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Variance reduction and cluster decomposition [PDF]
Physical Review D, 2018 It is a common problem in lattice QCD calculation of the mass of the hadron with an annihilation channel that the signal falls off in time while the noise remains constant. In addition, the disconnected insertion calculation of the three-point function and the calculation of the neutron electric dipole moment with the $θ$ term suffer from a noise ...
Liu, Keh-Fei, Liang, Jian, Yang, Yi-Bo
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Dimensionality Reduction Mappings [PDF]
, 2011 A wealth of powerful dimensionality reduction methods has been established which can be used for data visualization and preprocessing. These are accompanied by formal evaluation schemes, which allow a quantitative evaluation along general principles and ...
Hammer, Barbara ; https://orcid.org/ +12 more
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Improving Random Projections With Extra Vectors to Approximate Inner Products
IEEE Access, 2020 This research concerns itself with increasing the accuracy of random projections used to quickly approximate the inner products of data vectors from a given dataset by adding additional information, namely, adding and storing more extra known vectors to ...
Yulong Li +3 more
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Mathematics, 2023 Monte Carlo simulation is performed with uniformly distributed U(0,1) pseudo-random numbers. Because the numbers are generated from a mathematical formula, they will contain some serial correlation, even if very small.
Dennis Ridley, Pierre Ngnepieba
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Stochastic Momentum Method With Double Acceleration for Regularized Empirical Risk Minimization
IEEE Access, 2019 Momentum acceleration technique is famously known for building gradient-based algorithms with fast convergence in large-scale optimization. Recently, Nesterov 's momentum and Katyusha momentum have significantly improved the convergence for stochastic ...
Zhijian Luo, Siyu Chen, Yuntao Qian
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Variance reduction for Metropolis–Hastings samplers
Statistics and Computing, 2022 AbstractWe introduce a general framework that constructs estimators with reduced variance for random walk Metropolis and Metropolis-adjusted Langevin algorithms. The resulting estimators require negligible computational cost and are derived in a post-process manner utilising all proposal values of the Metropolis algorithms.
Angelos Alexopoulos +2 more
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Integrated Variance Reduction Strategies [PDF]
Proceedings of 1993 Winter Simulation Conference - (WSC '93), 1993 In this paper we develop strategies for integrating certain well-known variance reduction techniques to estimate a mean response in a finite-horizon simulation experiment. Our building blocks are the techniques of conditional expectation, correlation induction, and control variates.
Athanassios N. Avramidis +1 more
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Implementation of variance reduction techniques applied to the pricing of investment certificates [PDF]
Risk Management Magazine, 2023 Certificates are structured financial instruments that aim to provide investors with investment solutions tailored to their needs. Certificates can be modeled using a bond component and a derivative component, typically an options strategy.
Anna Bottasso +3 more
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