[PDF] Top 20 New variance reduction methods in Monte Carlo rare event simulation
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New variance reduction methods in Monte Carlo rare event simulation
... a variance reduction technique that successfully increases the accuracy of Monte Carlo methods in rare event probability estimation [ Garvels 2000 , Glasserman 1996 ... Voir le document complet
133
On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models
... 5 in [9] for further details). However, in absence of large deviation type results for the vast majority of the stochastic SIR models considered in the literature, one faces significant difficulties ... Voir le document complet
16
Clock Monte Carlo methods
... rejection event at time i and the (N +1)th clock, with no alarm, represents an acceptance ...complexity reduction methods and present in particular its implementation in the EC update ... Voir le document complet
7
Minimum variance importance sampling via Population Monte Carlo
... population Monte Carlo methodology studied in this paper encompasses cross-entropy as a special ...population Monte Carlo (PMC) technique of Capp´e et ...result in considerable ... Voir le document complet
22
Comparison of Monte Carlo methods for adjoint neutron transport
... emerging in radiation shielding and reactor physics, the adjoint approach might yield faster and more accurate answers than the regular forward Monte Carlo approach ...[1]. In particular, ... Voir le document complet
21
Optimization of Monte Carlo codes PENELOPE 2006 and PENFAST by parallelization and reduction variance implementation
... Monte Carlo methods lead to decrease uncertainties in dose calculation but are too time expensive Thanks to implementation of variance reduction techniques in the ... Voir le document complet
2
Correlations in Monte Carlo eigenvalue simulations : uncertainty quantification, prediction and reduction
... neutrons in systems with fission, partic- ularly when performing eigenvalue simulations based on the power iteration [ 22 ] [ 21 ...]. In the presence of correlation, additional generations of neutrons will ... Voir le document complet
327
Development of an adaptive variance reduction technique for Monte Carlo particle transport
... this new feature through the study of two typical shielding problems: a deep-penetration config- uration and a streaming ...simulation. In both cases, the AMS turned out to be an efficient way of ... Voir le document complet
163
Using Poisson processes for rare event simulation
... and rare event simulation This chapter addresses the issue of estimating the expectation of a real-valued random variable of the form Y = g(X) where g is a deterministic function and X is a random ... Voir le document complet
223
On Markov chain Monte Carlo methods for tall data
... smaller reduction in the number of samples ...example. In the current paper, we propose in Section 7 a modified confidence sampler that can leverage concentration of the target to yield ... Voir le document complet
43
Variance-reduction methods for Monte Carlo kinetic simulations
... importance, in such a way that the “physical” weights are preserved ...the simulation time grid and the physics of the simulated system (the inserted reactivity, the delayed neutron fraction and the typical ... Voir le document complet
5
Sequential Monte Carlo for rare event estimation
... approach in fact dates back to Kahn and Harris [ 17 ] and Rosenbluth and Rosenbluth [ 23 ...these methods as well as a detailed list of ...particle methods for Feynman-Kac models has lead to some ... Voir le document complet
32
Monte Carlo Methods in Statistics
... on Monte Carlo approximations. A whole new range of statistical methodologies have entirely inte- grated the simulation ...a Monte Carlo approximation, or the more recent ... Voir le document complet
5
Efficient Monte Carlo simulation of stochastic hybrid systems
... implement Monte Carlo simulation for such models, thus allowing the calculation of various probabilistic indicators: relia- bility, availability, average production, life cycle cost ...use in ... Voir le document complet
12
Évaluation de politiques de séquençage d'arrivées d'avions par Simulation Monte Carlo
... en simulation, tandis que les modèles microscopiques conduisent à des modèles de simulation sans ef- fort considérable de conversion ...de simulation déplacent des objets individuels (qui sont des ... Voir le document complet
75
Simulation Monte-Carlo de la radiolyse du dosimètre de Fricke par des neutrons rapides
... neutrons, recoil ions (protons and oxygen ions), linear energy transfer (LET), free- radical and molecular yields, Fricke (ferrous sulfate) dosimeter, kinetics of formation and yield of[r] ... Voir le document complet
137
Simulation et apprentissage Monte-Carlo de stratégies d'intervention en santé publique
... Simulation sur des populations Ce chapitre détaille l’élaboration du simulateur générique SCHNAPS (SynCHro- Nous Agent- and Population-based Simulator ) faisant l’objet des travaux de ce ...de Simulation ... Voir le document complet
164
Simulation d'événements rares par Monte Carlo dans les réseaux hautement fiables
... variance nulle basée sur CoupeMin-ProbaMax, en vue d’accélérer cette dernière. Nous avons appelé ces deux algorithme selon l’ordre d’application des réductions série-parallèle par rapport à l’échantillonnage ... Voir le document complet
154
Développement d'un outil de simulation par Monte Carlo du rayonnement diffusé en tomodensitométrie
... méthode Monte Carlo est la plus appropriée, car elle permet d’estimer la rayonnement diffusé en modélisant la physique et la géométrie spécifique [ 23 , 24 ...d’une simulation Monte ... Voir le document complet
108
Addressing nonlinearities in Monte Carlo
... Bearing in mind our earlier theoretical works about MC integral formulations 2 , we have found a way to bypass this obstacle for a large class of nonlinear problems, based on the very statistical nature of ...MC. ... Voir le document complet
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