estimation and Monte Carlo simulation.
Monte Carlo simulation for uncertainty estimation on structural data in implicit 3-D geological modeling, a guide for disturbance distribution selection and parameterization
... using Monte Carlo simulation for uncertainty estimation (MCUE), a stochastic method which samples from predefined distur- bance probability distributions that represent the uncertainty of the ...
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Estimation of permeability of a sandstone reservoir by a fractal and Monte Carlo simulation approach: a case study
... The estimation of the permeability of a hydrocarbon reser- voir is one of the important goals of reservoir ...fractal-based Monte Carlo simulation approach is applied for the first time to ...
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Estimation of frequency support market indices using Monte Carlo Simulation for wind power generation
... proposed estimation algorithm, which is based on Monte Carlo Simulation ...applied simulation environment, where supplementary controllers are integrated into the NREL 5MW benchmark to ...
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A Comparative Study of Amplitude and Timing Estimation in Experimental Particle Physics using Monte Carlo Simulation
... Monte Carlo simulation results of various amplitude and timing estimation techniques for liquid ionization calo- rimeter signal processing are presented and ...
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ESTIMATION OF OPTICAL ACCESS NETWORK BANDWIDTH DEMAND USING MONTE CARLO SIMULATION
... Abstract: Continuous forecast of bandwidth demand in order to achieve a proper network planning and dimensioning is one of the key challenges that network operators need to deal with. The importance of this issue is ...
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Statistical analysis of weibull estimation uncertainty for crack initiation testing through Monte Carlo simulation
... likelihood estimation (MLE) [McCool ...exact estimation uncertainties for the estimated Weibull parameters with interval-censored data [McCool ...on estimation uncertainties of Weibull parameters ...
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DREAM(D): an adaptive Markov Chain Monte Carlo simulation algorithm to solve discrete, noncontinuous, and combinatorial posterior parameter estimation problems
... The third and final case study involves flood forecasting, and consists of the calibration of a mildly complex lumped water- shed model using historical data from the Guadalupe River at Spring Branch, Texas. This is the ...
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Monte Carlo simulation-based estimation for the minimum mortality temperature in temperature-mortality association study
... Simulation study was carried out to compare different methods in estimating the MMT and the cold- and heat- related RRs. We considered six methods. The first one (named as Argmin1) is to use the solution of the ...
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Reduction of Monte Carlo simulation runs for uncertainty estimation in hydrological modelling
... Finally, there is a slight drawback with the proposed procedure. The efficiencies of mGLUE, although higher than GLUE, were lower than expected. This showed that about half the total runs are not being used to determine ...
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Estimation bias due to duplicated observations: a Monte Carlo simulation
... These results are discouraging, but not pessimistic: although duplicate data plague some of the major surveys currently used in social sciences, it is possible to adopt solutions to minimize the risk of biased estimates. ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the ...
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Monte Carlo Simulation in Radionuclide Therapy Dosimetry
... Monte Carlo [MC] method is a modeling tool, capable of achieving a close adherence to reality, concerning the analysis of complex ...for estimation of the solution of mathematical problems by means ...
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A particle filter for freeway traffic estimation
... Bayesian estimation prob- lem is not analytically solvable in general, except for some special ...a Monte Carlo ...The Monte Carlo simulation technique has been applied in areas ...
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MONTE-CARLO SIMULATION OF ROAD TRANSPORT EMISSION
... the Monte-Carlo simulation is an appropriate method that can be used to disaggregate the macroscopic data in order to provided microscopic data which are suitable for the assessment of regional ...
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USING SENTAURUS MOnte CArlo(MOCA) SIMULATION ESTIMATION OF SCATTERING EFFECTS IN NANOWIRE TRANSISTORS
... Abstract- The control of short – channel effects is more challenging with the progressive scaling of metal -oxide- semiconductor field –effect-transistors (MOSFETs).The double –gate (DG) and gate –all –around (GAA) ...
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Study on Radiation Shielding Performance of Reinforced Concrete Wall (2): Shielding Analysis
... he estimation of the shielding abilities of cracked and uncracked concrete walls was assessed by a simulation using the three-dimensional Monte Carlo calculation code MCNP5 and its related ...
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OPTION PRICING USING MONTE CARLO SIMULATION
... (2009), simulation is a statistics-based behavioural approach that applies predetermined probability distributions and random numbers to es- timate risky ...that simulation is the imitation of a real world ...
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Monte carlo simulation of the CGMY process and option pricing
... existing Monte Carlo methods of Poirot and Tankov (PT) (Poirot and Tankov, 2006), Madan and Yor (MY) (Madan and Yor, 2008), Baeumer and Meerschaert (AR) (Baeumer and Meerschaert, 2010) and Rosi´ nski (SR) ...
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International Journal of Emerging Technology and Advanced Engineering
... designed procedures in broader applications, we derived the second-order lower bound of the Bayes risk for the product of k means of independent populations under the Bayesian framework. The trials of samplings are from ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... Independent work by Avikainen also provides analysis that is relevant to the multi-level Monte Carlo method. The results in [1] extend material in section 3 by providing a better upper bound for a broader ...
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