Importance Sampling Simulation for Performance Evaluation
Efficient Importance Sampling for Monte Carlo Simulation of Multicast Networks
... via simulation, applying the static Monte Carlo method with importance ...apply importance sampling to solve each sub-problem. The importance sampling distrib- ution is the ...
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Rare event simulation via importance sampling for linear SPDE's
... the importance sampling estimator in Section ...in performance that do not degrade with increasing di- mension, nor with increasing time horizon T ...extensive simulation stud- ies that ...
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Importance Sampling Simulation of Population Overflow in Two-node Tandem Networks
... in importance sampling simulation of queueing net- ...that importance sampling using this change of measure yields asymptotically efficient estimates (with bounded relative error), also ...
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Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling
... application, simulation option valuation produces imprecise ...Descriptive Sampling (DS) has proven to be a powerful Variance Reduction ...this performance deteriorates as the probability of ...
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Importance sampling for unbiased on demand evaluation of knowledge base population
... KBP evaluation has relied on judge- ments on the pooled predictions of exist- ing ...new importance-sampling based evaluation which corrects for this bias by annotating a new system’s ...
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Importance Sampling for Minibatches
... is importance sampling—a strategy for preferential sampling of more important examples also capable of accelerating the training ...of importance sampling with the strength of ...
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Fast simulation of tandem networks using importance sampling and stochastic gradient techniques
... the simulation, since the search for near-optimal bias parameter values needs to be performed only once for the largest buer size at each ...The simulation time required for 1;000 RC on a DECStation 5000/25 ...
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An algorithmic approach to the optimization of importance sampling parameters in digital communication system simulation
... Analytically minimizing the variance of the importance sampling (IS) estimator with respect to the biasing parameters has typically yielded solutions for systems for which the BER could [r] ...
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Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks
... To overcome these difficulties, we have previously presented a technique for finding near- optimal biasing parameter values, based on repetitive, short simulation runs and statistical me[r] ...
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Stochastic gradient optimization of importance sampling for the efficient simulation of digital communications systems
... Stochastic Gradient Optimization of Importance Sampling for the Efficient Simulation of Digital Communication Systems 1.. Wael A.[r] ...
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College Entrance - The Importance of a Performance Evaluation
... Summative evaluations are intended to provide a rational and fair basis for effective and timely employment decisions. They primarily benefit the University and the collective faculty. Individual faculty members benefit ...
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Importance sampling for the efficient simulation of adaptive systems in frequency nonselective slow Rayleigh fading
... In this paper, we present an IS stochastic technique for the efficient simulation of adaptive systems which employ diversity in the presence of frequency nonselective slow Rayleigh fadin[r] ...
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Importance sampling methodologies for simulation of communication systems with time-varying channels and adaptive equalizers
... In addition to the TS technique, we also present a statistically biased, but simpler tech- nique for using IS with adaptive equalizers which is based on the independence assumption betwe[r] ...
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Safe Adaptive Importance Sampling
... uniform sampling [27, 29, 7, 8, 28] but also non-uniform sampling based on a fixed distribution, commonly referred to as importance sampling [18, 19, 2, 33, 16, 6, 25, ...these sampling ...
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Importance sampling for stochastic programming
... ent sampling-related properties of MCMC-IS to provide insights into how MCMC-IS works and how it should be used in ...the performance of MCMC-IS estimates to estimates that are produced using a Crude Monte ...
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Importance sampling for backward SDEs
... introduce importance sampling in the context of the paper by Bender and Denk [4], but it is straightforward how the ideas can, in principle, be transferred to the other ...the importance ...
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The art of qualitative sampling and its importance for policy evaluation and research: a realist approach
... Este primer trazo general frente a argu- mentos comunes para justificar escenarios de muestreo evidencia una especie de sesgo empirista, el cual dificulta generar criterios más concre[r] ...
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Importance sampling for monte carlo simulation to evaluate collar options under stochastic volatility model
... Abstract: The collar option is one kind of exotic options which is useful when institutional investors wish to lock in the profi t they already have on the underlying asset. Under the constant volatility assumption, the ...
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Adapted importance sampling schemes for the simulation of dependability models of Fault-tolerant systems with deferred repair
... efficient simulation of CTMC models of fault-tolerant systems with deferred ...the simulation of the steady- state unavailability, although the techniques we will develop can be easily adapted to the ...
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A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
... adaptive sampling methods is introduced for efficient posterior and predictive ...of importance weighted Expectation Maximization steps in order to efficiently construct a mixture of Student-t densities that ...
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