variance reduction
Neutron Deep Penetration Calculations in Light Water with Monte Carlo TRIPOLI-4® Variance Reduction Techniques
... mesh-based variance reduction method used in INIPOND point(s) attractor, a file per thread calculation line is generated to store the importance map ...
8
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
... which variance reduction is highly needed, is gradient estima- tion, that is computing the sensitivity ∂ α V of the performance measure V with respect to some parameter α of the transition ...
15
Variance Reduction with Control Variate for Pricing Asian Options in a Geometric L´evy Model
... variate variance reduction technique to improve the Monte Carlo method and an illustration of its improvement for particular examples of generalized Asian ...
10
Maximal variance reduction for stochastic propagators with applications to the static quark spectrum
... the reduction in variance should be much greater than for the local multihit method, as one averages the f fields over a larger ...the variance reduction using the hop- ping parameter ...
15
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
... used variance reduction techniques, mainly because of the simplicity of their implementations, and the fact that they can be accommodated in an exist- ing Monte Carlo calculator with a small ...
6
Importance sampling variance reduction for the Fokker Planck rarefied gas particle method
... The way to choose A and D to ensure that (23) is a solution of (22) is discussed in depth in [9]. The coupling of the processes Z t and V t , by the same Wiener process W t requires that when we use stochastic methods to ...
14
Monte Carlo Simulation and Improvement of Variance Reduction Techniques
... The development of Monte Carlo method has undergone a long period of time. In 1977, French physicist Buffon put forward the method of calculating PI by needle experiment, which established a theoretical foundation for ...
9
Variance Reduction in Monte Carlo Counterfactual Regret Minimization (VR-MCCFR) for Extensive Form Games Using Baselines
... to variance reduction, we experimentally observed variance of counterfactual value estimates for MCCFR+ and MCCFR, see ...the variance of value estimates in the plain algorithm seems to be ...
8
Variance Reduction Techniques for Gradient Estimates in Reinforcement Learning
... the variance of the performance gradient estimates obtained from the simulation is sometimes ex- ...consider variance reduction methods that were developed for Monte Carlo estimates of ...variate ...
60
Policy Gradient Methods: Variance Reduction and Stochastic Convergence
... estimation variance of policy gradient al- gorithms, in particular, when augmenting the estimate with a baseline, a common method for reducing estimation variance, and when using actor-critic ...the ...
224
A weight-bounded importance sampling method for variance reduction
... the variance of an MC es- timator is proportional to 1/ √ n with n being the number of samples, and as a result, it may require a rather large number of samples to produce a reliable estimate in many practical ...
14
Futures hedging of commodity risk : designing hedging strategies with a focus on the study of the optimal hedge ratio
... of variance reduction, the OLS method is also a lot easier to estimate, executing only a few commands ...the variance, then one should opt for mean-variance hedging ...
113
Variance analysis of control variate technique and applications in Asian option pricing
... The distribution of the sum of lognormal prices has no explicit representation. Therefore, arith- metic Asian options do not have a analitically price formulas. Thus, solutions for the arithmetic Asian options are more ...
7
Fast Monte Carlo Simulation for Pricing Covariance Swap under Correlated Stochastic Volatility Models
... the variance per Monte Carlo simulation so that a given level of accuracy can be achieved with a smaller number of ...used variance reduction techniques, main- ly because of the simplicity of its ...
10
Computing Efficiency Improvement in Monte Carlo Simulation of a 12 MV Photon Beam Medical LINAC
... Variance reduction techniques (VRTs) have been tremendously successful when applied to Monte Carlo radiation transport codes for which the computation time constitutes an important and a problematic ...
8
Hypothesis exploration with visualization of variance
... The LA2K study [12,13] was conducted at UCLA during 2008–2012, designed within CNP as a large-scale analysis for about 2000 volunteers from the Los Angeles metropoli- tan region. Behind its development was the hypothesis ...
18
VARIANCE IN QUANTITATIVE TRAITS DUE TO LINKED DOMINANT GENES AND VARIANCE IN HETEROZYGOSITY IN SMALL POPULATIONS
... The influence of small population size ( N ) on the genetic variance within and between randomly bred unselected lines, with selfing permitted, is inves- tigated for a mo[r] ...
28
Estimation of genotype distributions and posterior genotype probabilities for beta-mannosidosis in Salers cattle.
... T h e effects of this reduction in variance on the pos- terior probabilities of carrier genotype for animals of differing gender, age, carrier status and number of repe[r] ...
14
Investigation of Coincidence Techniques in Prompt Gamma Neutron Activation Analysis
... Unfortunately, the use of coincidence techniques is expected to reduce the output signal somewhat and also complicates the detection system. The hope is that the S/N improvement from background (noise) reduction ...
107
How Well Does the Sum Score Summarize the Test? Summability as a Measure of Internal Consistency
... skill tests were administered, in addition to eight speaking tasks. The rationale for this study was to investigate which linguistic knowledge and skills contributed to overall speaking proficiency, and whether the ...
33