𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Variance reduction order using good lattice points in monte carlo methods

✍ Scribed by B. Tuffin

Book ID
110625350
Publisher
Springer Vienna
Year
1998
Tongue
English
Weight
299 KB
Volume
61
Category
Article
ISSN
0010-485X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Using Monte-Carlo variance reduction in
Using Monte-Carlo variance reduction in statistical tolerance synthesis
✍ Victor J Skowronski; Joshua U Turner πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 768 KB

A statistical tolerance synthesis must analyse many sets of tolerances, each of which has a unique probability distribution. The Monte-Carlo technique that is typically used to evaluate the probability distribution must analyse large numbers of individual cases. The result is a huge number of indivi

Correlation method for variance reductio
Correlation method for variance reduction of Monte Carlo integration in RS-HDMR
✍ Genyuan Li; Herschel Rabitz; Sheng-Wei Wang; Panos G. Georgopoulos πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 110 KB

## Abstract The High Dimensional Model Representation (HDMR) technique is a procedure for efficiently representing high‐dimensional functions. A practical form of the technique, RS‐HDMR, is based on randomly sampling the overall function and utilizing orthonormal polynomial expansions. The determin