Structured database Monte Carlo (SDM...
Boston University.

 

  • Structured database Monte Carlo (SDMC): An approach to efficient parametric estimation.
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    書名/作者: Structured database Monte Carlo (SDMC): An approach to efficient parametric estimation.
    作者: Zhao, Gang.
    面頁冊數: 91 p.
    附註: Source: Dissertation Abstracts International, Volume: 71-11, Section: B, page: 7064.
    Contained By: Dissertation Abstracts International71-11B.
    標題: Engineering, Industrial.
    標題: Operations Research.
    ISBN: 9781124297842
    摘要、提要註: Monte Carlo (MC) simulation is a very general and flexible method for estimation of quantities of interest in stochastic models used in diverse areas of science and engineering. While the convergence rate of the method, by contrast to deterministic algorithms, does not grow with problem dimension and depends only on the number of random samples, its computational cost can be substantial due to the slow rate of convergence of the MC estimator. As a result, a large class of efficient Monte Carlo algorithms involves methods to reduce the variance of the MC estimator. They are referred to as Variance Reduction Techniques (VRTs). Most of these techniques cannot be generically applied and depend on special features of the specific estimation problems that need to be discovered by users one problem type at a time.
    電子資源: http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3430454
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