Approximate zero-variance Monte Carlo estimation of Markovian unreliability

被引：0
|
作者：
SCK-CEN, Mol, Belgium [1 ]
机构：
来源：
Ann Nucl Energy | / 4-5卷 / 259-283期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [21] APPROXIMATE ZERO-VARIANCE IMPORTANCE SAMPLING FOR STATIC NETWORK RELIABILITY ESTIMATION WITH NODE FAILURES AND APPLICATION TO RAIL SYSTEMS
    Rai, Ajit
    Valenzuela, Rene C.
    Tuffin, Bruno
    Rubino, Gerardo
    Dersin, Pierre
    [J]. 2016 WINTER SIMULATION CONFERENCE (WSC), 2016, : 3201 - 3212
  • [22] Regularized Zero-Variance Control Variates
    South, L. F.
    Oates, C. J.
    Mira, A.
    Drovandi, C.
    [J]. BAYESIAN ANALYSIS, 2023, 18 (03): : 865 - 888
  • [23] VARIANCE ESTIMATION IN ADAPTIVE SEQUENTIAL MONTE CARLO
    Du, Qiming
    Guyader, Arnaud
    [J]. ANNALS OF APPLIED PROBABILITY, 2021, 31 (03): : 1021 - 1060
  • [24] Low-Variance and Zero-Variance Baselines for Extensive-Form Games
    Davis, Trevor
    Schmid, Martin
    Bowling, Michael
    [J]. 25TH AMERICAS CONFERENCE ON INFORMATION SYSTEMS (AMCIS 2019), 2019,
  • [25] Zero variance Markov chain Monte Carlo for Bayesian estimators
    Antonietta Mira
    Reza Solgi
    Daniele Imparato
    [J]. Statistics and Computing, 2013, 23 : 653 - 662
  • [26] Zero variance Markov chain Monte Carlo for Bayesian estimators
    Mira, Antonietta
    Solgi, Reza
    Imparato, Daniele
    [J]. STATISTICS AND COMPUTING, 2013, 23 (05) : 653 - 662
  • [27] Approximating zero-variance importance sampling in a reliability setting
    L'Ecuyer, Pierre
    Tuffin, Bruno
    [J]. ANNALS OF OPERATIONS RESEARCH, 2011, 189 (01) : 277 - 297
  • [28] Effective approximation of zero-variance simulation in a reliability setting
    L'Ecuyer, Pierre
    Tuffin, Bruno
    [J]. EUROPEAN SIMULATION AND MODELLING CONFERENCE 2007, 2007, : 48 - +
  • [29] Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
    Qian, E.
    Peherstorfer, B.
    O'Malley, D.
    Vesselinov, V. V.
    Willcox, K.
    [J]. SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2018, 6 (02): : 683 - 706
  • [30] ESTIMATION OF POPULATION VARIANCE IN CONTRIBUTON MONTE-CARLO
    SARKAR, PK
    PRASAD, MA
    [J]. NUCLEAR SCIENCE AND ENGINEERING, 1984, 87 (02) : 136 - 151
12345