Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Varianzreduktion"'
Autor:
Jakobi, Christoph
Effizienzsteigernde Methoden haben die Aufgabe, die Rechenzeit von Monte Carlo Simulationen zur Lösung von Strahlungstransportproblemen zu verringern. Dazu gehören weitergehende Quell- oder Geometrievereinfachungen und die Gewichtsfenstertechnik al
Externí odkaz:
https://tud.qucosa.de/id/qucosa%3A30866
https://tud.qucosa.de/api/qucosa%3A30866/attachment/ATT-0/
https://tud.qucosa.de/api/qucosa%3A30866/attachment/ATT-0/
Autor:
Jakobi, Christoph
Effizienzsteigernde Methoden haben die Aufgabe, die Rechenzeit von Monte Carlo Simulationen zur Lösung von Strahlungstransportproblemen zu verringern. Dazu gehören weitergehende Quell- oder Geometrievereinfachungen und die Gewichtsfenstertechnik al
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4179::4c03ae1d0f7fdf5999da3a6ff5e2050b
https://tud.qucosa.de/id/qucosa:30866
https://tud.qucosa.de/id/qucosa:30866
Autor:
Ameres, Jakob
The Monte Carlo Particle-In-Cell (PIC) method couples a particle density to a grid-based field solver resulting in particle noise. This noise can be quantified by stochastic methods and also be reduced by variance reduction methods such as control va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______518::42e61982855b49374fc6ff1893138698
https://mediatum.ub.tum.de/doc/1395335/document.pdf
https://mediatum.ub.tum.de/doc/1395335/document.pdf
Autor:
Bender, Christian, Moseler, Thilo
In this paper we explain how the importance sampling technique can be generalized from simulating expectations to computing the initial value of backward SDEs with Lipschitz continuous driver. By means of a measure transformation we introduce a varia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4ef46873be8ba80470ea576b7dd4d60a
https://hdl.handle.net/10419/32189
https://hdl.handle.net/10419/32189
Autor:
Tilke, Stephan
The objective of this paper is to study the effect of importance sampling (IS) techniques on stochastic credit portfolio optimization methods. I introduce a framework that leads to a reduction of volatility of resulting optimal portfolio asset weight
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::141a259cf223597ca22b9fd9f7782f71
Autor:
Baldacci F; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France., Mittone A; Department of Physics, LMU Munich, Germany; Faculty of Medicine, LMU Munich, Germany., Bravin A; European Synchrotron Radiation Facility, Grenoble, France., Coan P; Department of Physics, LMU Munich, Germany; Faculty of Medicine, LMU Munich, Germany., Delaire F; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France., Ferrero C; European Synchrotron Radiation Facility, Grenoble, France., Gasilov S; Department of Physics, LMU Munich, Germany., Létang JM; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France., Sarrut D; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France., Smekens F; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France., Freud N; Université de Lyon, CREATIS; CNRS UMR5220; Inserm U1044; INSA-Lyon; Université Lyon 1; Centre Léon Bérard, France. Electronic address: nicolas.freud@insa-lyon.fr.
Publikováno v:
Zeitschrift fur medizinische Physik [Z Med Phys] 2015 Mar; Vol. 25 (1), pp. 36-47. Date of Electronic Publication: 2014 Jun 25.
