A Monte Carlo method for variance estimation for estimators based on induced smoothing

A Monte Carlo method for variance estimation for estimators based on induced smoothing.

An important issue in statistical inference for semiparametric models is how to provide reliable and consistent variance estimation. Brown and Wang (2005. Standard errors and covariance matrices for smoothed rank estimators. Biometrika 92: , 732-746) proposed a variance estimation procedure based on an induced smoothing for non-smooth estimating functions. Herein a Monte Carlo version is develo...

Zero variance Markov chain Monte Carlo for Bayesian estimators

A general purpose variance reduction technique for Markov chain Monte Carlo (MCMC) estimators, based on the zero-variance principle introduced in the physics literature, is proposed to evaluate the expected value, μf , of a function f with respect to a, possibly unnormalized, probability distribution π. In this context, a control variate approach, generally used for Monte Carlo simulation, is e...

On variance reduction of mean-CVaR Monte Carlo estimators

A Particle-Path based Method for Monte Carlo Density Estimation

Radiosity computation on scenes including objects with a complex geometry, or with a large number of faces and meshes with very different sizes, is very complex. We present a new method (based on the photon maps method 6) where density estimation on the tangent plane at each surface point is performed for irradiance computation by using photon paths instead of photon impacts. Other density esti...

application of upfc based on svpwm for power quality improvement

در سالهای اخیر،اختلالات کیفیت توان مهمترین موضوع می باشد که محققان زیادی را برای پیدا کردن راه حلی برای حل آن علاقه مند ساخته است.امروزه کیفیت توان در سیستم قدرت برای مراکز صنعتی،تجاری وکاربردهای بیمارستانی مسئله مهمی می باشد.مشکل ولتاژمثل شرایط افت ولتاژواضافه جریان ناشی از اتصال کوتاه مدار یا وقوع خطا در سیستم بیشتر مورد توجه می باشد. برای مطالعه افت ولتاژ واضافه جریان،محققان زیادی کار کرده ...