Variance Reduction with Monte Carlo Estimates ofError Rates in Multivariate Classi

نویسندگان

  • C Weihs
  • G Calzolari
چکیده

In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classiication.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Planar and SPECT Monte Carlo acceleration using a variance reduction technique in I131 imaging

Background: Various variance reduction techniques such as forced detection (FD) have been implemented in Monte Carlo (MC) simulation of nuclear medicine in an effort to decrease the simulation time while keeping accuracy. However most of these techniques still result in very long MC simulation times for being implemented into routine use. Materials and Methods: Convolution-based force...

متن کامل

An Efficiency Studying of an Ion Chamber Simulation Using Vriance Reduction Techniques with EGSnrc

Background: Radiotherapy is an important technique of cancer treatment using ionizing radiation. The determination of total dose in reference conditions is an important contribution to uncertainty that could achieve 2%. The source of this uncertainty comes from cavity theory that relates the in-air cavity dose and the dose to water. These correction factors are determined from Monte Carlo calcu...

متن کامل

Monte Carlo Construction of Hedging Strategies against Multi-asset European Claims

For evaluating a hedging strategy we have to know at every instant the solution of the Cauchy problem for a parabolic equation (the value of the hedging portfolio) and its derivatives (the deltas). We suggest to nd these magnitudes by Monte Carlo simulation of the corresponding system of stochastic di erential equations using weak solution schemes. It turns out that with one and the same contro...

متن کامل

Multivariate Extensions of Nonlinear Control Variates and Concomitants of Order Statistics

We develop multivariate extensions to two variance reduction techniques { nonlinear control variates for estimating expected values, and concomitants of order statistics for estimating a distribution (including expected values, probabilities, and percentiles). We allow the relationship between Y and the X variables to be nonlinear, and consider two cases { where the relationship is additive, an...

متن کامل

Error analysis of estimators that use combinations of stochastic sampling strategies for direct illumination

We present a theoretical analysis of error of combinations of Monte Carlo estimators used in image synthesis. Importance sampling and multiple importance sampling are popular variance-reduction strategies. Unfortunately, neither strategy improves the rate of convergence of Monte Carlo integration. Jittered sampling (a type of stratified sampling), on the other hand is known to improve the conve...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1999