A random-discretization based Monte Carlo method for numerical integration

List of Tables 2.7 Variance of Importance Sampling 3.1 Comparison of IS and AIS 4.7 Performance comparison between IS and SOIR for example 4 4.2 Performance comparison between IS ancl SOIR in example b Comparison of IS, AIS and SOiR in example 7 Numerical Comparison of AIS and SOIR of Example 8,ComparisonofTransformation rnethod and SOIR in Keister (1996) example 5.4 Value of ó¡ for Genz test functions 5.5 Numerical Results for Three Genz Test Functions 24 5.1 5.2 It d.J 34 46 É.t UJ 67 71 9, and 10 Capstick and 74 -r t¿ 76 vi List of Figures 2.7 Linear importance sampler fot g(r) with respect to the value of b 23 2.2 Variance of Ρ,n as a function of b, Example 2 25 3.1 2-D Normal distribution contour and density graphs 33 3.2 Distribution of g(r) in example 4 . .35 3.3 Valiance of.Ρ,n as a function of b, Example 4' 37 4.7 sampling region of g(r) Between IS and soIR in example 4 . . . . .47 4.2 Distribution of g(x) of example 5 . .50 4.3 Sampling region of g@) with IS and SOIR in example 5 . . .52 b.1 Histogram of rnarginal distribution of exarnple 6 ovel initial importance sampling region 63 5.2 Histogram of rnarginal distribution of example 6 over irnproved impor- tance sampling region 64 b.3 Histograrn of marginal clistribution of example 7 over improved impor- tance samPling region 66 5.4 Histograrn of marginal distlibution of exarnple 8 over importance re- gion-part1 70 b.bHistogr-am of marginal distribution of exarnple 8 over importance re- gion -part 2 b.6 Histogram of marginal distlibution of the five-dimensional mixture beta distribution after 4th iteration by using SOIR 77 v11 78 5.7 Histograrn of malginal distribution of Capstick and Keister (1996) ex- ample over importance region -part 1 .79 5.8 Histograrn of rnarginal distribution of Capstick and Keister (1996) ex- ampleoverimportanceregion-part2... 80 5.9 Histogram of marginal distribution of Genz Ploduct Peak test function over initial importance region 81 5.10 Histogram of marginal clistribution of Genz Product Peak test function over final irnportance region 82 5.11 Histogranì of marginal distribution of Genz Corner Peak test function over initial importance region 83 5.12 Histogram of marginal distribution of Genz Cornel Peak test function over final importance region 84 5.13 Histogram of marginal distribution of Genz Continuous test function over initial importance region 85 5.14 Histogram of marginal distribution of Genz Continuous test function ovel final importance region 86 vlll

Récupéré en direct depuis OpenAlex et désinversé. Les résumés ne sont pas conservés dans cette base de données : les index inversés représentent 8,6 Go des 9,3 Go de texte de la base, et le serveur dispose de 13 Go libres.