Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties

Reasoning Under Uncertainty: Some Monte Carlo Results

A series of monte carlo studies were performed to compare the behavior of some alternative procedures for reasoning under uncertainty. The behavior of several Bayesian, linear model and default reasoning procedures were examined in the context of increasing levels of calibration error. The most interesting result is that Bayesian procedures tended to output more extreme posterior belief values ...

Optimum Monte Carlo Simulations: Some Exact Results

Abstract. We obtain exact results for the acceptance ratio and mean squared displacement in Monte Carlo simulations of the simple harmonic oscillator in D dimensions. When the trial displacement is made uniformly in the radius, we demonstrate that the results are independent of the dimensionality of the space. We also study the dynamics of the process via a spectral analysis and we obtain an ac...

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

Some Properties of the CCFM Monte Carlo - SMALLXL

Large Sample Properties of Weighted Monte Carlo Estimators

A general approach to improving simulation accuracy uses information about auxiliary control variables with known expected values to improve the estimation of unknown quantities. We analyze weighted Monte Carlo estimators that implement this idea by applying weights to independent replications. The weights are chosen to constrain the weighted averages of the control variables. We distinguish tw...