Exit Condition for Probabilistic Assessment Using Monte Carlo Method

نویسندگان
چکیده

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

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Probabilistic Path Hamiltonian Monte Carlo

6. Appendix 6.1. Properties of the phylogenetic posterior distribution Assumption 2.3 for the phylogenetic posterior distribution. Recall that L(⌧, q) denotes the likelihood function of the tree T = (⌧, q), we have U(⌧, q) = logL(⌧, q) log ⇡0(⌧, q) Since log ⇡0(⌧, q) is assumed to satisfy the Assumption 2.3, we just need to prove that the phylogenetic likelihood function is smooth while each or...

متن کامل

Probabilistic Path Hamiltonian Monte Carlo

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general spaces. For example, phylogenetic (evolutionary) trees are defined in terms of both a discrete graph and associated continuous parameters; although one can rep...

متن کامل

Probabilistic Multi Objective Optimal Reactive Power Dispatch Considering Load Uncertainties Using Monte Carlo Simulations

Optimal Reactive Power Dispatch (ORPD) is a multi-variable problem with nonlinear constraints and continuous/discrete decision variables. Due to the stochastic behavior of loads, the ORPD requires a probabilistic mathematical model. In this paper, Monte Carlo Simulation (MCS) is used for modeling of load uncertainties in the ORPD problem. The problem is formulated as a nonlinear constrained mul...

متن کامل

Method of Moments Using Monte Carlo Simulation

We present a computational approach to the method of moments using Monte Carlo simulation. Simple algebraic identities are used so that all computations can be performed directly using simulation draws and computation of the derivative of the log-likelihood. We present a simple implementation using the Newton-Raphson algorithm, with the understanding that other optimization methods may be used ...

متن کامل

Optimization of a SPECT system for imaging of 90Y in liver using Monte Carlo method

Introduction: Acquiring a high quality image has assigned an important concern for obtaining accurate diagnosis in nuclear medicine. Detector and collimator are critical component of Single Photon Emission Computed Tomography (SPECT) imaging system for giving accurate information from exact pattern of radionuclide distribution in the target organ. The images are strongly affect...

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

ژورنال

عنوان ژورنال: Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series

سال: 2010

ISSN: 1804-4824,1213-1962

DOI: 10.2478/v10160-010-0014-3