Importance Sampling for Nonlinear Oscillating Systems driven by Stationary Noise Using a Probability Measure Transformation

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

Nonlinear and Non-stationary Vibration Analysis for Mechanical Fault Detection by Using EMD-FFT Method

The Hilbert-Huang transform (HHT) is a powerful method for nonlinear and non-stationary vibrations analysis. This approach consists of two basic parts of empirical mode decomposition (EMD) and Hilbert spectral analysis (HSA). To achieve the reliable results, Bedrosian and Nuttall theorems should be satisfied. Otherwise, the phase and amplitude functions are mixed together and consequently, the ...

Data driven sampling of oscillating signals

The reduction of the number of samples is a key issue in signal processing for mobile applications. We investigate the link between the smoothness properties of a signal and the number of samples that can be obtained through a level crossing sampling procedure. The algorithm is analyzed and an upper bound of the number of samples is obtained in the worst case. The theoretical results are illust...

Phase Tuning in Synchronization of Nonlinear Master-slave Oscillating Systems Using Decomposition Method

Table-driven Adaptive Importance Sampling

Monte Carlo rendering algorithms generally rely on some form of importance sampling to evaluate the measurement equation. Most of these importance sampling methods only take local information into account, however, so the actual importance function used may not closely resemble the light distribution in the scene. In this paper, we present Table-driven Adaptive Importance Sampling (TAIS), a sam...