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The process chain in optical measurement techniques can be subdivided into four main components: the camera system, the object
range, the network design and the analysis system. The included influenc...
Efficient Monte Carlo Simulation of Security Prices
Efficient Monte Carlo Simulation Security Prices
2015/7/8
This paper provides an asymptotically efficient algorithm for the allocation of computing resources to the problem of Monte Carlo integration of continuous-time security prices. The tradeoff between i...
How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
Cross-entropy Rare-event probability estimation Screening Simulation
2015/7/6
In this work we show how to resolve, at least partially, the curse of dimensionality of likelihood ratios (LRs) while using importance sampling (IS) to estimate the performance of high-dimensional Mon...
MONTE CARLO SIMULATION FRAMEWORK FOR TMT
Extremely Large Telescopes Performance Modeling Statistical Modeling
2015/5/12
This presentation describes a strategy for assessing the performance of the Thirty Meter Telescope (TMT). A Monte
Carlo Simulation Framework has been developed to combine optical modeling with Compu...
Quasi Monte Carlo Simulation of Stochastic String Model
Quasi Monte Carlo Simulation Stochastic String Model
2015/3/20
Quasi Monte Carlo Simulation of Stochastic String Model.
Monte Carlo Simulation to Study Propagation of Light through Biological Tissues
Monte Carlo Simulation Light Propagation Absorption Coefficient Scattering Coefficient Tumor Hypoxia Photoacoustic Tomography
2015/1/12
Photoacoustic Imaging is a non-invasive optical imaging modality used to image biological tissues. In this method, a pulsating laser illuminates a region of tissues to be imaged, which then generates ...
Computing the Bayes Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution
Markov chain Bayes Factor
2014/12/22
Computation of the marginal likelihood from a simulated posterior distribution is central to Bayesian model selection but is computationally difficult. I argue that the marginal likelihood can be reli...
Reliability Assessment of a Power Grid with Customer Operated CHP Systems Using Monte Carlo Simulation
Power Grid Customer Operated CHP Systems Monte Carlo Simulation
2014/10/23
This thesis presents a method for reliability assessment of a power grid with distributed generation providing support to the system. The distributed generation units considered for this assessment ar...
Multi-step magnetization of the Ising model on a Shastry–Sutherland lattice:a Monte Carlo simulation
Multi-step magnetization Ising model Shastry–Sutherland lattice Monte Carlo simulation
2016/12/2
The magnetization behaviors and spin configurations of the classical Ising model on a Shastry-Sutherland lattice are investigated using Monte Carlo simulations, in order to understand the fascinating ...
Using high performance computing and Monte Carlo simulation for pricing american options
High performance computing NVidia CUDA GPGPU finance Monte Carlo American options
2012/6/5
High performance computing (HPC) is a very attractive and relatively new area of research, which gives promising results in many applications. In this paper HPC is used for pricing of American options...
MONTE-CARLO- SIMULATION FOR ACCURACY ASSESSMENT OF A SINGLE CAMERA NAVIGATION SYSTEM
Medicine 6DOF-Navigation Monte-Carlo- Simulation Single camera solutions Accuracy assessment
2014/4/28
The paper describes a simulation-based optimization of an optical tracking system that is used as a 6DOF navigation system for neurosurgery. Compared to classical system used in clinical navigation, t...
A Monte Carlo simulation for the assessment of Bayesian updating in dynamic systems
Bayesian updating Monte Carlo Failure probability Complexity Dynamic
2012/4/22
The aim of this paper is to explore the effectiveness of Bayesian updating, especially in dynamic systems, where failure probability is variant in time. Through the use of Monte Carlo simulation it wa...
GPU-based fast Monte Carlo simulation for radiotherapy dose calculation
GPU-based Monte Carlo simulation radiotherapy dose calculation
2011/8/4
Abstract: Monte Carlo (MC) simulation is commonly considered to be the most accurate dose calculation method in radiotherapy. However, its efficiency still requires improvement for many routine clinic...
System Level Numerical Analysis of a Monte Carlo Simulation of the E. Coli Chemotaxis
Numerical Analysis Monte Carlo Simulation the E. Coli Chemotaxis
2010/11/16
Over the past few years it has been demonstrated that "coarse timesteppers" establish a link between traditional numerical analysis and microscopic/ stochastic simulation. The underlying assumption o...
On the Savety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study
Savety Loading Chain Ladder Estimates Monte Carlo Simulation Study
2010/10/21
A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder...