Thursday, November 21, 2019
Lecture K2: Variance Reduction Techniques, Part 2 (2019-11-21) – Antithetic Variates and Importance Sampling
This lecture covers Variance Reduction Techniques (VRT) for stochastic simulation, covering: Common Random Numbers (CRNs), Control Variates (CVs), Antithetic Variates (AVs), and Importance Sampling. The lecture mainly focuses on AVs and Importance sampling with an overview of CRN and CV topics covered in Part 1 of this lecture.
Subscribe to:
Post Comments (Atom)
Popular Posts
-
In this lecture, we go over course policies for the Fall 2022 session of IEE 475.
-
In this lecture, we wrap up the course content in IEE 475. We first do a quick overview of the four variance reduction techniques (VRT's...
-
In this lecture, we introduce the three different simulation methodologies (agent-based modeling, system dynamics modeling, and discrete eve...
-
This lecture section is a cumulative review of material from the semester and is meant to serve as a study guide for students preparing for ...
-
Today's lecture covers the basics of probability (including introduction to measure spaces) and random variables. We also go over some r...
-
In this lecture, we (nearly) finish our coverage of Input Modeling, where the focus of this lecture is on parameter estimation and assessing...
-
In this lecture, we continue to discuss hypothesis testing -- introducing parametric, non-parametric, exact, and non-exact tests and reviewi...
-
This lecture continues to discuss issues related to estimating absolute performance from transient and steady-state simulations (of terminat...
-
In this lecture, we review fundamentals of Discrete Event System (DES) simulation (e.g., entities, resources, activities, processes, delays,...
-
In this lecture, we introduce Industrial and Systems Engineering as a blend of science and engineering that necessitates model building. We ...
No comments:
Post a Comment