Related papers: Comparative Study on Reliability Estimation Using …
Positive and negative likelihood ratios are parameters which are used to assess and compare the effectiveness of binary diagnostic tests. Both parameters only depend on the sensitivity and specificity of the diagnostic test and are…
Modern coordinate measurement machines (CMM) are universal tools to measure geometric features of complex three-dimensional workpieces. To use them as reliable means of quality control, the suitability of the device for the specific…
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations. More precisely, we propose stochastic numerical quadratures…
Factorial designs are frequently used in different fields of science, e.g. psychological, medical or biometric studies. Standard approaches, as the ANOVA $F$-test, make different assumptions on the distribution of the error terms, the…
Ab initio Monte Carlo simulations have been performed to determine the equilibrium properties of liquid lithium and lithium clusters at different temperatures. First-principles density-functional methods were employed to calculate the…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…
The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and…
The construction industry faces increasingly more significant pressure to reduce resource consumption, minimise waste, and enhance environmental performance. Towards the transition to a circular economy in the construction industry, one of…
Designing clinical trials requires evaluating multiple operating characteristics (OCs), such as the likelihood of an early stopping decision, the probability of detecting a treatment effect, and the Type I error rate. In most cases, these…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by $p$, is possibly much larger than the sample size $n$. There is a variety of economic applications where solving this…
This paper deals with the problem of estimating the volume of the excursion set of a function $f:\mathbb{R}^d \to \mathbb{R}$ above a given threshold, under a probability measure on $\mathbb{R}^d$ that is assumed to be known. In the…
New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…
Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…
Two different Reverse Monte Carlo strategies, 'RMC++' and 'RMCPOW', have been compared for determining the microscopic structure of some liquid and amorphous solid systems on the basis of neutron diffraction measurements. The first, '$g(r)$…
Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…
In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…