相关论文: Comparative Study on Reliability Estimation Using …
Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…
It is often necessary to make sampling-based statistical inference about many probability distributions in parallel. Given a finite computational resource, this article addresses how to optimally divide sampling effort between the samplers…
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 standard error has to be added to the…
The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…
A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…
Monte Carlo-transport codes are designed to simulate the complex neutron transport physics associated with nuclear systems. These codes are tasked with simulating phenomena such as temperature effects on cross-sections, thermo-physical…
For simulation models of pedestrian dynamics there are always the issues of calibration and validation. These are usually done by comparing measured properties of the dynamics found in observation, experiments and simulation in certain…
Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…
In this paper, we develop robust estimators and tests for one-shot device testing under proportional hazards assumption based on divergence measures. Through a detailed Monte Carlo simulation study and a numerical example, the developed…
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…
Process capability indices such as $C_{pk}$ are widely used in manufacturing quality control to support supplier qualification and product release decisions based on fixed acceptance thresholds (e.g., $C_{pk} \geq 1.33$). In practice, these…
Banks and financial institutions all over the world manage portfolios containing tens of thousands of customers. Not all customers are high credit-worthy, and many possess varying degrees of risk to the Bank or financial institutions that…
A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…
Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…
Numerical models are increasingly used for non-invasive diagnosis and treatment planning in coronary artery disease, where service-based technologies have proven successful in identifying hemodynamically significant and hence potentially…
CIPM published the Supplement I for GUM in 2008 as not only an alternative approach to estimate the uncertainty for a given calibration measurement but also as a proper uncertainty estimation one, whenever any of the conditions imposed in…
We calibrate a Natural History Model, which is a class of computer simulator used in the health industry, and here has been used to characterise bowel cancer incidence for the UK. The simulator tracks the development of bowel cancer in a…
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of…
In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered…
The effect of surface roughness on the structure of liquid crystalline fluids near solid substrates is studied by Monte Carlo simulations. The liquid crystal is modelled as a fluid of soft ellipsoidal molecules and the substrate is modelled…