Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability

碩士 === 國立臺灣科技大學 === 資訊管理系 === 95 === A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is...

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Bibliographic Details
Main Authors:	Yen-Han Huang, 黃彥翰
Other Authors:	Wei-Ning Yang
Format:	Others
Language:	zh-TW
Published:	2007
Online Access:	http://ndltd.ncl.edu.tw/handle/ejzg9e

id	ndltd-TW-095NTUS5396077
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spelling	ndltd-TW-095NTUS53960772019-05-15T19:48:55Z http://ndltd.ncl.edu.tw/handle/ejzg9e Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability 以遞迴變異數縮減演算法與控制變數法估計網路可靠度 Yen-Han Huang 黃彥翰碩士國立臺灣科技大學資訊管理系 95 A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is shown to be unbiased. Emprical results show that the proposed estimator outpeform current works. Wei-Ning Yang 楊維寧 2007 學位論文 ; thesis 51 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立臺灣科技大學 === 資訊管理系 === 95 === A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is shown to be unbiased. Emprical results show that the proposed estimator outpeform current works.
author2	Wei-Ning Yang
author_facet	Wei-Ning Yang Yen-Han Huang 黃彥翰
author	Yen-Han Huang 黃彥翰
spellingShingle	Yen-Han Huang 黃彥翰 Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
author_sort	Yen-Han Huang
title	Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
title_short	Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
title_full	Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
title_fullStr	Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
title_full_unstemmed	Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
title_sort	recursive variance reduction algorithm with control variate for estimating stochastic network reliability
publishDate	2007
url	http://ndltd.ncl.edu.tw/handle/ejzg9e
work_keys_str_mv	AT yenhanhuang recursivevariancereductionalgorithmwithcontrolvariateforestimatingstochasticnetworkreliability AT huángyànhàn recursivevariancereductionalgorithmwithcontrolvariateforestimatingstochasticnetworkreliability AT yenhanhuang yǐdìhuíbiànyìshùsuōjiǎnyǎnsuànfǎyǔkòngzhìbiànshùfǎgūjìwǎnglùkěkàodù AT huángyànhàn yǐdìhuíbiànyìshùsuōjiǎnyǎnsuànfǎyǔkòngzhìbiànshùfǎgūjìwǎnglùkěkàodù
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Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability

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