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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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 |
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Others
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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.
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Wei-Ning Yang |
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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 |
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1719095501036453888 |