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Optimizing the in vivo monitoring of female workers using in vivo measurement...
To optimize the monitoring of female workers using in vivo spectrometry measurements, it is necessary to correct the typical calibration coefficients obtained with the... -
A fast Monte-Carlo method with a Reduced Basis of Control Variates applied to...
International audience -
MTTF Estimation Using Importance Sampling on Markov Models
Very complex systems occur nowadays quite frequently in many technological areas and they are often required to comply with high dependability standards. To study... -
A Randomized Quasi-Monte Carlo Method for the Simulation of Product-form Loss...
In this paper, we use low discrepancy sequences as a variance reduction tool for the Monte Carlo simulation of loss models in broadband telecommunicat- ion networks.... -
A Monte Carlo Simulation of the Flow Network Reliability using Importance and...
We consider the evaluation of the flow network reliability parameter. Because the exact evaluation of this parameter has exponential time complexity- , simulation... -
Numerical methods for homogenization : applications to random media
In this thesis we investigate numerical methods for the homogenization of materials the structures of which, at fine scales, are characterized by random... -
Minimum variance importance sampling via Population Monte Carlo
International audience -
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression
In this paper, we propose a variance reduction method for quantile regressions with endogeneity problems. First, we derive the asymptotic distribution of two-stage... -
Preliminary control variates to improve empirical regression methods
International audience -
Nucleation and growth probabilistic models for powders transformation
This work focuses on powder transformations using the Mampel model, i.e. proceeding by surfacic nucleation and isotropic growth. In the first part, using a... -
Importance Sampling and Statistical Romberg method
The efficiency of Monte Carlo simulations is significantly improved when implemented with variance reduction methods. Among these methods we focus on the popular... -
A non linear approximation method for solving high dimensional partial differ...
International audience
