216 search results - page 15 / 44 » Overlapping Variance Estimators for Simulation |
IOR
2008
13 years 7 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
WSC
2004
13 years 8 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
TIT
2002
13 years 7 months ago
2002
In this paper, the influence of a point spectrum on large sample statistics of the autoregressive (AR) spectral estimator is addressed. In particular, the asymptotic distributions ...
IFIP
2003
Springer
14 years 20 days ago
2003
Springer
This paper introduces a method that computes an estimation of the bit error rate (BER) based on the RAKE receiver soft output only. For this method no knowledge is needed about the...
PIMRC
2008
IEEE
14 years 1 months ago
2008
IEEE
—We consider the Bayesian inference of a random Gaussian vector in a linear model with a random Gaussian matrix. We review two approaches to finding the MAP estimator for this m...