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» Overlapping Variance Estimators for Simulation
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ANSS
1996
IEEE
13 years 11 months ago
Computation of the Asymptotic Bias and Variance for Simulation of Markov Reward Models
The asymptotic bias and variance are important determinants of the quality of a simulation run. In particular, the asymptotic bias can be used to approximate the bias introduced b...
Aad P. A. van Moorsel, Latha A. Kant, William H. S...
NIPS
2001
13 years 8 months ago
Variance Reduction Techniques for Gradient Estimates in Reinforcement Learning
Policy gradient methods for reinforcement learning avoid some of the undesirable properties of the value function approaches, such as policy degradation (Baxter and Bartlett, 2001...
Evan Greensmith, Peter L. Bartlett, Jonathan Baxte...
TSP
2008
178views more  TSP 2008»
13 years 7 months ago
Monte Carlo Methods for Channel, Phase Noise, and Frequency Offset Estimation With Unknown Noise Variances in OFDM Systems
In this paper, we address the problem of orthogonal frequency-division multiplexing (OFDM) channel estimation in the presence of phase noise (PHN) and carrier frequency offset (CFO...
F. Septier, Yves Delignon, A. Menhaj-Rivenq, Chris...
WSC
2007
13 years 9 months ago
Low bias integrated path estimators
We consider the problem of estimating the time-average variance constant for a stationary process. A previous paper described an approach based on multiple integrations of the sim...
James M. Calvin
WSC
2007
13 years 9 months ago
Feasibility study of variance reduction in the logistics composite model
The Logistics Composite Model (LCOM) is a stochastic, discrete-event simulation that relies on probabilities and random number generators to model scenarios in a maintenance unit ...
George P. Cole III, Alan W. Johnson, J. O. Miller