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First order control variates algorithm for reliability analysis of engineering structures

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0 Published in 2020 at "Applied Mathematical Modelling"

DOI: 10.1016/j.apm.2019.07.049

Abstract: Abstract This study introduces an efficient method for safety evaluation of the structures with small failure probability. The proposed approach reformulates basic failure probability formula based on control variates method and suggests to firstly substitute… read more here.

Keywords: control variates; limit state; first order; reliability analysis ... See more keywords

Adaptive importance sampling and control variates

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0 Published in 2020 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2019.123608

Abstract: Abstract We construct and investigate an adaptive variance reduction framework in which both importance sampling and control variates are employed. The three lines (Monte Carlo averaging and two variance reduction parameter search lines) run in… read more here.

Keywords: control variates; variance; importance sampling; variance reduction ... See more keywords

Flexible and efficient estimation of causal effects with error-prone exposures: a control variates approach for measurement error.

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0 Published in 2024 at "Biometrics"

DOI: 10.1093/biomtc/ujaf151

Abstract: Exposure measurement error is a ubiquitous but often overlooked challenge in causal inference with observational data. Existing methods accounting for exposure measurement error largely rely on restrictive parametric assumptions, while emerging data-adaptive estimation approaches allow… read more here.

Keywords: control variates; measurement error; estimation; causal ... See more keywords

Control Variates for Constrained Variables

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1 Published in 2022 at "IEEE Signal Processing Letters"

DOI: 10.1109/lsp.2022.3221347

Abstract: Numerical Bayesian inference methods typified by Markov chain Monte Carlo generate a set of samples from a probability distribution. When using real-valued samples to approximate the expectation of a random variable, the variance of the… read more here.

Keywords: constrained variables; variates constrained; variance; control variates ... See more keywords

Geometric Integration for Neural Control Variates

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0 Published in 2025 at "Computer Graphics Forum"

DOI: 10.1111/cgf.70275

Abstract: Control variates are a variance‐reduction technique for Monte Carlo integration. The principle involves approximating the integrand by a function that can be analytically integrated, and integrating using the Monte Carlo method only the residual difference… read more here.

Keywords: integration; control variates; control; integration neural ... See more keywords