Statistical Analysis of Fourier Transform Estimates: Monte Carlo and Stratified Sampling

2006 ◽  
Author(s):  
Elias Masly
Keyword(s):  
Monte Carlo ◽  
Fourier Transform ◽  
Statistical Analysis ◽  
Stratified Sampling

scholarly journals Genz and Mendell-Elston Estimation of the High-Dimensional Multivariate Normal Distribution

Algorithms ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 296
Author(s):  
Lucy Blondell ◽  
Mark Z. Kos ◽  
John Blangero ◽  
Harald H. H. Göring
Keyword(s):  
Monte Carlo ◽  
Statistical Analysis ◽  
Execution Time ◽  
Absolute Error ◽  
High Dimensional ◽  
Multivariate Normal ◽  
Multinomial Data ◽  
Efficient Performance ◽  
Simulation Based ◽  
Scale Characteristics

Statistical analysis of multinomial data in complex datasets often requires estimation of the multivariate normal (mvn) distribution for models in which the dimensionality can easily reach 10–1000 and higher. Few algorithms for estimating the mvn distribution can offer robust and efficient performance over such a range of dimensions. We report a simulation-based comparison of two algorithms for the mvn that are widely used in statistical genetic applications. The venerable Mendell-Elston approximation is fast but execution time increases rapidly with the number of dimensions, estimates are generally biased, and an error bound is lacking. The correlation between variables significantly affects absolute error but not overall execution time. The Monte Carlo-based approach described by Genz returns unbiased and error-bounded estimates, but execution time is more sensitive to the correlation between variables. For ultra-high-dimensional problems, however, the Genz algorithm exhibits better scale characteristics and greater time-weighted efficiency of estimation.

scholarly journals Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators

Bernoulli ◽  
2011 ◽  
Vol 17 (2) ◽  
pp. 592-608 ◽  
Author(s):  
Larry Goldstein ◽  
Yosef Rinott ◽  
Marco Scarsini
Keyword(s):  
Monte Carlo ◽  
Stratified Sampling ◽  
Sampling Techniques ◽  
Stochastic Comparisons

Monte Carlo kilovoltage X-ray tube simulation: A statistical analysis and compact simulation method

2020 ◽  
Vol 72 ◽  
pp. 80-87
Author(s):  
G.J. Bootsma ◽  
H. Nordström ◽  
M. Eriksson ◽  
D.A. Jaffray
Keyword(s):  
Monte Carlo ◽  
Statistical Analysis ◽  
Simulation Method ◽  
X Ray

Monte-Carlo statistical analysis of non-linear flying attitude

1995 ◽  
Vol 31 (6) ◽  
pp. 2988-2990 ◽  
Author(s):  
Yiao-Tee Hsia ◽  
Ciuter Chang
Keyword(s):  
Monte Carlo ◽  
Statistical Analysis ◽  
Non Linear ◽  
Flying Attitude
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