Recursive variance reduction in reliability analysis
Resumen:
Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context.
| 2014 | |
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Stochastic binary system Network reliability Recursive variance reduction Crude Monte Carlo |
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| Inglés | |
| Universidad de la República | |
| COLIBRI | |
| http://hdl.handle.net/20.500.12008/5170 | |
| Acceso abierto | |
| Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
| _version_ | 1807522945371734016 |
|---|---|
| author | Canale, Eduardo |
| author2 | Cancela, Héctor Romero, Pablo Robledo Amoza, Franco Rafael |
| author2_role | author author author |
| author_facet | Canale, Eduardo Cancela, Héctor Romero, Pablo Robledo Amoza, Franco Rafael |
| author_role | author |
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| collection | COLIBRI |
| dc.contributor.filiacion.es.fl_str_mv | Canale Eduardo, Universidad de la República (Uruguay). Facultad de Ingenieria. Cancela Héctor, Universidad de la República (Uruguay). Facultad de Ingenieria. Romero Pablo, Universidad de la República (Uruguay). Facultad de Ingenieria. Robledo Franco, Universidad de la República (Uruguay). Facultad de Ingenieria. |
| dc.creator.none.fl_str_mv | Canale, Eduardo Cancela, Héctor Romero, Pablo Robledo Amoza, Franco Rafael |
| dc.date.accessioned.none.fl_str_mv | 2015-12-14T12:52:52Z |
| dc.date.available.none.fl_str_mv | 2015-12-14T12:52:52Z |
| dc.date.issued.none.fl_str_mv | 2014 |
| dc.description.abstract.none.fl_txt_mv | Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context. |
| dc.format.extent.es.fl_str_mv | 11 p. |
| dc.format.mimetype.en.fl_str_mv | aplication/pdf |
| dc.identifier.citation.es.fl_str_mv | CANALE, E., CANCELA, H., ROMERO, P., y otros. "Recursive variance reduction in reliability analysis". Montevideo : UR.FI-INCO, 2014. Reportes Técnicos 14-15. |
| dc.identifier.issn.none.fl_str_mv | 0797-6410 |
| dc.identifier.uri.none.fl_str_mv | http://hdl.handle.net/20.500.12008/5170 |
| dc.language.iso.none.fl_str_mv | en eng |
| dc.publisher.es.fl_str_mv | UR.FI-INCO |
| dc.relation.ispartof.none.fl_str_mv | Reportes Técnicos 14-15 |
| dc.rights.license.none.fl_str_mv | Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
| dc.rights.none.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.source.none.fl_str_mv | reponame:COLIBRI instname:Universidad de la República instacron:Universidad de la República |
| dc.subject.en.fl_str_mv | Stochastic binary system Network reliability Recursive variance reduction Crude Monte Carlo |
| dc.title.none.fl_str_mv | Recursive variance reduction in reliability analysis |
| dc.type.es.fl_str_mv | Reporte técnico |
| dc.type.none.fl_str_mv | info:eu-repo/semantics/report |
| dc.type.version.none.fl_str_mv | info:eu-repo/semantics/publishedVersion |
| description | Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context. |
| eu_rights_str_mv | openAccess |
| format | report |
| id | COLIBRI_b2195669686296b62ddf2080906822bb |
| identifier_str_mv | CANALE, E., CANCELA, H., ROMERO, P., y otros. "Recursive variance reduction in reliability analysis". Montevideo : UR.FI-INCO, 2014. Reportes Técnicos 14-15. 0797-6410 |
| instacron_str | Universidad de la República |
| institution | Universidad de la República |
| instname_str | Universidad de la República |
| language | eng |
| language_invalid_str_mv | en |
| network_acronym_str | COLIBRI |
| network_name_str | COLIBRI |
| oai_identifier_str | oai:colibri.udelar.edu.uy:20.500.12008/5170 |
| publishDate | 2014 |
| reponame_str | COLIBRI |
| repository.mail.fl_str_mv | mabel.seroubian@seciu.edu.uy |
| repository.name.fl_str_mv | COLIBRI - Universidad de la República |
| repository_id_str | 4771 |
| rights_invalid_str_mv | Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
| spelling | Canale Eduardo, Universidad de la República (Uruguay). Facultad de Ingenieria.Cancela Héctor, Universidad de la República (Uruguay). Facultad de Ingenieria.Romero Pablo, Universidad de la República (Uruguay). Facultad de Ingenieria.Robledo Franco, Universidad de la República (Uruguay). Facultad de Ingenieria.2015-12-14T12:52:52Z2015-12-14T12:52:52Z2014CANALE, E., CANCELA, H., ROMERO, P., y otros. "Recursive variance reduction in reliability analysis". Montevideo : UR.FI-INCO, 2014. Reportes Técnicos 14-15.0797-6410http://hdl.handle.net/20.500.12008/5170Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context.Submitted by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2015-12-14T12:52:52Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) TR1415.pdf: 161750 bytes, checksum: ca7e404c8e908287d86164deb80c5254 (MD5)Made available in DSpace on 2015-12-14T12:52:52Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) TR1415.pdf: 161750 bytes, checksum: ca7e404c8e908287d86164deb80c5254 (MD5) Previous issue date: 201411 p.aplication/pdfenengUR.FI-INCOReportes Técnicos 14-15Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0)Stochastic binary systemNetwork reliabilityRecursive variance reductionCrude Monte CarloRecursive variance reduction in reliability analysisReporte técnicoinfo:eu-repo/semantics/reportinfo:eu-repo/semantics/publishedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaCanale, EduardoCancela, HéctorRomero, PabloRobledo Amoza, Franco RafaelLICENSElicense.txtlicense.txttext/plain; charset=utf-84267http://localhost:8080/xmlui/bitstream/20.500.12008/5170/5/license.txt6429389a7df7277b72b7924fdc7d47a9MD55CC-LICENSElicense_urllicense_urltext/plain; charset=utf-849http://localhost:8080/xmlui/bitstream/20.500.12008/5170/2/license_url4afdbb8c545fd630ea7db775da747b2fMD52license_textlicense_texttext/html; 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- Universidad de la Repúblicafalse |
| spellingShingle | Recursive variance reduction in reliability analysis Canale, Eduardo Stochastic binary system Network reliability Recursive variance reduction Crude Monte Carlo |
| status_str | publishedVersion |
| title | Recursive variance reduction in reliability analysis |
| title_full | Recursive variance reduction in reliability analysis |
| title_fullStr | Recursive variance reduction in reliability analysis |
| title_full_unstemmed | Recursive variance reduction in reliability analysis |
| title_short | Recursive variance reduction in reliability analysis |
| title_sort | Recursive variance reduction in reliability analysis |
| topic | Stochastic binary system Network reliability Recursive variance reduction Crude Monte Carlo |
| url | http://hdl.handle.net/20.500.12008/5170 |
