Searched for: subject:"Importance%5C+Sampling"
(1 - 8 of 8)
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Richa, Eduardo (author)
The detection of unusual behavior plays a crucial role in the prevention of illegal and harmful activities such as smuggling, piracy, arms trading, human trafficking and illegal immigration. Also for military applications, it is useful to detect anomalous behavior to provide an alert for potential threats, especially with the more recent...
master thesis 2018
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Butter, Sjoerd (author)
Pipe laying projects are getting more challenging due to increasing operational depth of pipeline. The increasing depth requires more of the strength and load bearing capability of the pipeline and its girth welds. The assessment method used for checking the integrity of flaws in girth welds is called Engineering Critical Assessment (ECA) and is...
master thesis 2018
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Roest, Raoul (author)
In tegenstelling tot een Europese optie, is de prijs van een Amerikaanse optie vaak niet te berekenen met behulp van standaard analysemethoden. Om toch een optieprijs te kunnen bepalen, wordt er gebruik gemaakt van simulatiemethoden. In stochastische modellen, gebaseerd op zogenoemde arbitragevrije prijsbepalingen, is de optieprijs gelijk aan de...
bachelor thesis 2017
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Rhomberg, Matthieu (author)
Optimization of structures in a domain with large uncertainties is rather difficult. This also applies for the offshore wind energy sector. For current offshore wind energy development locations with monopile-based support structures the fatigue limit state is the driving design criteria. These analyses are connected with long time domain...
master thesis 2017
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Oosterlo, P. (author)
In this thesis, a method was developed, with which the infragravity waves and morphological changes of a sandy foreshore are included in the calculation of the probability of dike failure due to wave overtopping. Constructing a natural foreshore in front of the dike can be an attractive and innovative method to decrease the failure probability....
master thesis 2015
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Scholten, F.J.M. (author)
Toepassing importance sampling op credit risk probleem met onafhankelijke schuldenaren.
bachelor thesis 2015
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Cox, P.B. (author)
Verification of rare cascading events in interconnected Markov processes are of high interest in energy grids, computer networks, and banking systems. Small defaults may lead to a global cascade of failures in the network. In this work, the rare events of contagious bankruptcies of the interconnected banking system are verified by three adaptive...
master thesis 2013
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Boks, A. (author)
Nowadays, Monte Carlo integration is a popular tool for estimating high-dimensional, complex integrals. Its scope of application can be widened if ways can be found to produce estimates with smaller variance at the same computational cost. Variance reduction techniques aim to accomplish this. In particular, using importance sampling with the so...
master thesis 2012
Searched for: subject:"Importance%5C+Sampling"
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