Abstract
We consider the Importance Sampling Monte Carlo (ISMC) as a reference probability estimator for estimating very small probabilities in the context of analog circuits design. We propose a surrogate based hybrid ISMC method to accelerate the estimation of probabilities when the budget of simulations is limited. The Kriging model is used as a surrogate of the simulator because it provides the uncertainties around the predictions that are useful to obtain confidence bounds for any model predictions, and consequently for the probability estimators.
Original language | English |
---|---|
Title of host publication | 2017 IEEE 21st Workshop on Signal and Power Integrity, SPI 2017 - Proceedings |
Place of Publication | Piscataway |
Publisher | Institute of Electrical and Electronics Engineers |
Number of pages | 4 |
ISBN (Electronic) | 978-1-5090-5616-3 |
DOIs | |
Publication status | Published - 7 Jun 2017 |
Event | 21th IEEE Workshop on Signal and Power Integrity (SPI 2017), 7-10 May 2017, Lake Maggiore (Baveno), Italy - Lake Maggiore (Baveno), Italy Duration: 7 May 2017 → 10 May 2017 http://www.spi2017.org/home.asp |
Workshop
Workshop | 21th IEEE Workshop on Signal and Power Integrity (SPI 2017), 7-10 May 2017, Lake Maggiore (Baveno), Italy |
---|---|
Abbreviated title | SPI 2017 |
Country/Territory | Italy |
City | Lake Maggiore (Baveno) |
Period | 7/05/17 → 10/05/17 |
Internet address |