Title :
Study of optimal importance sampling in Monte Carlo estimation of average quality index
Author :
Keramat, Mansour ; Kielbasa, Richard
Author_Institution :
Ecole Superieure d´´Electr., Gif-sur-Yvette, France
fDate :
31 May-3 Jun 1998
Abstract :
In this paper, the optimal importance sampling, which is a variance reduction technique in Monte Carlo estimation, is theoretically studied in the case of electronic circuits. To the best of our knowledge, this problem has not previously been studied in electronic circuits. In this study, the theoretical basis of the optimal importance sampling is developed in the case where no approximate model of the circuit responses is given. Simulation results show good agreement with the theoretical basis
Keywords :
Monte Carlo methods; estimation theory; integrated circuit design; integrated circuit yield; Monte Carlo estimation; average quality index; electronic circuits; optimal importance sampling; variance reduction technique; Electronic circuits; Gravity; Monte Carlo methods; Optimization methods; Probability density function; Sampling methods; State estimation; Stochastic processes; Yield estimation;
Conference_Titel :
Circuits and Systems, 1998. ISCAS '98. Proceedings of the 1998 IEEE International Symposium on
Conference_Location :
Monterey, CA
Print_ISBN :
0-7803-4455-3
DOI :
10.1109/ISCAS.1998.705223
