{"id":"https://openalex.org/W2038456708","doi":"https://doi.org/10.1109/icecs.2008.4675097","title":"Variance reduction techniques for Monte Carlo simulations. A parameterizable FPGA approach","display_name":"Variance reduction techniques for Monte Carlo simulations. A parameterizable FPGA approach","publication_year":2008,"publication_date":"2008-08-01","ids":{"openalex":"https://openalex.org/W2038456708","doi":"https://doi.org/10.1109/icecs.2008.4675097","mag":"2038456708"},"language":"en","primary_location":{"id":"doi:10.1109/icecs.2008.4675097","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icecs.2008.4675097","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 15th IEEE International Conference on Electronics, Circuits and Systems","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025250680","display_name":"Pedro Echeverr\u00eda","orcid":null},"institutions":[{"id":"https://openalex.org/I88060688","display_name":"Universidad Polit\u00e9cnica de Madrid","ror":"https://ror.org/03n6nwv02","country_code":"ES","type":"education","lineage":["https://openalex.org/I88060688"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Pedro Echeverria","raw_affiliation_strings":["Department of Electronic Engineering, Universidad Polit\u00e9cnica de Madrid, Spain","Dept. of Electron. Eng., Univ. Politec. de Madrid, Madrid"],"affiliations":[{"raw_affiliation_string":"Department of Electronic Engineering, Universidad Polit\u00e9cnica de Madrid, Spain","institution_ids":["https://openalex.org/I88060688"]},{"raw_affiliation_string":"Dept. of Electron. Eng., Univ. Politec. de Madrid, Madrid","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045572211","display_name":"Marisa L\u00f3pez\u2010Vallejo","orcid":"https://orcid.org/0000-0002-3833-524X"},"institutions":[{"id":"https://openalex.org/I88060688","display_name":"Universidad Polit\u00e9cnica de Madrid","ror":"https://ror.org/03n6nwv02","country_code":"ES","type":"education","lineage":["https://openalex.org/I88060688"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Marisa Lopez-Vallejo","raw_affiliation_strings":["Department of Electronic Engineering, Universidad Polit\u00e9cnica de Madrid, Spain","Dept. of Electron. Eng., Univ. Politec. de Madrid, Madrid"],"affiliations":[{"raw_affiliation_string":"Department of Electronic Engineering, Universidad Polit\u00e9cnica de Madrid, Spain","institution_ids":["https://openalex.org/I88060688"]},{"raw_affiliation_string":"Dept. of Electron. Eng., Univ. Politec. de Madrid, Madrid","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5097173631","display_name":"Jose Maria Pesquero","orcid":null},"institutions":[{"id":"https://openalex.org/I133498377","display_name":"Banco Bilbao Vizcaya Argentaria (Spain)","ror":"https://ror.org/0537dnd74","country_code":"ES","type":"company","lineage":["https://openalex.org/I133498377"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Jose Maria Pesquero","raw_affiliation_strings":["Global Markets, BBVA","Global Markets, BBVA, Spain"],"affiliations":[{"raw_affiliation_string":"Global Markets, BBVA","institution_ids":[]},{"raw_affiliation_string":"Global Markets, BBVA, Spain","institution_ids":["https://openalex.org/I133498377"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025250680"],"corresponding_institution_ids":["https://openalex.org/I88060688"],"apc_list":null,"apc_paid":null,"fwci":0.6932,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.74875351,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1296","last_page":"1299"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10904","display_name":"Embedded Systems Design Techniques","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.9084567427635193},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.8366050720214844},{"id":"https://openalex.org/keywords/latin-hypercube-sampling","display_name":"Latin hypercube sampling","score":0.7345158457756042},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6849435567855835},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.6051149368286133},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.5484389662742615},{"id":"https://openalex.org/keywords/random-number-generation","display_name":"Random number generation","score":0.48574668169021606},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.4847550094127655},{"id":"https://openalex.org/keywords/computational-science","display_name":"Computational science","score":0.4656432867050171},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.43682754039764404},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.42282649874687195},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.41112056374549866},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.40478086471557617},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.3905269205570221},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.33212995529174805},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.21060186624526978},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16495883464813232},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15828409790992737},{"id":"https://openalex.org/keywords/computer-hardware","display_name":"Computer hardware","score":0.13726496696472168},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.07908576726913452}],"concepts":[{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.9084567427635193},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.8366050720214844},{"id":"https://openalex.org/C20820323","wikidata":"https://www.wikidata.org/wiki/Q6496514","display_name":"Latin hypercube sampling","level":3,"score":0.7345158457756042},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6849435567855835},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.6051149368286133},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.5484389662742615},{"id":"https://openalex.org/C201866948","wikidata":"https://www.wikidata.org/wiki/Q228206","display_name":"Random number generation","level":2,"score":0.48574668169021606},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.4847550094127655},{"id":"https://openalex.org/C459310","wikidata":"https://www.wikidata.org/wiki/Q117801","display_name":"Computational science","level":1,"score":0.4656432867050171},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.43682754039764404},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.42282649874687195},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.41112056374549866},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.40478086471557617},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.3905269205570221},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.33212995529174805},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.21060186624526978},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16495883464813232},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15828409790992737},{"id":"https://openalex.org/C9390403","wikidata":"https://www.wikidata.org/wiki/Q3966","display_name":"Computer hardware","level":1,"score":0.13726496696472168},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07908576726913452},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icecs.2008.4675097","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icecs.2008.4675097","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 15th IEEE International Conference on Electronics, Circuits and Systems","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.44999998807907104,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1602773783","https://openalex.org/W1965612527","https://openalex.org/W1980864082","https://openalex.org/W2008818007","https://openalex.org/W2051277798","https://openalex.org/W2099578699","https://openalex.org/W2120577120","https://openalex.org/W2164369012","https://openalex.org/W4235566839","https://openalex.org/W4299653587"],"related_works":["https://openalex.org/W2313927419","https://openalex.org/W2753019263","https://openalex.org/W2049791232","https://openalex.org/W4250783442","https://openalex.org/W2574792121","https://openalex.org/W2292634092","https://openalex.org/W4248662691","https://openalex.org/W4401639799","https://openalex.org/W1979154598","https://openalex.org/W2065756054"],"abstract_inverted_index":{"In":[0],"this":[1],"work":[2],"we":[3,69],"present":[4],"how":[5],"variance":[6],"reduction":[7,21],"techniques":[8,22,73],"can":[9],"be":[10],"applied":[11],"to":[12],"Monte":[13,27,88],"Carlo":[14,28,89],"simulations":[15,29,36],"on":[16,74],"an":[17,75],"FPGA":[18,76],"platform.":[19],"Variance":[20],"improve":[23],"the":[24,32,40,66],"accuracy":[25],"of":[26,34],"without":[30],"increasing":[31],"number":[33],"individual":[35],"required,":[37],"and":[38,42,49],"consequently,":[39],"time":[41],"resources":[43],"needed.":[44],"Two":[45],"techniques,":[46],"Stratified":[47],"Sampling":[48],"Latin":[50],"Hypercube,":[51],"have":[52,70],"been":[53],"implemented":[54],"with":[55],"a":[56,82,84],"parameterizable":[57],"architecture":[58],"that":[59],"additionally":[60],"allows":[61],"different":[62],"configurations.":[63],"To":[64],"verify":[65],"proposed":[67],"approach":[68],"integrated":[71],"these":[72],"Gaussian":[77],"Random":[78],"Number":[79],"Generator,":[80],"obtaining":[81],"complete":[83],"hardware":[85],"accelerator":[86],"for":[87],"simulations.":[90]},"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}