Performance analysis of an improved 3D PET Monte Carlo simulation and scatter correction

Author(s):  
C.H. Holdworth ◽  
C.S. Levin ◽  
M. Janecek ◽  
M. Dahlbom ◽  
E.J. Hoffman
2002 ◽  
Vol 49 (1) ◽  
pp. 83-89 ◽  
Author(s):  
C.H. Holdsworth ◽  
C.S. Levin ◽  
M. Janecek ◽  
M. Dahlbom ◽  
E.J. Hoffman

2005 ◽  
Vol 50 (20) ◽  
pp. 4823-4840 ◽  
Author(s):  
Olivier Barret ◽  
T Adrian Carpenter ◽  
John C Clark ◽  
Richard E Ansorge ◽  
Tim D Fryer

2016 ◽  
Vol 53 (2) ◽  
pp. 531-542 ◽  
Author(s):  
Je Guk Kim

Abstract We present an asymptotically optimal importance sampling for Monte Carlo simulation of the Laplace transform of exponential Brownian functionals which plays a prominent role in many disciplines. To this end we utilize the theory of large deviations to reduce finding an asymptotically optimal importance sampling measure to solving a calculus of variations problem. Closed-form solutions are obtained. In addition we also present a path to the test of regularity of optimal drift which is an issue in implementing the proposed method. The performance analysis of the method is provided through the Dothan bond pricing model.


2017 ◽  
Vol 62 (10) ◽  
pp. 4017-4030 ◽  
Author(s):  
Yoshiyuki Hirano ◽  
Kazuhiro Koshino ◽  
Hidehiro Iida

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