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Monte Carlo Analysis
Primary Statistics of Uncertainty Analysis
If the netlist contains swept parameters or .ALTER blocks, Eldo generates multiple .mcm files.
In this case, each .mcm file corresponds to the Monte Carlo analysis that Eldo performed for
particular values of the circuit parameters and a particular configuration of the circuit. Refer to
“Monte Carlo Analysis With a Varying Circuit” on page 419 for more information. The first
part of each .mcm file contains the following section:
Where:
==> Analysis Included in Outer Loop : yes
Index in Loop : 3
Number of Outer Parameters : 1
List of Outer Parameters:
-------------------------
Param 1 PVG : 4.0000000e-01
• Index in Loop identifies the Monte Carlo analysis that the .mcm file corresponds to. For
example, if a circuit parameter is swept through 7 values, Index in Loop will range from
1 to 7 in the .mcm files.
• Number of Outer Parameters is the total number of swept parameters and .ALTER
blocks in the netlist.
• List of Outer Parameters lists the values that any swept parameters were set to before
Eldo performed the Monte Carlo analysis. List of Outer Parameters also indicates which
.ALTER block was in force, if any, with 0 representing the unmodified netlist.
Model Adequacy Checking for Model-Based MC
In practice, no surrogate model will represent its simulator with perfect validity. What is
searched are “good enough” surrogate models to capture the central tendency.
The problem of assessing a modeling method for prediction is classically solved by evaluating
the test-error. The method consists in dividing the dataset into two parts: a training set for
regression R, and a test set T. The regression set is used to fit the models and the test set is used
for assessment of the test-error of the optimal model. It is the prediction error over an
independent test sample T of finite size. This gives the sample approximation:
The regression set R is fixed, and the test error refers to the error for this specified regression
set. Classical estimators associated to the prediction error are the following:
• RMSE — Root Mean Squared Error
476
Eldo® User's Manual, 15.3