We introduce a new sequential importance sampling (SIS) algorithm which propagates in time a Monte Carlo approximation of the posterior fixed-lag smoothing distribution of the symb...
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
In this paper we consider sampling based fitted value iteration for discounted, large (possibly infinite) state space, finite action Markovian Decision Problems where only a gener...
In this paper, we present a variational Bayesian (VB) approach to computing the interval estimates for nonhomogeneous Poisson process (NHPP) software reliability models. This appr...
Hiroyuki Okamura, Michael Grottke, Tadashi Dohi, K...
In some applications objects are known to have nonsmooth or “jagged” edges, which are not well approximated by smooth curves. We use subdivision curves as a simple but flexib...