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WSC
2007
13 years 10 months ago
Non-linear control variates for regenerative steady-state simulation
We assume the existence of a parameterized family of control variates that could be used in a regenerative steady-state simulation. We show how such controls can be generated in t...
Sujin Kim, Shane G. Henderson
DATE
2008
IEEE
137views Hardware» more  DATE 2008»
14 years 2 months ago
SPARE - a Scalable algorithm for passive, structure preserving, Parameter-Aware model order REduction
In this paper we describe a flexible and efficient new algorithm for model order reduction of parameterized systems. The method is based on the reformulation of the parametric s...
Jorge Fernandez Villena, Luis Miguel Silveira
ISCAS
2008
IEEE
118views Hardware» more  ISCAS 2008»
14 years 2 months ago
Parameter variation analysis for voltage controlled oscillators in phase-locked loops
— A new oscillator sensitivity analysis that predicts the impact of parameter variations of a VCO in a PLL is presented in this paper. Sensitivities of an oscillator’s steady-s...
Igor Vytyaz, David C. Lee, Un-Ku Moon, Kartikeya M...
WSC
2007
13 years 10 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
GECCO
2004
Springer
14 years 1 months ago
Dynamic Limits for Bloat Control: Variations on Size and Depth
Abstract. We present two important variations on a recently successful bloat control technique, Dynamic Maximum Tree Depth, intended at further improving the results and extending ...
Sara Silva, Ernesto Costa