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» Analysis of stochastic dual dynamic programming method
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WSC
1998
13 years 9 months ago
LABATCH.2: Software for Statistical Analysis of Simulation Sample Path Data
LABATCH.2 is a collection of computer programs available in C, FORTRAN, and SIMSCRIPT II.5 by anonymous ftp, at http://www.or.unc.edu/gfish/labatch.2.html. It performs statistical...
George S. Fishman
APPT
2007
Springer
13 years 10 months ago
A Parallel BSP Algorithm for Irregular Dynamic Programming
Dynamic programming is a widely applied algorithm design technique in many areas such as computational biology and scientific computing. Typical applications using this technique a...
Malcolm Yoke-Hean Low, Weiguo Liu, Bertil Schmidt
SPIN
2000
Springer
14 years 2 days ago
Communication Topology Analysis for Concurrent Programs
Abstract. In this article, we address the problem of statically determining an approximation of the communication topology of concurrent programs. These programs may contain dynami...
Matthieu Martel, Marc Gengler
ICML
2007
IEEE
14 years 9 months ago
A permutation-augmented sampler for DP mixture models
We introduce a new inference algorithm for Dirichlet process mixture models. While Gibbs sampling and variational methods focus on local moves, the new algorithm makes more global...
Percy Liang, Michael I. Jordan, Benjamin Taskar
WCE
2007
13 years 9 months ago
Scenario Generation Employing Copulas
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
Kristina Sutiene, Henrikas Pranevicius