1689 search results - page 1 / 338 » Approximate zero-variance simulation |
IOR
2006
13 years 10 months ago
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
RECOMB
2007
Springer
14 years 11 months ago
2007
Springer
Abstract. Given the substantial computational requirements of stochastic simulation, approximation is essential for efficient analysis of any realistic biochemical system. This pap...
DATE
2003
IEEE
14 years 4 months ago
2003
IEEE
A new computational concept of timing jitter is proposed that is suitable for exploitation in circuit simulators. It is based on the approximation of computed noise characteristic...
ICCS
2001
Springer
14 years 3 months ago
2001
Springer
Abstract. The results of analytical approximations and extensive calculations based on a path integral Monte Carlo (PIMC) scheme are presented. A new (direct) PIMC method allows fo...