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QUESTA
2007
117views more  QUESTA 2007»
13 years 7 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
STOC
1997
ACM
125views Algorithms» more  STOC 1997»
13 years 11 months ago
An Interruptible Algorithm for Perfect Sampling via Markov Chains
For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...
James Allen Fill
APPROX
2005
Springer
111views Algorithms» more  APPROX 2005»
14 years 1 months ago
Sampling Bounds for Stochastic Optimization
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
Moses Charikar, Chandra Chekuri, Martin Pál
IJCAI
2001
13 years 9 months ago
Approximate inference for first-order probabilistic languages
A new, general approach is described for approximate inference in first-order probabilistic languages, using Markov chain Monte Carlo (MCMC) techniques in the space of concrete po...
Hanna Pasula, Stuart J. Russell
SIAMJO
2008
72views more  SIAMJO 2008»
13 years 7 months ago
A Sample Approximation Approach for Optimization with Probabilistic Constraints
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed