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» Dependence Modeling for Stochastic Simulation
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TSP
2008
121views more  TSP 2008»
13 years 8 months ago
Stochastic Analysis of the LMS Algorithm for System Identification With Subspace Inputs
This paper studies the behavior of the low-rank least mean squares (LMS) adaptive algorithm for the general case in which the input transformation may not capture the exact input s...
Neil J. Bershad, José Carlos M. Bermudez, J...
WSC
2004
13 years 10 months ago
Simulation Optimization Using Balanced Explorative and Exploitative Search
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Andrei A. Prudius, Sigrún Andradótti...
ESCIENCE
2007
IEEE
14 years 3 months ago
Model-Driven Simulation of Grid Scheduling Strategies
Simulation studies of Grid scheduling strategies require representative workloads to produce dependable results. Real production Grid workloads have shown diverse correlation stru...
Hui Li, Rajkumar Buyya
ICPR
2004
IEEE
14 years 10 months ago
Surface Sculpting with Stochastic Deformable 3D Surfaces
This paper introduces a new stochastic surface model for deformable 3D surfaces and demonstrates its utility for the purpose of 3D sculpting. This is the problem of simple-touse a...
Andrew R. Willis, Jasper Speicher, David B. Cooper
WSC
2007
13 years 11 months ago
Replicated batch means for steady-state simulations with initial transients
We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
Christos Alexopoulos, Sigrún Andradó...