In this paper we show the power of sampling techniques in designing efficient distributed algorithms. In particular, we show that using sampling techniques, on some networks, sele...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
Abstract. Random sampling is an important tool in the design of parallel algorithms. Using random sampling it is possible to obtain simple parallel algorithms which are e cient in ...
An exceedingly large number of scientific and engineering fields are confronted with the need for computer simulations to study complex, real world phenomena or solve challenging ...
Dirk Gorissen, Ivo Couckuyt, Piet Demeester, Tom D...
Sequential importance sampling (SIS), also known as particle filtering, has drawn increasing attention recently due to its superior performance in nonlinear and non-Gaussian dynam...
Yan Zhai, Mark B. Yeary, Joseph P. Havlicek, Jean-...