1297 search results - page 5 / 260 » Hyperdynamics Importance Sampling |
JMLR
2010
13 years 2 months ago
2010
A continuous time Bayesian network (CTBN) uses a structured representation to describe a dynamic system with a finite number of states which evolves in continuous time. Exact infe...
WSC
2007
13 years 9 months ago
2007
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
WSC
2004
13 years 8 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
TNN
2008
13 years 7 months ago
2008
Previous work on statistical language modeling has shown that it is possible to train a feed-forward neural network to approximate probabilities over sequences of words, resulting...
QUESTA
2007
13 years 7 months ago
2007
Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306– 1346, 2007), to...