Consider a stable open Jackson Network with a tree topology. Customers arrive at the single root of the tree. The system is stable in the sense that the average service rate at ea...
The sequential importance sampling (SIS) algorithm has gained considerable popularity for its empirical success. One of its noted applications is to the binary contingency tables p...
In this paper, a new integrated particle filter is proposed for video object tracking. After particles are generated by importance sampling, each particle is regressed on the tran...
Importance Sampling is a potentially powerful variance reduction technique to speed up simulations where the objective depends on the occurrence of rare events. However, it is cru...
This paper considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jacksonian two-n...
Denis I. Miretskiy, Werner R. W. Scheinhardt, Mich...