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WSC
2004
13 years 10 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
TSP
2008
91views more  TSP 2008»
13 years 8 months ago
A Sequential Monte Carlo Method for Motif Discovery
We propose a sequential Monte Carlo (SMC)-based motif discovery algorithm that can efficiently detect motifs in datasets containing a large number of sequences. The statistical di...
Kuo-ching Liang, Xiaodong Wang, Dimitris Anastassi...
ICASSP
2011
IEEE
13 years 20 days ago
Sequential Monte Carlo Radio-Frequency tomographic tracking
Radio Frequency (RF) tomographic tracking is the process of tracking moving targets by analyzing changes of attenuation in wireless transmissions. This paper presents a novel sequ...
Yunpeng Li, Xi Chen, Mark Coates, Bo Yang
JCC
2006
110views more  JCC 2006»
13 years 9 months ago
Using internal and collective variables in Monte Carlo simulations of nucleic acid structures: Chain breakage/closure algorithm
: This article describes a method for solving the geometric closure problem for simplified models of nucleic acid structures by using the constant bond lengths approximation. The r...
Heinz Sklenar, Daniel Wüstner, Remo Rohs
CAV
2004
Springer
202views Hardware» more  CAV 2004»
14 years 2 months ago
Statistical Model Checking of Black-Box Probabilistic Systems
Abstract. We propose a new statistical approach to analyzing stochastic systems against specifications given in a sublogic of continuous stochastic logic (CSL). Unlike past numeri...
Koushik Sen, Mahesh Viswanathan, Gul Agha