AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...
We introduce a new sequential importance sampling (SIS) algorithm which propagates in time a Monte Carlo approximation of the posterior fixed-lag smoothing distribution of the symb...
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...
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
A novel approach for event summarization and rare event detection is proposed. Unlike conventional methods that deal with event summarization and rare event detection independently...