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WSC
2007
13 years 11 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber
CAL
2006
13 years 9 months ago
Performance modeling using Monte Carlo simulation
Abstract-- Cycle accurate simulation has long been the primary tool for micro-architecture design and evaluation. Though accurate, the slow speed often imposes constraints on the e...
Ram Srinivasan, Jeanine Cook, Olaf M. Lubeck
CVPR
2009
IEEE
15 years 1 months ago
Tracking of a Non-Rigid Object via Patch-based Dynamic Appearance Modeling and Adaptive Basin Hopping Monte Carlo Sampling
We propose a novel tracking algorithm for the target of which geometric appearance changes drastically over time. To track it, we present a local patch-based appearance model and p...
Junseok Kwon (Seoul National University), Kyoung M...
CSSC
2010
121views more  CSSC 2010»
13 years 6 months ago
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
Dinghai Xu
ICASSP
2011
IEEE
13 years 19 days ago
Sequential Monte Carlo method for parameter estimation in diffusion models of affinity-based biosensors
Estimation of the amounts of target molecules in realtime affinity-based biosensors is studied. The problem is mapped to inferring the parameters of a temporally sampled diffusio...
Manohar Shamaiah, Xiaohu Shen, Haris Vikalo