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WSC
1998
15 years 3 months ago
Stopping Criterion for a Simulation-Based Optimization Method
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
Sigurdur Ólafsson, Leyuan Shi
CSDA
2007
92views more  CSDA 2007»
15 years 2 months ago
On the estimation of the linear relation when the error variances are known
The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
H. Schneeweiss, H. Shalabh
ICPP
2007
IEEE
15 years 8 months ago
Parallel Algorithms for Bayesian Indoor Positioning Systems
We present two parallel algorithms and their Unified Parallel C implementations for Bayesian indoor positioning systems. Our approaches are founded on Markov Chain Monte Carlo si...
Konstantinos Kleisouris, Richard P. Martin
AUTOMATICA
2010
96views more  AUTOMATICA 2010»
15 years 2 months ago
On resampling and uncertainty estimation in Linear System Identification
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...
Simone Garatti, Robert R. Bitmead
97
Voted
FS
2006
84views more  FS 2006»
15 years 2 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers