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» Overlapping Variance Estimators for Simulation
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ICASSP
2008
IEEE
14 years 1 months ago
Performance analysis of the cepstral technique for frequency-domain optical-coherence tomography
Recently, we proposed a noniterative cepstral technique for exact signal recovery in frequency-domain optical-coherence tomography. In this paper, we address the influence of mea...
S. Chandra Sekhar, Michael Unser
AUTOMATICA
2005
89views more  AUTOMATICA 2005»
13 years 7 months ago
Instrumental variable methods for closed-loop system identification
In this paper, several instrumental variable (IV) and instrumental variable-related methods for closed-loop system identification are considered and set in an extended IV framewor...
Marion Gilson, Paul M. J. Van den Hof
ESM
2000
13 years 8 months ago
Filtered Gibbs sampler for estimating blocking probabilities in WDM optical networks
Blocking probabilities in Wavelength Division Multiplex optical networks are hard to compute for realistic sized systems, even though analytical formulas for the distribution exis...
Felisa J. Vázquez-Abad, Lachlan L. H. Andre...
VALUETOOLS
2006
ACM
14 years 1 months ago
Splitting with weight windows to control the likelihood ratio in importance sampling
Importance sampling (IS) is the most widely used efficiency improvement method for rare-event simulation. When estimating the probability of a rare event, the IS estimator is the ...
Pierre L'Ecuyer, Bruno Tuffin
WSC
2007
13 years 9 months ago
SBatch: a spaced batch means procedure for simulation analysis
We discuss SBatch, a simplified procedure for steady-state simulation analysis that is based on spaced batch means, incorporating many advantages of its predecessorsASAP3 and WAS...
Emily K. Lada, James R. Wilson