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» Performance modeling using Monte Carlo simulation
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AAAI
2004
13 years 10 months ago
Bayesian Inference on Principal Component Analysis Using Reversible Jump Markov Chain Monte Carlo
Based on the probabilistic reformulation of principal component analysis (PCA), we consider the problem of determining the number of principal components as a model selection prob...
Zhihua Zhang, Kap Luk Chan, James T. Kwok, Dit-Yan...
SIGSOFT
2007
ACM
14 years 9 months ago
State space exploration using feedback constraint generation and Monte-Carlo sampling
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
Sriram Sankaranarayanan, Richard M. Chang, Guofei ...
FPL
2007
Springer
106views Hardware» more  FPL 2007»
14 years 2 months ago
Monte Carlo Logarithmic Number System for Model Predictive Control
Simple algorithms can be analytically characterized, but such analysis is questionable or even impossible for more complicated algorithms, such as Model Predictive Control (MPC). ...
Panagiotis D. Vouzis, Sylvain Collange, Mark G. Ar...
WSC
2004
13 years 10 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
ICASSP
2011
IEEE
13 years 8 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