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» Performance modeling using Monte Carlo simulation
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WSC
2004
13 years 10 months ago
A Unified Approach for Finite-Dimensional, Rare-Event Monte Carlo Simulation
We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
Zhi Huang, Perwez Shahabuddin
CMPB
2007
86views more  CMPB 2007»
13 years 8 months ago
Monte Carlo simulation of latanoprost induced iris darkening
We show that it is possible to construct numerical models of eye colour from first principles. Our initial model assumes that the important optical interactions occur only in the a...
K. P. B. Cracknell, Damian J. J. Farnell, I. Grier...
ICML
2009
IEEE
14 years 9 months ago
Monte-Carlo simulation balancing
In this paper we introduce the first algorithms for efficiently learning a simulation policy for Monte-Carlo search. Our main idea is to optimise the balance of a simulation polic...
David Silver, Gerald Tesauro
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
BMCBI
2011
13 years 3 months ago
PhyloSim - Monte Carlo simulation of sequence evolution in the R statistical computing environment
Background: The Monte Carlo simulation of sequence evolution is routinely used to assess the performance of phylogenetic inference methods and sequence alignment algorithms. Progr...
Botond Sipos, Tim Massingham, Gregory E. Jordan, N...