Let K be a polytope in Rn defined by m linear inequalities. We give a new Markov Chain algorithm to draw a nearly uniform sample from K. The underlying Markov Chain is the first t...
This paper presents a hardware architecture for non-uniform random number generation, which allows the generator's distribution to be modified at run-time without reconfigura...
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
The Common Reference String (CRS) model equips all protocol participants with a common string that is sampled from a pre-specified distribution, say the uniform distribution. Thi...
Abstract. This paper is concerned with the reliable inference of optimal treeapproximations to the dependency structure of an unknown distribution generating data. The traditional ...