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TOMACS
2011
139views more  TOMACS 2011»
13 years 5 months ago
The double CFTP method
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
Luc Devroye, Lancelot F. James
FPL
2008
Springer
111views Hardware» more  FPL 2008»
14 years 9 days ago
Sampling from the exponential distribution using independent Bernoulli variates
The exponential distribution is a key distribution in many event-driven Monte-Carlo simulations, where it is used to model the time between random events in the system. This paper...
David B. Thomas, Wayne Luk
MMAS
2011
Springer
13 years 5 months ago
Scalable Bayesian Reduced-Order Models for Simulating High-Dimensional Multiscale Dynamical Systems
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
Phaedon-Stelios Koutsourelakis, Elias Bilionis
WSC
2007
14 years 1 months ago
Simulating air traffic blockage due to convective weather conditions
A Monte Carlo methodology is proposed for simulating air traffic blockage patterns under the impact of convective weather. The simulation utilizes probabilistic convective weather...
Liling Ren, Dawei Chang, Senay Solak, John-Paul Cl...
ECCV
2004
Springer
15 years 20 days ago
An MCMC-Based Particle Filter for Tracking Multiple Interacting Targets
Abstract. We describe a Markov chain Monte Carlo based particle filter that effectively deals with interacting targets, i.e., targets that are influenced by the proximity and/or be...
Zia Khan, Tucker R. Balch, Frank Dellaert