This paper presents ISCLEs, a novel and robust analog design method that promises to scale with Moore’s Law, by doing boosting-style importance sampling on digital-sized circuit...
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 ...
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
Previous work on statistical language modeling has shown that it is possible to train a feed-forward neural network to approximate probabilities over sequences of words, resulting...