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WSC
2004
13 years 10 months ago
A Large Deviations Perspective on Ordinal Optimization
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
Peter W. Glynn, Sandeep Juneja
JAMDS
2000
109views more  JAMDS 2000»
13 years 9 months ago
Robust estimation in Capital Asset Pricing Model
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
Wing-Keung Wong, Guorui Bian
QUESTA
2007
117views more  QUESTA 2007»
13 years 8 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
DATE
2008
IEEE
104views Hardware» more  DATE 2008»
14 years 3 months ago
A Novel Technique for Improving Temperature Independency of Ring-ADC
A new temperature compensation technique for ringoscillator-based ADC is proposed in this paper. It employs a novel fixed-number-based algorithm and a CTAT current biasing technol...
Shun Li, Hua Chen, Feng Zhou
ICASSP
2008
IEEE
14 years 3 months ago
Signal approximation using the bilinear transform
This paper explores the approximation properties of a unique basis expansion, which realizes a bilinear frequency warping between a continuous-time signal and its discrete-time re...
Archana Venkataraman, Alan V. Oppenheim