1237 search results - page 10 / 248 » Simulation sampling with live-points |
ETT
2002
13 years 7 months ago
2002
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is appli...
WSC
2007
13 years 10 months ago
2007
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 ...
WSC
2004
13 years 9 months ago
2004
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...
WSC
1997
13 years 9 months ago
1997
A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
CORR
2004
Springer
13 years 7 months ago
2004
Springer
Mapping the Internet generally consists in sampling the network from a limited set of sources by using traceroute-like probes. This methodology, akin to the merging of different s...