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COMPUTING
2006
130views more  COMPUTING 2006»
13 years 7 months ago
Dynamic Data Driven Simulations in Stochastic Environments
To improve the predictions in dynamic data driven simulations (DDDAS) for subsurface problems, we propose the permeability update based on observed measurements. Based on measurem...
Craig C. Douglas, Yalchin Efendiev, Richard E. Ewi...
WSC
2004
13 years 9 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
WSC
2007
13 years 10 months ago
Indifference-zone subset selection procedures: using sample means to improve efficiency
Two-stage selection procedures have been widely studied and applied in determining the required sample size (i.e., the number of replications or batches) for selecting the best of...
E. Jack Chen
ICCAD
2009
IEEE
152views Hardware» more  ICCAD 2009»
13 years 5 months ago
Adaptive sampling for efficient failure probability analysis of SRAM cells
In this paper, an adaptive sampling method is proposed for the statistical SRAM cell analysis. The method is composed of two components. One part is the adaptive sampler that manip...
Javid Jaffari, Mohab Anis
WSC
2007
13 years 10 months ago
Sequential sampling for solving stochastic programs
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
Güzin Bayraksan, David P. Morton