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» Simulation sampling with live-points
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WSC
2007
13 years 10 months ago
Importance sampling of compounding processes
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Jose Blanchet, Bert Zwart
VALUETOOLS
2006
ACM
14 years 1 months ago
Splitting with weight windows to control the likelihood ratio in importance sampling
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 ...
Pierre L'Ecuyer, Bruno Tuffin
ICASSP
2007
IEEE
14 years 2 months ago
An Adaptive Algorithm for Sampling Two-Dimensional Fields using Mobile Sensors
In this paper, we propose an adaptive algorithm for sampling and reconstructing two-dimensional fields using mobile sensors that can move to designated locations to collect measu...
Huiyu Luo, Xiangming Kong, Gregory J. Pottie
WSC
1996
13 years 9 months ago
Supporting Manufacturing with Simulation: Model Design, Development, and Deployment
In this paper, we identify and discuss the features we believe are key to the successful use of simulation as a manufacturing support tool. The discussion begins with three sample...
Frank Chance, Jennifer Robinson, John W. Fowler
RECOMB
2002
Springer
14 years 8 months ago
Simulating a Coalescent Process with Recombination and Ascertainment
A new method is presented for use in simulating samples of disease and normal chromosomes bearing multiple linked genetic markers under a neutral model of mutation, genetic drift, ...
Ying Wang, Bruce Rannala