A new approach for overcoming broken ergodicity in Markov Chain Monte Carlo (MCMC) simulations of complex systems is described. The problem of broken ergodicity is often present i...
We propose a fully sequential indifference-zone selection procedure that is specifically for use within an optimization-via-simulation algorithm when simulation is costly, and par...
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
This paper provides an experimental study of the efficiency of simulation-based model-checking algorithms for continuous-time Markov chains by comparing: MRMC – the only tool t...
We present a technique for efficiently generating photo-realistic pictures of halos and inserting them into existing photographs. First, we describe an algorithm for producing ima...