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WSC
2007
13 years 10 months ago
Transformations for accelerating MCMC simulations with broken ergodicity
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...
Mark Fleischer
EOR
2006
62views more  EOR 2006»
13 years 7 months ago
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
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...
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong
MOR
2007
140views more  MOR 2007»
13 years 7 months ago
Adaptive Control Variates for Finite-Horizon Simulation
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...
Sujin Kim, Shane G. Henderson
QEST
2009
IEEE
14 years 2 months ago
Simulation-Based CTMC Model Checking: An Empirical Evaluation
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...
Joost-Pieter Katoen, Ivan S. Zapreev
WSCG
2001
90views more  WSCG 2001»
13 years 9 months ago
Photo-Realistic Simulation and Rendering of Halos
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...
Jean-Christophe Gonzato, Sylvain Marchand