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» Simulation sampling with live-points
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QEST
2010
IEEE
13 years 6 months ago
Rare Event Simulation for Highly Dependable Systems with Fast Repairs
Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., suppor...
Daniël Reijsbergen, Pieter-Tjerk de Boer, Wer...
HPCA
2005
IEEE
14 years 9 months ago
Characterizing and Comparing Prevailing Simulation Techniques
Due to the simulation time of the reference input set, architects often use alternative simulation techniques. Although these alternatives reduce the simulation time, what has not...
Joshua J. Yi, Sreekumar V. Kodakara, Resit Sendag,...
WSC
2008
13 years 11 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
WSC
2001
13 years 10 months ago
Accounting for input model and parameter uncertainty in simulation
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...
Faker Zouaoui, James R. Wilson
MCS
2010
Springer
13 years 7 months ago
2D vertex modeling for the simulation of grain growth and related phenomena
A vertex model for the simulation of grain growth and grain boundary migration is developed and its implementation is explained in detail. The utilization of the model is also exe...
L. A. Barrales Mora