Selecting conveniently the proposal kernel and the adjustment multiplier weights of the auxiliary particle filter may increase significantly the accuracy and computational efficie...
A new method of kernel density estimation with a varying adaptive window size is proposed. It is based on the socalled intersection of confidence intervals (ICI) rule. Several exa...
In this investigation, the problem of estimating the probability density function of a function of m independent identically distributed random variables, g(X1, X2, ..., Xm) is co...
The advent of distributed memory parallel muchines turns feasible the design and implementation of dedicated environments for distributed applications. This puper addresses such a...
Abstract. In this paper the design and validation of a high performance simulation is discussed that is of critical value to the feasibility study of the GRAIL project, the aim of ...
Jan F. de Ronde, G. Dick van Albada, Peter M. A. S...