45 search results - page 3 / 9 » Weighted Importance Sampling Techniques for Monte Carlo Radi... |
VLSID
2005
IEEE
14 years 7 months ago
2005
IEEE
In this article we address efficiency issues in implementation of Monte Carlo algorithm for 3D capacitance extraction. Error bounds in statistical capacitance estimation are discus...
CCE
2004
13 years 7 months ago
2004
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
WSC
2004
13 years 8 months ago
2004
We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
WSC
2000
13 years 8 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
DATE
2010
IEEE
14 years 15 days ago
2010
IEEE
—We present a new technique for statistical static timing analysis (SSTA) based on Markov chain Monte Carlo (MCMC), that allows fast and accurate estimation of the right-hand tai...