We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Consider a stable open Jackson Network with a tree topology. Customers arrive at the single root of the tree. The system is stable in the sense that the average service rate at ea...
— Bayesian networks play a key role in decision support within health care. Physicians rely on Bayesian networks to give medical treatment, generate what-if scenarios, and other ...
In this paper we introduce Refractor Importance Sampling (RIS), an improvement to reduce error variance in Bayesian network importance sampling propagation under evidential reason...