16 search results - page 2 / 4 » An Introduction to Monte Carlo Methods and Rare Event Simula... |
GLOBECOM
2009
IEEE
14 years 3 days ago
2009
IEEE
—The Multicanonical Monte Carlo (MMC) technique is a new form of adaptive importance sampling (IS). Thanks to its blind adaptation algorithm, it does not require an in-depth syst...
WSC
2004
13 years 6 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
BMCBI
2011
12 years 12 months ago
2011
Background: The Monte Carlo simulation of sequence evolution is routinely used to assess the performance of phylogenetic inference methods and sequence alignment algorithms. Progr...
SIGSOFT
2007
ACM
14 years 6 months ago
2007
ACM
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
SIGGRAPH
1992
ACM
13 years 9 months ago
1992
ACM
We describe a physically-based Monte Carlo technique for approximating bidirectional reflectance distribution functions (BRDFs) for a large class of geometries by directly simulat...