What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
—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...
Alberto Bononi, Leslie A. Rusch, Amirhossein Ghazi...
Despite its ubiquitous presence, very little is known about the odds of winning the simple card game of Klondike Solitaire. The main goal of this paper is to investigate the use o...
We present a learning algorithm for non-parametric hidden Markov models with continuous state and observation spaces. All necessary probability densities are approximated using sa...
Abstract-- Cycle accurate simulation has long been the primary tool for micro-architecture design and evaluation. Though accurate, the slow speed often imposes constraints on the e...