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» Approximate zero-variance simulation
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IOR
2006
163views more  IOR 2006»
13 years 5 months ago
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
T. P. I. Ahamed, Vivek S. Borkar, S. Juneja
RECOMB
2007
Springer
14 years 5 months ago
Production-Passage-Time Approximation: A New Approximation Method to Accelerate the Simulation Process of Enzymatic Reactions
Abstract. Given the substantial computational requirements of stochastic simulation, approximation is essential for efficient analysis of any realistic biochemical system. This pap...
Hiroyuki Kuwahara, Chris J. Myers
DATE
2003
IEEE
105views Hardware» more  DATE 2003»
13 years 10 months ago
Approximation Approach for Timing Jitter Characterization in Circuit Simulators
A new computational concept of timing jitter is proposed that is suitable for exploitation in circuit simulators. It is based on the approximation of computed noise characteristic...
Mark M. Gourary, Sergey G. Rusakov, Sergey L. Ulya...
ICCS
2001
Springer
13 years 9 months ago
Path Integral Monte Carlo Simulations and Analytical Approximations for High-Temperature Plasmas
Abstract. The results of analytical approximations and extensive calculations based on a path integral Monte Carlo (PIMC) scheme are presented. A new (direct) PIMC method allows fo...
V. Filinov, M. Bonitz, D. Kremp, W.-D. Kraeft, V. ...