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ETT
2002
142views Education» more  ETT 2002»
13 years 4 months ago
Adaptive state- dependent importance sampling simulation of markovian queueing networks
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
Pieter-Tjerk de Boer, Victor F. Nicola
WSC
2007
13 years 7 months ago
Ant-based approach for determining the change of measure in importance sampling
Importance Sampling is a potentially powerful variance reduction technique to speed up simulations where the objective depends on the occurrence of rare events. However, it is cru...
Poul E. Heegaard, Werner Sandmann
QEST
2010
IEEE
13 years 2 months ago
Rare Event Simulation for Highly Dependable Systems with Fast Repairs
Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., suppor...
Daniël Reijsbergen, Pieter-Tjerk de Boer, Wer...
BMCBI
2007
147views more  BMCBI 2007»
13 years 4 months ago
Bias in random forest variable importance measures: Illustrations, sources and a solution
Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and relate...
Carolin Strobl, Anne-Laure Boulesteix, Achim Zeile...