A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
Many scientific and engineering applications, which are increasingly being ported from software to reconfigurable platforms, require Gaussian-distributed random numbers. Thus, the...
Hassan Edrees, Brian Cheung, McCullen Sandora, Dav...
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...