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ASPDAC
2007
ACM
133views Hardware» more  ASPDAC 2007»
13 years 8 months ago
Modeling Sub-90nm On-Chip Variation Using Monte Carlo Method for DFM
- For sub-90nm technology nodes and below, random fluctuations of within-die physical process properties are also known as random on-chip variation (OCV). It impacts on the VLSI/So...
Jun-Fu Huang, Victor C. Y. Chang, Sally Liu, Kelvi...
SAC
2008
ACM
13 years 4 months ago
Adaptive methods for sequential importance sampling with application to state space models
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Julien Cornebise, Eric Moulines, Jimmy Olsson
WSC
2007
13 years 7 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
ICASSP
2011
IEEE
12 years 8 months ago
Variational methods for spectral unmixing of hyperspectral images
This paper studies a variational Bayesian unmixing algorithm for hyperspectral images based on the standard linear mixing model. Each pixel of the image is modeled as a linear com...
Olivier Eches, Nicolas Dobigeon, Jean-Yves Tourner...
WSC
2007
13 years 7 months ago
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
Ming-hua Hsieh, Yu-fen Chiu