We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
In this paper we propose a Particle Filter-based propagation approach for the segmentation of vascular structures in 3D volumes. Because of pathologies and inhomogeneities, many de...
PSP and the backward propagation of variance (BPV) method are used to characterize the statistical variations of metal-oxide-semiconductor field effect transistors (MOSFETs). BPV s...
Xin Li, Colin C. McAndrew, Weimin Wu, Samir Chaudh...
Manufacturable design requires matching of interconnects which have equal nominal dimensions. New design rules are projected to bring guarantee rules for interconnect matching. In...