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WSC
2008
13 years 7 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
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...
Luca Capriotti
WSC
2004
13 years 6 months ago
Adaptive Control Variates
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...
Sujin Kim, Shane G. Henderson
ECCV
2006
Springer
14 years 7 months ago
Globally Optimal Active Contours, Sequential Monte Carlo and On-Line Learning for Vessel Segmentation
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...
Charles Florin, Nikos Paragios, James Williams
TCAD
2010
98views more  TCAD 2010»
13 years 5 days ago
Statistical Modeling With the PSP MOSFET Model
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...
SLIP
2006
ACM
13 years 11 months ago
Generation of design guarantees for interconnect matching
Manufacturable design requires matching of interconnects which have equal nominal dimensions. New design rules are projected to bring guarantee rules for interconnect matching. In...
Andrew B. Kahng, Rasit Onur Topaloglu