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QEST
2008
IEEE
13 years 11 months ago
CaVi -- Simulation and Model Checking for Wireless Sensor Networks
CaVi provides a uniform interface to state-of-the-art simulation methods and formal verification methods for wireless sensor network. Simulation is suitable to examine the behavi...
Athanassios Boulis, Ansgar Fehnker, Matthias Fruth...
WSC
2001
13 years 6 months ago
Constrained Monte Carlo and the method of control variates
A constrained Monte Carlo problem arises when one computes an expectation in the presence of a priori computable constraints on the expectations of quantities that are correlated ...
Roberto Szechtman, Peter W. Glynn
WSC
2004
13 years 6 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
ISQED
2008
IEEE
85views Hardware» more  ISQED 2008»
13 years 11 months ago
A Statistic-Based Approach to Testability Analysis
This paper presents a statistic-based approach for evaluating the testability of nodes in combinational circuits. This testability measurement is obtained via Monte Carlo simulati...
Chuang-Chi Chiou, Chun-Yao Wang, Yung-Chih Chen
WSC
2007
13 years 7 months ago
Efficient suboptimal rare-event simulation
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn