60 search results - page 1 / 12 » Random numbers for large scale distributed Monte Carlo simul... |
CORR
2006
Springer
13 years 4 months ago
2006
Springer
IOR
2008
13 years 4 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
CAV
2009
Springer
14 years 5 months ago
2009
Springer
We describe a Markov chain Monte Carlo (MCMC)-based algorithm for sampling solutions to mixed Boolean/integer constraint problems. The focus of this work differs in two points from...
WSC
2004
13 years 6 months ago
2004
We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
CISS
2008
IEEE
13 years 11 months ago
2008
IEEE
— We propose an implementable new universal lossy source coding algorithm. The new algorithm utilizes two wellknown tools from statistical physics and computer science: Gibbs sam...