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IOR
2008
91views more  IOR 2008»
13 years 10 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
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...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
CAV
2009
Springer
187views Hardware» more  CAV 2009»
14 years 11 months ago
A Markov Chain Monte Carlo Sampler for Mixed Boolean/Integer Constraints
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...
Nathan Kitchen, Andreas Kuehlmann
WSC
2004
14 years 3 days ago
A Unified Approach for Finite-Dimensional, Rare-Event Monte Carlo Simulation
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...
Zhi Huang, Perwez Shahabuddin
CISS
2008
IEEE
14 years 5 months ago
Near optimal lossy source coding and compression-based denoising via Markov chain Monte Carlo
— 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...
Shirin Jalali, Tsachy Weissman