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TOMACS
1998
41views more  TOMACS 1998»
13 years 4 months ago
Using Permutations in Regenerative Simulations to Reduce Variance
James M. Calvin, Marvin K. Nakayama
WSC
1997
13 years 6 months ago
A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
James M. Calvin, Marvin K. Nakayama
WSC
1998
13 years 6 months ago
Exploiting Multiple Regeneration Sequences in Simulation Output Analysis
The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed c...
James M. Calvin, Marvin K. Nakayama
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
IACR
2011
128views more  IACR 2011»
12 years 4 months ago
Fault-propagation Pattern Based DFA on SPN Structure Block Ciphers using Bitwise Permutation, with Application to PRESENT and PR
—This paper proposes a novel fault-propagation pattern based differential fault analysis method - FPP-DFA, and proves its feasibility on SPN structure block ciphers using bitwise...
Xin-jie Zhao, Tao Wang, Shi-ze Guo