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» Variance Reduction in Monte Carlo Capacitance Extraction
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TASLP
2002
109views more  TASLP 2002»
13 years 4 months ago
Particle methods for Bayesian modeling and enhancement of speech signals
This paper applies time-varying autoregressive (TVAR) models with stochastically evolving parameters to the problem of speech modeling and enhancement. The stochastic evolution mod...
Jaco Vermaak, Christophe Andrieu, Arnaud Doucet, S...
DAGSTUHL
2004
13 years 6 months ago
On the Complexity of Parabolic Initial Value Problems with Variable Drift
We study the intrinsic difficulty of solving linear parabolic initial value problems numerically at a single point. We present a worst case analysis for deterministic as well as fo...
Knut Petras, Klaus Ritter
WSC
2004
13 years 6 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
MICCAI
2003
Springer
14 years 6 months ago
Vascular Atlas Formation Using a Vessel-to-Image Affine Registration Method
We have developed a method for forming vascular atlases using vascular distance maps and a novel vascular model-to-image registration method. Our atlas formation process begins wit...
Dini Chillet, Julien Jomier, Derek Cool, Stephen R...
ICCAD
2004
IEEE
147views Hardware» more  ICCAD 2004»
14 years 2 months ago
Interval-valued reduced order statistical interconnect modeling
9, IO]. However, unlike the case with static timing, it is not so easy We show how recent advances in the handling of correlated interval representations of range uncertainty can b...
James D. Ma, Rob A. Rutenbar