QUESTA
2007
13 years 4 months ago
2007
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...
IJAIT
2007
13 years 4 months ago
2007
Rare events analysis is an area that includes methods for the detection and prediction of events, e.g. a network intrusion or an engine failure, that occur infrequently and have s...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
NIPS
2003
13 years 5 months ago
2003
Face detection is a canonical example of a rare event detection problem, in which target patterns occur with much lower frequency than nontargets. Out of millions of face-sized wi...
WSC
2007
13 years 6 months ago
2007
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
VALUETOOLS
2006
ACM
13 years 10 months ago
2006
ACM
Importance sampling (IS) is the most widely used efficiency improvement method for rare-event simulation. When estimating the probability of a rare event, the IS estimator is the ...