This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
A modification of the standard Simulated Annealing (SA) algorithm is presented for finding the global minimum of a continuous multidimensional, multimodal function. We report resu...
The prevailing efforts to study the standard formulation of motion and structure recovery have been recently focused on issues of sensitivity and and robustness of existing techn...
Optimizing a semiconductor wafer fab requires balancing technology and productivity. Recent work on productivity modeling will be described and focus on discrete event simulation ...
Medical imaging has made great technological breakthroughs in multimodal acquisition, visualization, and analysis with many complementary image modalities to non-invasively captur...