Huet and L´evy (1979) showed that needed reduction is a normalizing strategy for orthogonal (i.e., left-linear and non-overlapping) term rewriting systems. In order to obtain a de...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13, 14] showed how, in principle, one can explicit...
Abstract. We extend the hyperdynamics method developed for lowdimensional energy-dominated systems, to simulate slow dynamics in more general atomistic systems. We show that a few ...
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...