670 search results - page 13 / 134 » Introduction to Monte Carlo simulation |
INFORMATICALT
2000
14 years 9 months ago
2000
Methods for solving stochastic optimization problems by Monte-Carlo simulation are considered. The stoping and accuracy of the solutions is treated in a statistical manner, testing...
DATE
2008
IEEE
15 years 4 months ago
2008
IEEE
Single-electron devices have drawn much attention in the last two decades. They have been widely used for device research and also show promise as a potential alternative to compl...
SAC
2008
ACM
14 years 9 months ago
2008
ACM
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
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WSC
2007
14 years 12 months ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
ICCAD
2004
IEEE
15 years 6 months ago
2004
IEEE
In this paper we describe a stochastic integral equation method for computing the mean value and the variance of capacitance of interconnects with random surface roughness. An ens...