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» Introduction to Monte Carlo simulation
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85
Voted
ICCAD
1996
IEEE
89views Hardware» more  ICCAD 1996»
15 years 4 months ago
An algorithm for power estimation in switched-capacitor circuits
A number of low-power designs,such as those for mobile communicationequipment, containswitched-capacitorcircuits. In such designs it is important to be able to estimate the power ...
Chad Young, Giorgio Casinovi, Jonathan Fowler, Pau...
96
Voted
WSC
2004
15 years 2 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
84
Voted
WSC
1997
15 years 2 months ago
Weighted Jackknife-after-Bootstrap: A Heuristic Approach
We investigate the problem of deriving precision estimates for bootstrap quantities. The one major stipulation is that no further bootstrapping will be allowed. In 1992, Efron der...
Jin Wang, J. Sunil Rao, Jun Shao
66
Voted
CSDA
2010
105views more  CSDA 2010»
15 years 22 days ago
James-Stein shrinkage to improve k-means cluster analysis
We study a general algorithm to improve accuracy in cluster analysis that employs the James-Stein shrinkage effect in k-means clustering. We shrink the centroids of clusters towar...
Jinxin Gao, David B. Hitchcock
JCC
2007
63views more  JCC 2007»
15 years 16 days ago
Quantum correction to the pair distribution function
: We report a numerical technique that allows the quantum effects of zero-point motion to be incorporated into Pair Distribution Functions calculated classically for molecules usin...
V. A. Levashov, S. J. L. Billinge, M. F. Thorpe