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» McPOWER: a Monte Carlo approach to power estimation
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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
WSC
2004
15 years 2 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
ISPD
2012
ACM
248views Hardware» more  ISPD 2012»
13 years 9 months ago
A fast estimation of SRAM failure rate using probability collectives
Importance sampling is a popular approach to estimate rare event failures of SRAM cells. We propose to improve importance sampling by probability collectives. First, we use “Kul...
Fang Gong, Sina Basir-Kazeruni, Lara Dolecek, Lei ...
SSPR
2004
Springer
15 years 6 months ago
An MCMC Feature Selection Technique for Characterizing and Classifying Spatial Region Data
We focus on characterizing spatial region data when distinct classes of structural patterns are present. We propose a novel statistical approach based on a supervised framework for...
Despina Kontos, Vasileios Megalooikonomou, Marc J....
BMCBI
2007
127views more  BMCBI 2007»
15 years 1 months ago
A Latent Variable Approach for Meta-Analysis of Gene Expression Data from Multiple Microarray Experiments
Background: With the explosion in data generated using microarray technology by different investigators working on similar experiments, it is of interest to combine results across...
Hyungwon Choi, Ronglai Shen, Arul M. Chinnaiyan, D...