We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the ex...
Maria de los A. Irizarry, Michael E. Kuhl, Emily K...
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
We show how to apply learning methods to two robotics problems, namely the optimization of the on-board controller of an omnidirectional robot, and the derivation of a model of the...
Computers offer valuable assistance to people with physical disabilities. However designing human-computer interfaces for these users is complicated. The range of abilities is mor...
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...