Sciweavers

466 search results - page 48 / 94
» Monte Carlo methods for matrix computations on the grid
Sort
View
JMLR
2012
13 years 5 days ago
Bayesian Quadrature for Ratios
We describe a novel approach to quadrature for ratios of probabilistic integrals, such as are used to compute posterior probabilities. This approach offers performance superior t...
Michael A. Osborne, Roman Garnett, Stephen J. Robe...
ICCAD
2009
IEEE
117views Hardware» more  ICCAD 2009»
14 years 7 months ago
Binning optimization based on SSTA for transparently-latched circuits
With increasing process variation, binning has become an important technique to improve the values of fabricated chips, especially in high performance microprocessors where transpa...
Min Gong, Hai Zhou, Jun Tao, Xuan Zeng
IPPS
2010
IEEE
14 years 7 months ago
Parallelization of DQMC simulation for strongly correlated electron systems
Abstract--Determinant Quantum Monte Carlo (DQMC) simulation has been widely used to reveal macroscopic properties of strong correlated materials. However, parallelization of the DQ...
Che-Rung Lee, I-Hsin Chung, Zhaojun Bai
FS
2006
84views more  FS 2006»
14 years 9 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers
SIAMSC
2011
177views more  SIAMSC 2011»
14 years 4 months ago
Computing f(A)b via Least Squares Polynomial Approximations
Given a certain function f, various methods have been proposed in the past for addressing the important problem of computing the matrix-vector product f(A)b without explicitly comp...
Jie Chen, Mihai Anitescu, Yousef Saad