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...
With increasing process variation, binning has become an important technique to improve the values of fabricated chips, especially in high performance microprocessors where transpa...
Abstract--Determinant Quantum Monte Carlo (DQMC) simulation has been widely used to reveal macroscopic properties of strong correlated materials. However, parallelization of the DQ...
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...
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...