In this article we address efficiency issues in implementation of Monte Carlo algorithm for 3D capacitance extraction. Error bounds in statistical capacitance estimation are discus...
We study the pattern statistics representing the number of occurrences of a given string in a word of length n generated at random by rational stochastic models, defined by means ...
Abstract. In Machine Learning, ensembles are combination of classifiers. Their objective is to improve the accuracy. In previous works, we have presented a method for the generati...
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...
Abstract--We present a versatile framework for tractable computation of approximate variances in large-scale Gaussian Markov random field estimation problems. In addition to its ef...
Dmitry M. Malioutov, Jason K. Johnson, Myung Jin C...