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VLSID
2005
IEEE
123views VLSI» more  VLSID 2005»
16 years 18 hour ago
Variance Reduction in Monte Carlo Capacitance Extraction
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...
Shabbir H. Batterywala, Madhav P. Desai
WIA
2007
Springer
15 years 5 months ago
Average Value and Variance of Pattern Statistics in Rational Models
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 ...
Massimiliano Goldwurm, Roberto Radicioni
IWANN
2005
Springer
15 years 5 months ago
Bias and Variance of Rotation-Based Ensembles
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...
Juan José Rodríguez, Carlos J. Alons...
WSC
2004
15 years 1 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
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...
Athanassios N. Avramidis
TSP
2008
103views more  TSP 2008»
14 years 11 months ago
Low-Rank Variance Approximation in GMRF Models: Single and Multiscale Approaches
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...