Sciweavers

239 search results - page 15 / 48
» Passage time distributions in large Markov chains
Sort
View
IPPS
2010
IEEE
14 years 7 months ago
On the parallelisation of MCMC by speculative chain execution
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
EPEW
2006
Springer
15 years 1 months ago
A Precedence PEPA Model for Performance and Reliability Analysis
We propose new techniques to simplify the computation of the cycle times and the absorption times for a large class of PEPA models. These techniques allow us to simplify the model ...
Jean-Michel Fourneau, Leïla Kloul
84
Voted
CORR
2010
Springer
174views Education» more  CORR 2010»
14 years 10 months ago
Hybrid Numerical Solution of the Chemical Master Equation
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the ...
Thomas A. Henzinger, Maria Mateescu, Linar Mikeev,...
WSC
2007
15 years 4 days ago
Rare-event simulation for a multidimensional random walk with t distributed increments
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Jose H. Blanchet, Jingchen Liu
IPPS
2007
IEEE
15 years 4 months ago
A Markov Reward Model for Software Reliability
A compositional method for estimating software reliability of many threaded programs is developed. The method uses estimates of the reliability of individual modules and the proba...
YoungMin Kwon, Gul Agha