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SIGMOD
2008
ACM
169views Database» more  SIGMOD 2008»
15 years 12 months ago
MCDB: a monte carlo approach to managing uncertain data
To deal with data uncertainty, existing probabilistic database systems augment tuples with attribute-level or tuple-level probability values, which are loaded into the database al...
Ravi Jampani, Fei Xu, Mingxi Wu, Luis Leopoldo Per...
WSC
2000
15 years 1 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
WSC
2004
15 years 1 months ago
New Event-driven Sampling Techniques for Network Reliability Estimation
Exactly computing network reliability measures is an NPhard problem. Therefore, Monte Carlo simulation has been frequently used by network designers to obtain accurate estimates. ...
Abdullah Konak, Alice E. Smith, Sadan Kulturel-Kon...
IEAAIE
1998
Springer
15 years 4 months ago
State Estimation for Nonlinear Systems Using Restricted Genetic Optimization
Abstract. In this paper we describe a new nonlinear estimator for filtering systems with nonlinear process and observation models, based on the optimization with RGO (Restricted Ge...
Santiago Garrido, Luis Moreno, Carlos Balaguer
ENTCS
2006
105views more  ENTCS 2006»
14 years 11 months ago
Monte Carlo Methods for Process Algebra
We review the recently developed technique of Monte Carlo model checking and show how it can be applied to the implementation problem for I/O Automata. We then consider some open ...
Radu Grosu, Scott A. Smolka