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...
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...
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...
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...
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 ...