We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
Benjamin J. Waterhouse, Frances Y. Kuo, Ian H. Slo...
Particle filters (PF) and auxiliary particle filters (APF) are widely used sequential Monte Carlo (SMC) techniques. In this paper we comparatively analyse the Sampling Importanc...
This paper discusses how simulation is used to design new manufacturing systems and to improve the performance of existing ones. Topics to be discussed include: manufacturing issu...
Simulation of transaction level models (TLMs) is an established embedded systems design technique. Its use cases include virtual prototyping for early software development, platfo...
System-level design presents special simulation modeling challenges. System-level models address the architectural and functional performance of complex systems. Systems are decom...
Gunar Schorcht, Ian A. Troxel, Keyvan Farhangian, ...