4110 search results - page 49 / 822 » Performance modeling using Monte Carlo simulation |
WSC
2008
15 years 2 months ago
2008
We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...
104
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WSC
1998
15 years 1 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
WSC
2000
15 years 1 months ago
2000
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
102
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WSC
1998
15 years 1 months ago
1998
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
ICPP
2007
IEEE
15 years 6 months ago
2007
IEEE
We present two parallel algorithms and their Unified Parallel C implementations for Bayesian indoor positioning systems. Our approaches are founded on Markov Chain Monte Carlo si...