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» Performance modeling using Monte Carlo simulation
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118
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TWC
2008
88views more  TWC 2008»
15 years 3 months ago
Turbo Estimation and Equalization for Asynchronous Uplink MC-CDMA
In this contribution, we propose a new code-aided synchronization and channel estimation algorithm for uplink MC-CDMA. The space alternating generalized expectationmaximization (SA...
Mamoun Guenach, Mohamed Marey, Henk Wymeersch, Hei...
WSC
2004
15 years 5 months ago
Portfolio Credit Risk Analysis Involving CDO Tranches
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
Menghui Cao, William J. Morokoff
CPHYSICS
2008
64views more  CPHYSICS 2008»
15 years 3 months ago
Multibondic cluster algorithm for finite-size scaling studies of critical phenomena
For finite-size scaling studies of second-order phase transitions the critical energy range of interest is usually larger than the energy range covered by a canonical Monte Carlo ...
Bernd A. Berg, Wolfhard Janke
139
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ISPA
2004
Springer
15 years 9 months ago
A Scalable Low Discrepancy Point Generator for Parallel Computing
The Monte Carlo (MC) method is a simple but effective way to perform simulations involving complicated or multivariate functions. The QuasiMonte Carlo (QMC) method is similar but...
Kwong-Ip Liu, Fred J. Hickernell
INFORMATICALT
2007
92views more  INFORMATICALT 2007»
15 years 3 months ago
An Optimization of System for Automatic Recognition of Ischemic Stroke Areas in Computed Tomography Images
Abstract. The paper considers application of stochastic optimization to system of automatic recognition of ischemic stroke area on computed tomography (CT) images. The algorithm of...
Darius Grigaitis, Vaida Bartkute, Leonidas Sakalau...