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TOMACS
2011
139views more  TOMACS 2011»
14 years 4 months ago
The double CFTP method
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
Luc Devroye, Lancelot F. James
FPL
2008
Springer
111views Hardware» more  FPL 2008»
14 years 11 months ago
Sampling from the exponential distribution using independent Bernoulli variates
The exponential distribution is a key distribution in many event-driven Monte-Carlo simulations, where it is used to model the time between random events in the system. This paper...
David B. Thomas, Wayne Luk
MMAS
2011
Springer
14 years 4 months ago
Scalable Bayesian Reduced-Order Models for Simulating High-Dimensional Multiscale Dynamical Systems
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
Phaedon-Stelios Koutsourelakis, Elias Bilionis
WSC
2007
15 years 5 days ago
Simulating air traffic blockage due to convective weather conditions
A Monte Carlo methodology is proposed for simulating air traffic blockage patterns under the impact of convective weather. The simulation utilizes probabilistic convective weather...
Liling Ren, Dawei Chang, Senay Solak, John-Paul Cl...
ECCV
2004
Springer
15 years 11 months ago
An MCMC-Based Particle Filter for Tracking Multiple Interacting Targets
Abstract. We describe a Markov chain Monte Carlo based particle filter that effectively deals with interacting targets, i.e., targets that are influenced by the proximity and/or be...
Zia Khan, Tucker R. Balch, Frank Dellaert