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» Simulation sampling with live-points
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WSC
2007
15 years 7 months ago
Importance sampling of compounding processes
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Jose Blanchet, Bert Zwart
VALUETOOLS
2006
ACM
15 years 10 months ago
Splitting with weight windows to control the likelihood ratio in importance sampling
Importance sampling (IS) is the most widely used efficiency improvement method for rare-event simulation. When estimating the probability of a rare event, the IS estimator is the ...
Pierre L'Ecuyer, Bruno Tuffin
ICASSP
2007
IEEE
15 years 11 months ago
An Adaptive Algorithm for Sampling Two-Dimensional Fields using Mobile Sensors
In this paper, we propose an adaptive algorithm for sampling and reconstructing two-dimensional fields using mobile sensors that can move to designated locations to collect measu...
Huiyu Luo, Xiangming Kong, Gregory J. Pottie
WSC
1996
15 years 6 months ago
Supporting Manufacturing with Simulation: Model Design, Development, and Deployment
In this paper, we identify and discuss the features we believe are key to the successful use of simulation as a manufacturing support tool. The discussion begins with three sample...
Frank Chance, Jennifer Robinson, John W. Fowler
RECOMB
2002
Springer
16 years 5 months ago
Simulating a Coalescent Process with Recombination and Ascertainment
A new method is presented for use in simulating samples of disease and normal chromosomes bearing multiple linked genetic markers under a neutral model of mutation, genetic drift, ...
Ying Wang, Bruce Rannala