In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develo...
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sa...
: We describe computer simulation of a number of associative models of classical conditioning in an attempt to assess the strengths and weaknesses of each model. The behavior of th...
We introduce mixture trees, a tree-based data-structure for modeling joint probability densities using a greedy hierarchical density estimation scheme. We show that the mixture tr...
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
—Performance of IEEE 802.11 distributed coordination function (DCF) has been studied by several authors under steady-state conditions. Behavior of DCF under transient state condi...