We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Efficient probability density function estimation is of primary interest in statistics. A popular approach for achieving this is the use of finite Gaussian mixture models. Based on...
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Generative topographic mapping (GTM) is a statistical model to extract a hidden smooth manifold from data, like the self-organizing map (SOM). Although a deterministic search algo...
Predictive delay analysis is presented for a representative CMOS inverter with submicron device size using PREDICTMOS MOSFET model. As against SPICE, which adopts a time consuming...