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PKC
1999
Springer
83views Cryptology» more  PKC 1999»
15 years 11 months ago
On the Security of Random Sources
Abstract. Many applications rely on the security of their random number generator. It is therefore essential that such devices be extensively tested for malfunction. The purpose of...
Jean-Sébastien Coron
WSC
2007
15 years 9 months ago
Rare-event simulation for a multidimensional random walk with t distributed increments
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...
Jose H. Blanchet, Jingchen Liu
WSC
2008
15 years 9 months ago
Efficient simulation for tail probabilities of Gaussian random fields
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
Robert J. Adler, Jose Blanchet, Jingchen Liu
AAAI
2004
15 years 8 months ago
Towards Efficient Sampling: Exploiting Random Walk Strategies
From a computational perspective, there is a close connection between various probabilistic reasoning tasks and the problem of counting or sampling satisfying assignments of a pro...
Wei Wei, Jordan Erenrich, Bart Selman
IOR
2010
86views more  IOR 2010»
15 years 5 months ago
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
Lewis Ntaimo