Within the computer-science community, submitted conference papers are typically evaluated by means of rating, in two respects: First, individual reviewers are asked to provide th...
The use of the Operation Process Simulation (OPS) for Six Sigma Projects (SSP) can illustrate visual display of the process by enabling to define, measure, analyze and improve the...
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...
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
In utilizing the technique of stratification, the user needs to first partition/stratify the sample space; the next task is to determine how to allocate samples to strata. How to ...