Results 61 to 70 of about 2,502 (148)
Biased Boltzmann samplers and generation of extended linear languages with shuffle [PDF]
This paper is devoted to the construction of Boltzmann samplers according to various distributions, and uses stochastic bias on the parameter of a Boltzmann sampler, to produce a sampler with a different distribution for the size of the output.
Konstantinos Panagiotou +7 more
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Herms I. Probabilistic arithmetic automata : applications of a stochastic computational framework in biological sequence analysis. Bielefeld (Germany): Bielefeld University; 2009.The immense amount of biological sequence data available these days ...
Herms, Inke
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Hardware architecture for discrete stochastic arithmetic
L'utilisation de l'arithmétique à virgule flottante dans le calcul scientifique pose des problèmes de précision. En effet, les nombres réels n'étant pas tous représentables en virgule flottante, certains vont devoir être approchés. L'arithmétique stochastique discrète permet d'estimer et de contrôler les arrondis de calcul.
openaire +1 more source
Probabilistic arithmetic. I. Numerical methods for calculating convolutions and dependency bounds
Probabilistic arithmetic involves the calculation of the distribution of arithmetic functions of random variables. This work on probabilistic arithmetic began as an investigation into the possibility of adapting existing numerical procedures (developed ...
Williamson, Robert C., Downs, Tom
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PROMISE: floating-point precision tuning with stochastic arithmetic
International audienceNowadays, most floating-point computations in numerical simulations are performed in IEEE 754 binary64 precision (double precision).
Lathuilière, Bruno +4 more
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We consider the problem of pricing European exotic path-dependent derivatives on an underlying described by the Heston stochastic volatility model.
PACELLI G. +2 more
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Dynamical strategies using Discrete Stochastic Arithmetic for approximation methods
Let us consider the converging sequence generated by successively dividing by two the step size used in an approximation method. With an appropriate stopping criterion, we show that in the last approximation obtained, the significant bits which are not affected by round-off errors are in common with the exact result, up to one.
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Weak Stability of Centred Quadratic Stochastic Operators
We consider the weak convergence of iterates of so-called centred quadratic stochastic operators. These iterations allow us to study the discrete time evolution of probability distributions of vector-valued traits in populations of inbreeding or ...
Domsta, Joachim +5 more
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Does positive dependence between individual risks increase stop-loss premiums?. [PDF]
Actuaries intuitively feel that positive correlations between individual risks reveal a more dangerous situation compared to independence. The purpose of this short note is to formalize this natural idea.
Denuit, M, Ribas, C, Dhaene, Jan
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