Let X := (X1, . . . ,Xn) and Y := (Y1, . . . , Yn) be two finite sequences. Let Ln designate the length of the longest sequence which occurs as a subsequence of X as well as of Y . We analyze and apply a large deviation and Montecarlo simulation based method for the computation of improved upper bounds on the Chvàtal-Sankoff constant γ, which is defined by the limit γ = limn→∞ E[Ln]/n when X an...

The objective of the research is to estimate transmission rate an infection (β) in SI epidemical model, using Bayesian statistical methods from observed data Peru. After studying mathematical model and inference metho'ds, a estimator proposed transmisión this procedure Montecarlo simulation based on Markov chains - MCMC.

The uniform sampling of convex regions in high dimension is an important computational issue, from both theoretical and applied point of view. The hit-and-run montecarlo algorithms are the most efficient methods known to perform it and one of their bottlenecks relies in the difficulty of escaping from tight corners in high dimension. Inspired by optimized montecarlo methods used in statistical ...

The PERT technique of three estimates is a traditional, well-known approach to expert estimation. Estimators are asked for their optimistic, most likely and pessimistic estimation; then, a beta probability distribution is built to fit the data. Having a probability distribution for each activity allows a Montecarlo simulation to estimate the overall project effort with better accuracy. Still, e...

New equations for paralyzable, non paralyzable and hybrid DT models, valid for any time dependent sources are presented. We show how such new equations include the equations already used for constant rate sources, and how it's is possible to correct DT losses in the case of time dependent sources. Montecarlo simulations were performed to compare the equations behavior with the three DT models. ...

PS PLUS software offers power providers the ability to implement intelligent gas turbine life cycle management processes. Operators wish to achieve higher availability by reducing unnecessary scheduled outages for either inspection or repair. PS-PLUS is a SPAR-based application that uses the MonteCarlo (MC) method to estimate machinery remaining useful life. The method predicts the scope and sc...

Search methods based on Monte-Carlo simulation have recently led to breakthrough performance improvements in difficult game-playing domains such as Go and General Game Playing. Monte-Carlo Random Walk (MRW) planning applies MonteCarlo ideas to deterministic classical planning. In the forward chaining planner ARVAND, MonteCarlo random walks are used to explore the local neighborhood of a search ...

In this project we discuss Least Square MonteCarlo methods for valuing American options on bonds. We investigate when we use different base functions, vary the number of base functions and sample paths, how the option price vary. From experiments, we know that we have better choose simple base functions, like Shifted Legendre polynomial; for the balance between time and accuracy issue, we sugge...