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A CONTROL THEORY FORMULATION FOR RANDOM VARIATE GENERATION
 

Summary: A CONTROL THEORY FORMULATION FOR
RANDOM VARIATE GENERATION
Malik Magdon­Ismail
malik@work.caltech.edu
Caltech Learning Systems Group
Department of Electrical Engineering
California Institute of Technology
136­93 Pasadena, CA, 91125
Amir F. Atiya
amir@work.caltech.edu
Caltech Learning Systems Group
Department of Electrical Engineering
California Institute of Technology
136­93 Pasadena, CA, 91125
-- Appeared in NNSP 1999 --
Abstract. The need to simulate complex systems in a Monte Carlo
manner necessitates efficient methods for generating random vari­
ates. In this paper we propose a new method for random variate
generation. The method is based on a contol­theory formulation.
We use a cascade structure consisting of a neural network ``con­

  

Source: Abu-Mostafa, Yaser S. - Department of Mechanical Engineering & Computer Science Department, California Institute of Technology
Atiya, Amir - Computer Engineering Department, Cairo University
Magdon-Ismail, Malik - Department of Computer Science, Rensselaer Polytechnic Institute

 

Collections: Computer Technologies and Information Sciences