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Abstract: We consider the problem of estimating blocking probabilities in a multicast loss system via simulation, applying the static Monte Carlo method with importance sampling. An approach is introduced where the original estimation problem is first decomposed into independent simpler sub-problems, each roughly corresponding to estimating the blocking probability contribution from a single link. Then we apply importance sampling to solve each sub-problem. The importance sampling distribution is the... (Update)
Context of citations to this paper: More
...samples with the so called likelihood ratio. The use of IS in MC estimation of blocking probabilities has been previously studied in [5], 6] 7] 8] However, the particular loss system that has been studied in these works is the so called multiservice loss system, i.e....
...the samples with the so called likelihood ratio. The use of IS in MC estimation of blocking probabilities has been previously studied in [5], 6] 7] and [8] However, the particular loss system that has been studied in these works is the so called multiservice loss system....
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BibTeX entry: (Update)
P. E. Lassila and J. T. Virtamo, \Efficient importance sampling for monte carlo simulation of loss systems," in ########### ## ### ######. June 1999, pp. 787-796, Elsevier. http://citeseer.ist.psu.edu/lassila99efficient.html More
@inproceedings{ lassila01efficient,
author = "Pasi E. Lassila and Jouni Karvo and Jorma T. Virtamo",
title = "Efficient Importance Sampling for Monte Carlo Simulation of Multicast Networks",
booktitle = "{INFOCOM}",
pages = "432-439",
year = "2001",
url = "citeseer.ist.psu.edu/lassila99efficient.html" }
Citations (may not include all citations):121 Multiservice Loss Models for Broadband Telecommunication Net.. (context) - Ross - 1995
13 the optimality and stability of exponential twisting in mont.. (context) - Sadowsky - 1993
6 An exact algorithm for calculating blocking probabilities in.. (context) - Nyberg, Virtamo et al.
6 An exact algorithm for calculating blocking probabilities in.. (context) - Nyberg, Virtamo et al. - 2000
6 Fast simulation of blocking probabilities in loss networks (context) - Mandjes - 1997
5 Blocking of dynamic multicast connections in a single link - Karvo, Virtamo et al. - 1998
5 Blocking of dynamic multicast connections - Karvo, Virtamo et al.
4 Efficient importance sampling for monte carlo simulation of .. - Lassila, Virtamo - 1999
3 Nearly optimal importance sampling for monte carlo simulatio.. - Lassila, Virtamo
3 Multirate resource sharing for unicast and multicast connect.. (context) - Boussetta, Belyot - 1999
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