Related papers: Efficient Estimation of the Left Tail of Bimodal D…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
Motivated by the fact that full diversity order is achieved using the "best-relay" selection technique, we consider opportunistic amplify-and-forward and decode-and-forward relaying systems. We focus on the outage probability of such a…
This paper proposes an analytic model for dimensioning OFDMA based networks like WiMAX and LTE systems. In such a system, users require a number of subchannels which depends on their \SNR, hence of their position and the shadowing they…
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…
Optical signal propagation through underwater channels is affected by three main degrading phenomena, namely absorption, scattering, and fading. In this paper, we experimentally study the statistical distribution of intensity fluctuations…
The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…
Estimating the left tail of quadratic forms in Gaussian random vectors is of major practical importance in many applications. In this letter, we propose an efficient importance sampling estimator that is endowed with the bounded relative…
Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…
This paper analyzes the outage performance of downlink NOMA systems with transmit antenna selection (TAS) and multi-antenna users over {\alpha}-{\mu} fading. Maximal-ratio combining (MRC) and equal-gain combining (EGC) are considered, with…
Accurate channel modeling plays a pivotal role in optimizing communication systems, and fitting field measurements to stochastic models is crucial for capturing the key propagation features and to map these to achievable system…
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…
Underwater wireless optical communication is one of the critical technologies for buoy-based high-speed cross-sea surface communication, where the communication nodes are vertically deployed. Due to the vertically inhomogeneous nature of…
In this contribution, models of wireless channels are derived from the maximum entropy principle, for several cases where only limited information about the propagation environment is available. First, analytical models are derived for the…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
We study the performance of a selection combining (SC) receiver operating over independent but non-identically distributed log-logistic ($\mathcal{LL})$ fading channels. We first characterize the statistics of the output instantaneous…
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…
A novel maximum Doppler spread estimation algorithm for OFDM systems with comb-type pilot pattern is presented in this paper. By tracking the drifting delay subspace of time-varying multipath channels, a Doppler dependent parameter can be…
Ergodic capacity is an important performance measure associated with reliable communication at the highest rate at which information can be sent over the channel with a negligible probability of error. In the shadow of this definition,…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…