From finance to flip flops: A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis

Amith Singhee; Rob A. Rutenbar

doi:10.1109/ISQED.2007.79

From finance to flip flops: A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis

Amith Singhee, Rob A. Rutenbar

Computer Science

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accuracy requirements, and expensive sample simulation. We offer a detailed experimental study of how one celebrated technique from this domain - Quasi-Monte Carlo (QMC) analysis - can be used for fast statistical circuit analysis. In contrast with traditional pseudo-random Monte Carlo sampling, QMC substitutes a (shorter) sequence of deterministically chosen sample points. Across a set of digital and analog circuits, in 90nm and 45nm technologies, varying in size from 30 to 400 devices, we obtain speedups in parametric yield estimation from 2X to 50X.

Original language	English (US)
Title of host publication	Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007
Pages	685-692
Number of pages	8
DOIs	https://doi.org/10.1109/ISQED.2007.79
State	Published - 2007
Event	8th International Symposium on Quality Electronic Design, ISQED 2007 - San Jose, CA, United States Duration: Mar 26 2007 → Mar 28 2007

Publication series

Name	Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007

Other

Other	8th International Symposium on Quality Electronic Design, ISQED 2007
Country	United States
City	San Jose, CA
Period	3/26/07 → 3/28/07

ASJC Scopus subject areas

Electrical and Electronic Engineering
Safety, Risk, Reliability and Quality

Access to Document

10.1109/ISQED.2007.79

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Singhee, A., & Rutenbar, R. A. (2007). From finance to flip flops: A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis. In Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007 (pp. 685-692). [4149114] (Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007). https://doi.org/10.1109/ISQED.2007.79

From finance to flip flops : A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis. / Singhee, Amith; Rutenbar, Rob A.

Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007. 2007. p. 685-692 4149114 (Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Singhee, A & Rutenbar, RA 2007, From finance to flip flops: A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis. in Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007., 4149114, Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007, pp. 685-692, 8th International Symposium on Quality Electronic Design, ISQED 2007, San Jose, CA, United States, 3/26/07. https://doi.org/10.1109/ISQED.2007.79

Singhee A, Rutenbar RA. From finance to flip flops: A study of fast Quasi-Monte Carlo methods from computational finance applied to statistical circuit analysis. In Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007. 2007. p. 685-692. 4149114. (Proceedings - Eighth International Symposium on Quality Electronic Design, ISQED 2007). https://doi.org/10.1109/ISQED.2007.79

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