226 search results - page 13 / 46 » A Monte-Carlo AIXI Approximation |
WSC
2000
13 years 8 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
WSC
2004
13 years 8 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
SIGGRAPH
1992
ACM
13 years 11 months ago
1992
ACM
We describe a physically-based Monte Carlo technique for approximating bidirectional reflectance distribution functions (BRDFs) for a large class of geometries by directly simulat...
ISMIR
2005
Springer
14 years 1 months ago
2005
Springer
We describe a recursive algorithm to quickly compute the N nearest neighbors according to a similarity measure in a metric space. The algorithm exploits an intrinsic property of a...
JCNS
2010
13 years 6 months ago
2010
State space methods have proven indispensable in neural data analysis. However, common methods for performing inference in state-space models with non-Gaussian observations rely o...