74 search results - page 5 / 15 » A fast Monte Carlo algorithm for collision probability estim... |
WSC
2008
13 years 9 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
CGF
2002
13 years 7 months ago
2002
Image synthesis often requires the Monte Carlo estimation of integrals. Based on a generalized concept of stratification we present an efficient sampling scheme that consistently ...
AAAI
2012
11 years 9 months ago
2012
This paper concerns learning and prediction with probabilistic models where the domain sizes of latent variables have no a priori upper-bound. Current approaches represent prior d...
KDD
2004
ACM
14 years 14 days ago
2004
ACM
Mark-recapture models have for many years been used to estimate the unknown sizes of animal and bird populations. In this article we adapt a finite mixture mark-recapture model i...
QUESTA
2007
13 years 6 months ago
2007
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...