564 search results - page 24 / 113 » Bayesian Parameter Estimation: A Monte Carlo Approach |
WSC
2007
13 years 9 months ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
MOR
2007
13 years 6 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
ML
2002
ACM
13 years 7 months ago
2002
ACM
I describe a framework for interpreting Support Vector Machines (SVMs) as maximum a posteriori (MAP) solutions to inference problems with Gaussian Process priors. This probabilisti...
ICASSP
2009
IEEE
14 years 2 months ago
2009
IEEE
In this paper, we propose a Bayesian model and a Monte Carlo Markov chain (MCMC) algorithm for reconstructing images that consist of only few non-zero pixels. An appropriate distr...
SAC
2002
ACM
13 years 7 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...