189 search results - page 11 / 38 » Constrained Monte Carlo and the method of control variates |
MP
2006
13 years 7 months ago
2006
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
CVIU
2006
13 years 7 months ago
2006
A novel approach is proposed to analyzing and tracking the motion of structured deformable shapes, which consist of multiple correlated deformable subparts. Since this problem is ...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 7 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
CGF
2006
13 years 7 months ago
2006
We present the Optimizing Control Variate (OCV) estimator, a new estimator for Monte Carlo rendering. Based upon a deterministic sampling framework, OCV allows multiple importance...
ISQED
2007
IEEE
14 years 1 months ago
2007
IEEE
We propose gate level statistical simulation to bridge the gap between the most accurate Monte Carlo SPICE simulation and the most efficient circuit level statistical static timi...