273 search results - page 16 / 55 » Generalized darting Monte Carlo |
FS
2006
13 years 7 months ago
2006
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
JMLR
2011
13 years 2 months ago
2011
We propose a fully Bayesian methodology for generalized kernel mixed models (GKMMs), which are extensions of generalized linear mixed models in the feature space induced by a repr...
CPHYSICS
2007
13 years 7 months ago
2007
A new method was proposed by Mongan et al for constant pH molecular dynamics simulation and was implemented in AMBER 8 package. Protonation states are modeled with different char...
AAAI
2010
13 years 9 months ago
2010
The aim of General Game Playing (GGP) is to create intelligent agents that can automatically learn how to play many different games at an expert level without any human interventi...
TSP
2010
13 years 2 months ago
2010
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...