This paper presents a stochastic iteration algorithm solving the global illumination problem, where the random sampling is governed by classical importance sampling and also by th...
An important class of heuristics for constraint satisfaction problems works by sampling information during search in order to inform subsequent decisions. One of these strategies, ...
Decision tree-based probability estimation has received great attention because accurate probability estimation can possibly improve classification accuracy and probability-based r...
We investigate a family of inference problems on Markov models, where many sample paths are drawn from a Markov chain and partial information is revealed to an observer who attemp...
Daniel Sheldon, M. A. Saleh Elmohamed, Dexter Koze...
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...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...