1297 search results - page 4 / 260 » Hyperdynamics Importance Sampling |
WSC
2004
13 years 8 months ago
2004
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
AAAI
2012
11 years 10 months ago
2012
We consider lifted importance sampling (LIS), a previously proposed approximate inference algorithm for statistical relational learning (SRL) models. LIS achieves substantial vari...
UAI
2001
13 years 8 months ago
2001
We present a new method for estimating the expected return of a POMDP from experience. The estimator does not assume any knowledge of the POMDP, can estimate the returns for finit...
CGF
2008
13 years 7 months ago
2008
We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...
QUESTA
2007
13 years 7 months ago
2007
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...