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116
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ECML
2006
Springer
15 years 6 months ago
Bayesian Active Learning for Sensitivity Analysis
Abstract. Designs of micro electro-mechanical devices need to be robust against fluctuations in mass production. Computer experiments with tens of parameters are used to explore th...
Tobias Pfingsten
EUROS
2006
224views Robotics» more  EUROS 2006»
15 years 6 months ago
Metric Localization with Scale-Invariant Visual Features Using a Single Perspective Camera
Abstract. The Scale Invariant Feature Transform (SIFT) has become a popular feature extractor for vision-based applications. It has been successfully applied to metric localization...
Maren Bennewitz, Cyrill Stachniss, Wolfram Burgard...
WSC
2007
15 years 5 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
WSC
2008
15 years 5 months ago
Randomized methods for solving the Winner Determination Problem in combinatorial auctions
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
Joshua C. C. Chan, Dirk P. Kroese
117
Voted
WSC
2004
15 years 4 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman