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WSC
2008
13 years 11 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
NIPS
2008
13 years 10 months ago
Evaluating probabilities under high-dimensional latent variable models
We present a simple new Monte Carlo algorithm for evaluating probabilities of observations in complex latent variable models, such as Deep Belief Networks. While the method is bas...
Iain Murray, Ruslan Salakhutdinov
ICPR
2006
IEEE
14 years 10 months ago
Boosted Markov Chain Monte Carlo Data Association for Multiple Target Detection and Tracking
In this paper, we present a probabilistic framework for automatic detection and tracking of objects. We address the data association problem by formulating the visual tracking as ...
Bo Wu, Gérard G. Medioni, Isaac Cohen, Qian...
ICPR
2002
IEEE
14 years 1 months ago
Stochastic Filtering for Motion Trajectory in Image Sequences Using a Monte Carlo Filter with Estimation of Hyper-Parameters
False matching due to errors in feature extraction and changes in illumination between frames may occur in feature tracking in image sequences. False matching leads to outliers in...
Naoyuki Ichimura
ECAI
2010
Springer
13 years 10 months ago
Bayesian Monte Carlo for the Global Optimization of Expensive Functions
In the last decades enormous advances have been made possible for modelling complex (physical) systems by mathematical equations and computer algorithms. To deal with very long run...
Perry Groot, Adriana Birlutiu, Tom Heskes