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WSC
1998
13 years 11 months ago
Efficiency Improvement by Lattice Rules for Pricing Asian Options
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
Christiane Lemieux, Pierre L'Ecuyer
ECCV
2000
Springer
14 years 12 months ago
Quasi-Random Sampling for Condensation
The problem of tracking pedestrians from a moving car is a challenging one. The Condensation tracking algorithm is appealing for its generality and potential for real-time implemen...
Vasanth Philomin, Ramani Duraiswami, Larry S. Davi...
CF
2005
ACM
14 years 1 days ago
Grid result checking
Result checking is the theory and practice of proving that the result of an execution of a program on an input is correct. Result checking has most often been envisioned in the fr...
Cécile Germain-Renaud, Dephine Monnier-Raga...
NIPS
1998
13 years 11 months ago
Fisher Scoring and a Mixture of Modes Approach for Approximate Inference and Learning in Nonlinear State Space Models
We present Monte-Carlo generalized EM equations for learning in nonlinear state space models. The dif
Thomas Briegel, Volker Tresp
WSC
2008
14 years 12 days ago
Efficient tail estimation for sums of correlated lognormals
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...