466 search results - page 9 / 94 » Monte Carlo methods for matrix computations on the grid |
WSC
2007
14 years 11 days ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
GLOBECOM
2007
IEEE
14 years 4 months ago
2007
IEEE
— Markov Chain Monte Carlo methods have recently been applied as front-end detectors in multipleinput multiple-output (MIMO) communication systems. Moreover, the near capacity be...
ICRA
2002
IEEE
14 years 3 months ago
2002
IEEE
In this paper, we describe a novel self-localizationalgorithm. Self-Localizationmethods are required for to lowercomputational costand handling vague sensordata. Thus, we propose ...
CVPR
2009
IEEE
14 years 8 months ago
2009
IEEE
Many vision problems have been formulated as en- ergy minimization problems and there have been signif- icant advances in energy minimization algorithms. The most widely-used energ...
WSC
2000
13 years 11 months ago
2000
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...