Abstract-In discrete detector PET, natural pixels are image basis functions calculated from responses of detector pairs. By using reconstruction with natural pixels the discretizat...
Charles L. Byrne, Stefaan Vandenberghe, Edward J. ...
Descriptive Sampling (DS), a Monte Carlo sampling technique based on a deterministic selection of the input values and their random permutation, represents a deep conceptual chang...
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...