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ISBI
2004
IEEE
14 years 10 months ago
Reconstruction of 2D Pet Data with Monte Carlo Generated Natural Pixels
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. ...
WSC
1997
13 years 11 months ago
Descriptive Sampling: An Improvement over Latin Hypercube Sampling
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...
Eduardo Saliby
MOR
2007
140views more  MOR 2007»
13 years 9 months ago
Adaptive Control Variates for Finite-Horizon Simulation
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...
Sujin Kim, Shane G. Henderson
WSC
2000
13 years 11 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
WSC
2004
13 years 11 months ago
Adaptive Control Variates
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...
Sujin Kim, Shane G. Henderson