We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...
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...
We present a fully automatic scheme for the registration of MR images. The registration is carried out as a combination of an affine and an elastic transformation. The affine part...
This paper describes a physically-based rendering system tailored to the demands of lighting design and architecture. The simulation uses a light-backwards ray-tracing method with...
We have developed a new statistical timing analysis approach that does not impose any assumptions on the nature of manufacturing variability and takes into account an arbitrary mo...
Jennifer L. Wong, Azadeh Davoodi, Vishal Khandelwa...