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» On Using Monte Carlo Methods for Scheduling
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IROS
2006
IEEE
162views Robotics» more  IROS 2006»
14 years 2 months ago
Efficiency Improvement in Monte Carlo Localization through Topological Information
- Monte Carlo localization is known to be one of the most reliable methods for pose estimation of a mobile robot. Many studies have been conducted to improve performance of MCL. Al...
Tae-Bum Kwon, Ju-Ho Yang, Jae-Bok Song, Woojin Chu...
NAA
2000
Springer
125views Mathematics» more  NAA 2000»
14 years 10 days ago
Matrix Computations Using Quasirandom Sequences
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
Michael Mascagni, Aneta Karaivanova
ICDAR
2009
IEEE
14 years 3 months ago
Biometric Person Authentication Method Using Camera-Based Online Signature Acquisition
A camera-based online signature verification system is proposed in this paper. One web camera is used for data acquisition, and a sequential Monte Carlo method is used for tracki...
Daigo Muramatsu, Kumiko Yasuda, Takashi Matsumoto
MOR
2007
140views more  MOR 2007»
13 years 8 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 10 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...