- 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...
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...
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...
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...