414 search results - page 45 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 7 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
CLUSTER
2009
IEEE
13 years 5 months ago
2009
IEEE
With the advent of high-performance COTS clusters, there is a need for a simple, scalable and faulttolerant parallel programming and execution paradigm. In this paper, we show that...
IMC
2010
ACM
13 years 5 months ago
2010
ACM
Cost control for the Internet access providers (AP) influences not only the nominal speeds offered to the customers, but also other, more controversial, policies related to traffi...
IROS
2006
IEEE
14 years 1 months ago
2006
IEEE
Abstract— In this paper we show how to optimize the computational cost and maximize consistency in EKF-based SLAM for large environments. We combine Local Mapping with Map Joinin...
DATE
2008
IEEE
14 years 2 months ago
2008
IEEE
A new algorithm is presented that combines performance and variation objectives in a behavioural model for a given analogue circuit topology and process. The tradeoffs between per...