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» Optimal Monte Carlo Algorithms
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CIMAGING
2008
104views Hardware» more  CIMAGING 2008»
13 years 11 months ago
MCMC curve sampling and geometric conditional simulation
We present an algorithm to generate samples from probability distributions on the space of curves. Traditional curve evolution methods use gradient descent to find a local minimum...
Ayres C. Fan, John W. Fisher III, Jonathan Kane, A...
EOR
2010
125views more  EOR 2010»
13 years 10 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
ICGA
2007
157views Optimization» more  ICGA 2007»
13 years 10 months ago
Computing "Elo Ratings" of Move Patterns in the Game of Go
Abstract. Move patterns are an essential method to incorporate domain knowledge into Go-playing programs. This paper presents a new Bayesian technique for supervised learning of su...
Rémi Coulom
IJSNET
2007
155views more  IJSNET 2007»
13 years 10 months ago
Distributed Bayesian fault diagnosis of jump Markov systems in wireless sensor networks
: A Bayesian distributed online change detection algorithm is proposed for monitoring a dynamical system by a wireless sensor network. The proposed solution relies on modelling the...
Hichem Snoussi, Cédric Richard
TOG
2008
125views more  TOG 2008»
13 years 10 months ago
Progressive photon mapping
This paper introduces a simple and robust progressive global illumination algorithm based on photon mapping. Progressive photon mapping is a multi-pass algorithm where the first p...
Toshiya Hachisuka, Shinji Ogaki, Henrik Wann Jense...