Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
Partially observable Markov decision processes (POMDPs) have been
successfully applied to various robot motion planning tasks under uncertainty.
However, most existing POMDP algo...
Haoyu Bai, David Hsu, Wee Sun Lee, and Vien A. Ngo
In this paper, we propose a general-purpose methodology for detecting multiple objects with known visual models from multiple views. The proposed method is based Monte-Carlo sampli...
Decisionand optimizationproblemsinvolvinggraphsarise in manyareas of artificial intelligence, including probabilistic networks, robot navigation, and network design. Manysuch prob...
A novel Monte Carlo noise reduction operator is proposed in this paper. We apply and extend the standard bilateral filtering method and build a new local adaptive noise reduction k...