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» Optimal Monte Carlo Algorithms
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FPL
2008
Springer
153views Hardware» more  FPL 2008»
13 years 9 months ago
FPGA acceleration of quasi-Monte Carlo in finance
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...
Nathan A. Woods, Tom VanCourt

Publication
273views
13 years 2 months ago
Monte Carlo Value Iteration for Continuous-State POMDPs
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
ISVC
2009
Springer
14 years 2 months ago
Multi-target and Multi-camera Object Detection with Monte-Carlo Sampling
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...
Giorgio Panin, Sebastian Klose, Alois Knoll
FLAIRS
2001
13 years 9 months ago
A Practical Markov Chain Monte Carlo Approach to Decision Problems
Decisionand optimizationproblemsinvolvinggraphsarise in manyareas of artificial intelligence, including probabilistic networks, robot navigation, and network design. Manysuch prob...
Timothy Huang, Yuriy Nevmyvaka
CGA
2005
13 years 7 months ago
A Novel Monte Carlo Noise Reduction Operator
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...
Ruifeng Xu, Sumanta N. Pattanaik