960 search results - page 44 / 192 » Optimal Monte Carlo Algorithms |
WSC
2000
13 years 9 months ago
2000
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...
SIAMJO
2002
13 years 7 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
SIGGRAPH
1992
ACM
13 years 11 months ago
1992
ACM
We describe a physically-based Monte Carlo technique for approximating bidirectional reflectance distribution functions (BRDFs) for a large class of geometries by directly simulat...
CDC
2009
IEEE
13 years 8 months ago
2009
IEEE
This paper presents a novel discrete population based stochastic optimization algorithm inspired from weed colonization. Its performance in a discrete benchmark, timecost trade-off...
ICASSP
2008
IEEE
14 years 2 months ago
2008
IEEE
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...