We present a sequential Monte Carlo method applied to additive noise compensation for robust speech recognition in time-varying noise. The method generates a set of samples accord...
In this paper we compare the average performance of one class of low-discrepancy quasi-Monte Carlo sequences for global optimization. Weiner measure is assumed as the probability ...
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
: This article describes a method for solving the geometric closure problem for simplified models of nucleic acid structures by using the constant bond lengths approximation. The r...
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...