We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
We show that it is possible to construct numerical models of eye colour from first principles. Our initial model assumes that the important optical interactions occur only in the a...
K. P. B. Cracknell, Damian J. J. Farnell, I. Grier...
In this paper we introduce the first algorithms for efficiently learning a simulation policy for Monte-Carlo search. Our main idea is to optimise the balance of a simulation polic...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Background: The Monte Carlo simulation of sequence evolution is routinely used to assess the performance of phylogenetic inference methods and sequence alignment algorithms. Progr...
Botond Sipos, Tim Massingham, Gregory E. Jordan, N...