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WSC
2008
14 years 1 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
DKE
2000
102views more  DKE 2000»
13 years 10 months ago
MOSAIC: A fast multi-feature image retrieval system
Content-based image retrieval plays an important role in many multimedia applications. Images are typically retrieved based on a given sample image, a sketch or a simple descripti...
Shen-Tat Goh, Kian-Lee Tan
ICASSP
2011
IEEE
13 years 2 months ago
A mode preserving particle filter
A new particle filtering technique is proposed which addresses the problem of mode preservation in the approximation of multi-modal posteriors. The key is a resampling step which...
Mark R. Morelande, Alan M. Zhang
ICDE
2006
IEEE
144views Database» more  ICDE 2006»
15 years 7 days ago
Materialized Sample Views for Database Approximation
We consider the problem of creating a sample view of a database table. A sample view is an indexed, materialized view that permits efficient sampling from an arbitrary range query...
Shantanu Joshi, Chris Jermaine
HICSS
2007
IEEE
97views Biometrics» more  HICSS 2007»
14 years 5 months ago
Decision Support in Health Care via Root Evidence Sampling
— Bayesian networks play a key role in decision support within health care. Physicians rely on Bayesian networks to give medical treatment, generate what-if scenarios, and other ...
Benjamin B. Perry, Eli Faulkner