1297 search results - page 8 / 260 » Refractor Importance Sampling |
IOR
2006
13 years 7 months ago
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
WSC
2004
13 years 8 months ago
2004
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
UAI
2001
13 years 8 months ago
2001
We present a new method for estimating the expected return of a POMDP from experience. The estimator does not assume any knowledge of the POMDP, can estimate the returns for finit...
ICML
2008
IEEE
14 years 8 months ago
2008
IEEE
Typically agent evaluation is done through Monte Carlo estimation. However, stochastic agent decisions and stochastic outcomes can make this approach inefficient, requiring many s...
CGF
2008
13 years 7 months ago
2008
We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...