45 search results - page 4 / 9 » Weighted Importance Sampling Techniques for Monte Carlo Radi... |
CGF
2008
13 years 7 months ago
2008
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...
GLOBECOM
2009
IEEE
14 years 2 months ago
2009
IEEE
—The Multicanonical Monte Carlo (MMC) technique is a new form of adaptive importance sampling (IS). Thanks to its blind adaptation algorithm, it does not require an in-depth syst...
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...
NIPS
2007
13 years 8 months ago
2007
Learning in real-world domains often requires to deal with continuous state and action spaces. Although many solutions have been proposed to apply Reinforcement Learning algorithm...
WSC
2004
13 years 8 months ago
2004
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...