Sciweavers

MOR
2007
140views more  MOR 2007»
13 years 11 months ago
Adaptive Control Variates for Finite-Horizon Simulation
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
Sujin Kim, Shane G. Henderson
MP
2006
107views more  MP 2006»
14 years 7 days ago
Convergence theory for nonconvex stochastic programming with an application to mixed logit
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
Fabian Bastin, Cinzia Cirillo, Philippe L. Toint
CVIU
2006
176views more  CVIU 2006»
14 years 10 days ago
Temporal motion models for monocular and multiview 3D human body tracking
We explore an approach to 3D people tracking with learned motion models and deterministic optimization. The tracking problem is formulated as the minimization of a differentiable ...
Raquel Urtasun, David J. Fleet, Pascal Fua
WSC
1997
14 years 1 months ago
Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
Hisham A. Al-Mharmah, James M. Calvin
WSC
1998
14 years 1 months ago
Efficiency Improvement by Lattice Rules for Pricing Asian Options
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
Christiane Lemieux, Pierre L'Ecuyer
WSCG
2004
158views more  WSCG 2004»
14 years 1 months ago
Fully Automatic Elastic Registration of MR Images with Statistical Feature Extraction
We present a fully automatic scheme for the registration of MR images. The registration is carried out as a combination of an affine and an elastic transformation. The affine part...
Martin Held, Werner Weiser, Franz Wilhelmstöt...
WSC
2004
14 years 1 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
WSC
2007
14 years 2 months ago
Monte Carlo methods in the physical sciences
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
Malvin H. Kalos
NAA
2000
Springer
125views Mathematics» more  NAA 2000»
14 years 3 months ago
Matrix Computations Using Quasirandom Sequences
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
Michael Mascagni, Aneta Karaivanova
LSSC
2001
Springer
14 years 4 months ago
An Improved Monte Carlo Algorithm for Elastic Electron Backscattering from Surfaces
The problen of the backscattering of electrons from metal targets is subject of extensive theoreticel and experimental work in surface analysis. We are interested in the angular di...
Ivan Dimov, Emanouil I. Atanassov, Mariya K. Durch...