This paper presents our work on an experimental system for visualization of the light load. The light load is thought as the total amount of light radiation received by all areas ...
Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of o...
Monte Carlo localization (MCL) is a Bayesian algorithm for mobile robot localization based on particle filters, which has enjoyed great practical success. This paper points out a ...
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...
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 ...
Monte Carlo techniques have long been used (since Buffon's experiment to approximate the value of by tossing a needle onto striped paper) to analyze phenomena which, due to ...
Samarn Chantaravarapan, Ali K. Gunal, Edward J. Wi...
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
In this paper, we present a theoretical analysis of the error with three basic Monte Carlo radiosity algorithms, based on continuous collision shooting random walks, discrete coll...
In this paper we propose the framework of Monte Carlo algorithms as a useful one to analyze ensemble learning. In particular, this framework allows one to guess when bagging will ...