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» Acceleration of Monte Carlo Path Tracing in General Environm...
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PG
2000
IEEE
13 years 9 months ago
Acceleration of Monte Carlo Path Tracing in General Environments
This paper describes a two pass algorithm capable of computing solutions to the global illumination in general environments (diffuse or glossy surfaces, anisotropically scattering...
Frederic Pérez, Ignacio Martín, Xavi...
ENGL
2008
186views more  ENGL 2008»
13 years 4 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Xiang Tian, Khaled Benkrid, Xiaochen Gu
RT
2001
Springer
13 years 9 months ago
Path Differentials and Applications
Abstract. Photo-realistic rendering algorithms such as Monte Carlo ray tracing sample individual paths to compute images. Noise and aliasing artefacts are usually reduced by supers...
Frank Suykens, Yves D. Willems
ICML
2000
IEEE
14 years 5 months ago
Eligibility Traces for Off-Policy Policy Evaluation
Eligibility traces have been shown to speed reinforcement learning, to make it more robust to hidden states, and to provide a link between Monte Carlo and temporal-difference meth...
Doina Precup, Richard S. Sutton, Satinder P. Singh
GECCO
2005
Springer
111views Optimization» more  GECCO 2005»
13 years 10 months ago
XCS with eligibility traces
The development of the XCS Learning Classifier System has produced a robust and stable implementation that performs competitively in direct-reward environments. Although investig...
Jan Drugowitsch, Alwyn Barry