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CGF
2008
114views more  CGF 2008»
13 years 5 months ago
Real-time Shading with Filtered Importance Sampling
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...
Jaroslav Krivánek, Mark Colbert
WSC
2007
13 years 7 months ago
Importance sampling of compounding processes
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Jose Blanchet, Bert Zwart
QUESTA
2010
89views more  QUESTA 2010»
13 years 3 months ago
Asymptotically optimal importance sampling for Jackson networks with a tree topology
Consider a stable open Jackson Network with a tree topology. Customers arrive at the single root of the tree. The system is stable in the sense that the average service rate at ea...
Ali Devin Sezer
HICSS
2007
IEEE
97views Biometrics» more  HICSS 2007»
13 years 11 months ago
Decision Support in Health Care via Root Evidence Sampling
— Bayesian networks play a key role in decision support within health care. Physicians rely on Bayesian networks to give medical treatment, generate what-if scenarios, and other ...
Benjamin B. Perry, Eli Faulkner
UAI
2008
13 years 6 months ago
Refractor Importance Sampling
In this paper we introduce Refractor Importance Sampling (RIS), an improvement to reduce error variance in Bayesian network importance sampling propagation under evidential reason...
Haohai Yu, Robert van Engelen