371 search results - page 3 / 75 » An analysis of a Monte Carlo algorithm for estimating the pe... |
WSC
2008
13 years 8 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
CSDA
2010
13 years 3 months ago
2010
NIPS
2008
13 years 7 months ago
2008
We propose an efficient sequential Monte Carlo inference scheme for the recently proposed coalescent clustering model [1]. Our algorithm has a quadratic runtime while those in [1]...
ICCS
2007
Springer
13 years 12 months ago
2007
Springer
In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo...
LSSC
2001
Springer
13 years 10 months ago
2001
Springer
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...