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UAI
2001
13 years 7 months ago
Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
John D. Lafferty, Larry A. Wasserman
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 9 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
ACG
2009
Springer
14 years 12 days ago
Monte-Carlo Tree Search in Settlers of Catan
Abstract. Games are considered important benchmark tasks of artificial intelligence research. Modern strategic board games can typically be played by three or more people, which m...
Istvan Szita, Guillaume Chaslot, Pieter Spronck
FPGA
2010
ACM
276views FPGA» more  FPGA 2010»
14 years 2 months ago
Accelerating Monte Carlo based SSTA using FPGA
Monte Carlo based SSTA serves as the golden standard against alternative SSTA algorithms, but it is seldom used in practice due to its high computation time. In this paper, we acc...
Jason Cong, Karthik Gururaj, Wei Jiang, Bin Liu, K...
JMLR
2010
184views more  JMLR 2010»
13 years 17 days ago
Sequential Monte Carlo Samplers for Dirichlet Process Mixtures
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
Yener Ülker, Bilge Günsel, Ali Taylan Ce...