79 search results - page 3 / 16 » Optimally combining sampling techniques for Monte Carlo rend... |
LSSC
2001
Springer
13 years 9 months ago
2001
Springer
Abstract. Quasi-Monte Carlo methods are based on the idea that random Monte Carlo techniques can often be improved by replacing the underlying source of random numbers with a more ...
RT
2005
Springer
13 years 10 months ago
2005
Springer
This paper develops importance resampling into a variance reduction technique for Monte Carlo integration. Importance resampling is a sample generation technique that can be used ...
PKDD
2009
Springer
13 years 9 months ago
2009
Springer
Abstract. This paper focuses on Active Learning with a limited number of queries; in application domains such as Numerical Engineering, the size of the training set might be limite...
WSC
2000
13 years 6 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
EVOW
2011
Springer
2011
Springer
Optimization of the Nested Monte-Carlo Algorithm on the Traveling Salesman Problem with Time Windows
12 years 8 months ago
The traveling salesman problem with time windows is known to be a really difficult benchmark for optimization algorithms. In this paper, we are interested in the minimization of th...