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TOG
2012
221views Communications» more  TOG 2012»
8 years 3 months ago
Gabor noise by example
Procedural noise is a fundamental tool in Computer Graphics. However, designing noise patterns is hard. In this paper, we present Gabor noise by example, a method to estimate the ...
Bruno Galerne, Ares Lagae, Sylvain Lefebvre, Georg...
ISPD
2012
ACM
248views Hardware» more  ISPD 2012»
8 years 8 months ago
A fast estimation of SRAM failure rate using probability collectives
Importance sampling is a popular approach to estimate rare event failures of SRAM cells. We propose to improve importance sampling by probability collectives. First, we use “Kul...
Fang Gong, Sina Basir-Kazeruni, Lara Dolecek, Lei ...
TOMACS
2002
113views more  TOMACS 2002»
10 years 26 days ago
Simulating heavy tailed processes using delayed hazard rate twisting
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Sandeep Juneja, Perwez Shahabuddin
BMEI
2009
IEEE
10 years 2 months ago
An Improved Probabilistic Model for Finding Differential Gene Expression
Abstract--Finding differentially expressed genes is a fundamental objective of a microarray experiment. Recently proposed method, PPLR, considers the probe-level measurement error ...
Li Zhang, Xuejun Liu
UAI
2000
10 years 2 months ago
Adaptive Importance Sampling for Estimation in Structured Domains
Sampling is an important tool for estimating large, complex sums and integrals over highdimensional spaces. For instance, importance sampling has been used as an alternative to ex...
Luis E. Ortiz, Leslie Pack Kaelbling
WSCG
2004
142views more  WSCG 2004»
10 years 2 months ago
Metropolis Iteration for Global Illumination
This paper presents a stochastic iteration algorithm solving the global illumination problem, where the random sampling is governed by classical importance sampling and also by th...
László Szirmay-Kalos, Bálazs ...
WSC
2004
10 years 2 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
UAI
2008
10 years 2 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
UAI
2008
10 years 2 months ago
AND/OR Importance Sampling
The paper introduces an AND/OR importance sampling scheme for probabilistic graphical models. In contrast to conventional importance sampling, AND/OR importance sampling caches sa...
Vibhav Gogate, Rina Dechter
WSC
2008
10 years 3 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
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