WSC
2008
13 years 6 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...
ICCS
2004
Springer
13 years 10 months ago
2004
Springer
In this paper we present error and performance analysis of a Monte Carlo variance reduction method for solving multidimensional integrals and integral equations. This method, calle...
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 ...
RT
2005
Springer
13 years 10 months ago
2005
Springer
Image-based representations for illumination can capture complex real-world lighting that is difficult to represent in other forms. Current importance sampling strategies for ima...
AI
2007
Springer
13 years 10 months ago
2007
Springer
Importance sampling-based algorithms are a popular alternative when Bayesian network models are too large or too complex for exact algorithms. However, importance sampling is sensi...
ACCV
2009
Springer
13 years 11 months ago
2009
Springer
Particle filtering is an effective sequential Monte Carlo approach to solve the recursive Bayesian filtering problem in non-linear and non-Gaussian systems. The algorithm is base...
WWW
2004
ACM
14 years 5 months ago
2004
ACM
The overwhelming success of the Web as a mechanism for facilitating information retrieval and for conducting business transactions has led to an increase in the deployment of comp...