MOR
2007
13 years 4 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
MP
2006
13 years 4 months ago
2006
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
CVIU
2006
13 years 4 months ago
2006
We explore an approach to 3D people tracking with learned motion models and deterministic optimization. The tracking problem is formulated as the minimization of a differentiable ...
WSC
1997
13 years 5 months ago
1997
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
WSC
1998
13 years 5 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
WSCG
2004
13 years 6 months ago
2004
We present a fully automatic scheme for the registration of MR images. The registration is carried out as a combination of an affine and an elastic transformation. The affine part...
WSC
2004
13 years 6 months ago
2004
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
WSC
2007
13 years 6 months ago
2007
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
LSSC
2001
Springer
13 years 9 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...