226 search results - page 8 / 46 » A Monte-Carlo AIXI Approximation |
WSC
2007
15 years 17 days ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
106
Voted
FCS
2006
14 years 11 months ago
2006
We prove an upper bound on the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms for the important special case when the state space can be aggregated into a smaller ...
WWW
2006
ACM
15 years 11 months ago
2006
ACM
We revisit a problem introduced by Bharat and Broder almost a decade ago: how to sample random pages from the corpus of documents indexed by a search engine, using only the search...
100
Voted
VMV
2001
14 years 11 months ago
2001
In this paper, we present a theoretical analysis of the error with three basic Monte Carlo radiosity algorithms, based on continuous collision shooting random walks, discrete coll...
184
Voted
NLP
2000
15 years 1 months ago
2000
Abstract. The purpose of this paper is (1) to provide a theoretical justification for the use of Monte-Carlo sampling for approximate resolution of NP-hard maximization problems in...