37 search results - page 2 / 8 » Evaluation Function Based Monte-Carlo LOA |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
14 years 9 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
AUTOMATICA
2010
14 years 9 months ago
2010
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...
ICC
2007
IEEE
15 years 3 months ago
2007
IEEE
In this article, a new method for performance evaluation of Turbo-like codes is presented. This is based on estimating the Probability Density Function (pdf) of the bit Log-Likelih...
WSC
2004
14 years 10 months ago
2004
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...
CORR
2010
Springer
14 years 9 months ago
2010
Springer
For a sensor network, as tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stoc...