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IOR
2010
71views more  IOR 2010»
14 years 7 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
JMLR
2010
184views more  JMLR 2010»
14 years 4 months ago
Sequential Monte Carlo Samplers for Dirichlet Process Mixtures
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
Yener Ülker, Bilge Günsel, Ali Taylan Ce...
TOG
2012
221views Communications» more  TOG 2012»
13 years 8 days 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...
ICMI
2000
Springer
190views Biometrics» more  ICMI 2000»
15 years 1 months ago
Virtual Mouse - Inputting Device by Hand Gesture Tracking and Recognition
In this paper, we develop a system to track and recognize hand motion in nearly real time. An important application of this system is to simulate mouse as a visual inputting device...
Changbo Hu, Lichen Liang, Songde Ma, Hanqing Lu
WSC
2007
15 years 5 days ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber