This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
The paper presents a single-pass, view-dependent method to solve the general rendering equation, using a combined finite element and random walk approach. Applying finite element t...
Efficient global illumination computation in dynamically changing environments is an important practical problem. In high-quality animation rendering costly "final gathering&...
Takehiro Tawara, Karol Myszkowski, Hans-Peter Seid...
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
We study the problem of aggregating partial rankings. This problem is motivated by applications such as meta-searching and information retrieval, search engine spam fighting, e-c...