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IOR
2008
126views more  IOR 2008»
14 years 9 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
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...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
RT
1998
Springer
15 years 2 months ago
Global Ray-Bundle Tracing with Hardware Acceleration
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...
László Szirmay-Kalos, Werner Purgath...
CGI
2004
IEEE
15 years 1 months ago
Exploiting Temporal Coherence in Final Gathering for Dynamic Scenes
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...
WSC
2007
15 years 5 days ago
Rare-event simulation for a multidimensional random walk with t distributed increments
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...
Jose H. Blanchet, Jingchen Liu
SODA
2007
ACM
145views Algorithms» more  SODA 2007»
14 years 11 months ago
Aggregation of partial rankings, p-ratings and top-m lists
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...
Nir Ailon