670 search results - page 28 / 134 » Introduction to Monte Carlo simulation |
82
Voted
WSC
2000
14 years 11 months ago
2000
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
WSC
2008
15 years 21 hour ago
2008
We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...
WSC
1998
14 years 11 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
ICRA
2000
IEEE
15 years 2 months ago
2000
IEEE
We present a new localization algorithm called Sensor Resetting Localization which is an extension of Monte Carlo Localization. The algorithm adds sensor based resampling to Monte...
73
Voted
WSC
2000
14 years 11 months ago
2000
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...