Abstract. Grid computing is a form of distributed computing that involves coordinating and sharing computing, application, data storage or network resources across dynamic and geog...
Monte-Carlo evaluation consists in estimating a position by averaging the outcome of several random continuations, and can serve as an evaluation function at the leaves of a min-ma...
One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge ...
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...