We present a way to integrate search and Monte-Carlo methods in the game of Go. Our program uses search to find the status of tactical goals, builds groups, selects interesting go...
Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering include distribution ray tracing, Monte Carlo path tracing, a...
This paper addresses the problem of tracking human body pose in monocular video including automatic pose initialization and re-initialization after tracking failures caused by par...
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...