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» Monte Carlo methods for matrix computations on the grid
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WSC
2008
14 years 12 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
CVPR
2009
IEEE
16 years 2 months ago
Tracking of a Non-Rigid Object via Patch-based Dynamic Appearance Modeling and Adaptive Basin Hopping Monte Carlo Sampling
We propose a novel tracking algorithm for the target of which geometric appearance changes drastically over time. To track it, we present a local patch-based appearance model and p...
Junseok Kwon (Seoul National University), Kyoung M...
ECCV
2006
Springer
15 years 11 months ago
Globally Optimal Active Contours, Sequential Monte Carlo and On-Line Learning for Vessel Segmentation
In this paper we propose a Particle Filter-based propagation approach for the segmentation of vascular structures in 3D volumes. Because of pathologies and inhomogeneities, many de...
Charles Florin, Nikos Paragios, James Williams
JMLR
2010
184views more  JMLR 2010»
14 years 4 months ago
Sequential Monte Carlo Samplers for Dirichlet Process Mixtures
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
Yener Ülker, Bilge Günsel, Ali Taylan Ce...
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ICCS
2007
Springer
15 years 3 months ago
Modeling of Carrier Transport in Nanowires
Abstract. We consider a physical model of ultrafast evolution of an initial electron distribution in a quantum wire. The electron evolution is described by a quantum-kinetic equati...
Todor V. Gurov, Emanouil I. Atanassov, Mihail Nedj...