466 search results - page 50 / 94 » Monte Carlo methods for matrix computations on the grid |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
14 years 9 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
SIGARCH
2010
14 years 4 months ago
2010
Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
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ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
This paper addresses the problem of estimating the statistical distribution of multiple-tissue non-stationary ultrasound images of skin. The distribution of multiple-tissue images...
MMAS
2010
Springer
14 years 4 months ago
2010
Springer
We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...
ISQED
2005
IEEE
15 years 3 months ago
2005
IEEE
As technology continues to scale beyond 100nm, there is a significant increase in performance uncertainty of CMOS logic due to process and environmental variations. Traditional c...