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...
In kernel-based regression learning, optimizing each kernel individually is useful when the data density, curvature of regression surfaces (or decision boundaries) or magnitude of...
Abstract— Attenuation of sinusoidal disturbances with uncertain and arbitrarily time-varying frequencies is considered in the form of a generalized asymptotic regulation problem....
The visibility function in direct illumination describes the binary visibility over a light source, e.g., an environment map. Intuitively, the visibility is often strongly correla...
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...