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» Optimizing efficiency of perturbative Monte Carlo method
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125
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IPPS
2010
IEEE
14 years 7 months ago
Parallelization of tau-leap coarse-grained Monte Carlo simulations on GPUs
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
Lifan Xu, Michela Taufer, Stuart Collins, Dionisio...
53
Voted
SIAMSC
2008
99views more  SIAMSC 2008»
14 years 9 months ago
Monte Carlo Greeks for Financial Products via Approximative Transition Densities
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
Jörg Kampen, Anastasia Kolodko, John Schoenma...
116
Voted
ECCV
2008
Springer
16 years 2 months ago
 Tracking of Abrupt Motion using Wang-Landau Monte Carlo Estimation
We propose a novel tracking algorithm based on the Wang-Landau Monte Carlo sampling method which efficiently deals with the abrupt motions. Abrupt motions could cause conventional ...
Junseok Kwon (Seoul National University), Kyoung M...
ASPDAC
2000
ACM
154views Hardware» more  ASPDAC 2000»
15 years 2 months ago
Dynamic weighting Monte Carlo for constrained floorplan designs in mixed signal application
Simulated annealing has been one of the most popular stochastic optimization methods used in the VLSI CAD field in the past two decades for handling NP-hard optimization problems...
Jason Cong, Tianming Kong, Faming Liang, Jun S. Li...
CG
2006
Springer
15 years 1 months ago
Monte-Carlo Proof-Number Search for Computer Go
In the last decade, proof-number search and Monte-Carlo methods have successfully been applied to the combinatorial-games domain. Proof-number search is a reliable algorithm. It re...
Jahn-Takeshi Saito, Guillaume Chaslot, Jos W. H. M...