314 search results - page 16 / 63 » Optimizing efficiency of perturbative Monte Carlo method |
UAI
2001
14 years 11 months ago
2001
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
79
Voted
SIAMJO
2002
14 years 9 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
WSC
1998
14 years 11 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
77
Voted
ISBI
2004
IEEE
15 years 10 months ago
2004
IEEE
Abstract-In discrete detector PET, natural pixels are image basis functions calculated from responses of detector pairs. By using reconstruction with natural pixels the discretizat...
69
Voted
ISCAS
2006
IEEE
15 years 3 months ago
2006
IEEE
—With the development of IC technology, it becomes urgent to investigate model reduction method for interconnects with process variations. In this paper, a one-shot projection al...