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» Optimizing efficiency of perturbative Monte Carlo method
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89
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WSC
2008
15 years 9 hour ago
Fast simulation of equity-linked life insurance contracts with a surrender option
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
Carole Bernard, Christiane Lemieux
AAAI
2006
14 years 11 months ago
Probabilistic Self-Localization for Sensor Networks
This paper describes a technique for the probabilistic self-localization of a sensor network based on noisy inter-sensor range data. Our method is based on a number of parallel in...
Dimitri Marinakis, Gregory Dudek
ICIP
2010
IEEE
14 years 7 months ago
Bayesian regularization of diffusion tensor images using hierarchical MCMC and loopy belief propagation
Based on the theory of Markov Random Fields, a Bayesian regularization model for diffusion tensor images (DTI) is proposed in this paper. The low-degree parameterization of diffus...
Siming Wei, Jing Hua, Jiajun Bu, Chun Chen, Yizhou...
82
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TIP
2010
137views more  TIP 2010»
14 years 4 months ago
Adaptive Langevin Sampler for Separation of t-Distribution Modelled Astrophysical Maps
We propose to model the image differentials of astrophysical source maps by Student's t-distribution and to use them in the Bayesian source separation method as priors. We int...
Koray Kayabol, Ercan E. Kuruoglu, José Luis...
DAGSTUHL
2004
14 years 11 months ago
Optimal algorithms for global optimization in case of unknown Lipschitz constant
We consider the global optimization problem for d-variate Lipschitz functions which, in a certain sense, do not increase too slowly in a neighborhood of the global minimizer(s). O...
Matthias U. Horn