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» Optimizing efficiency of perturbative Monte Carlo method
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WSC
2008
15 years 2 months 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
15 years 1 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 9 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...
TIP
2010
137views more  TIP 2010»
14 years 6 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
15 years 1 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