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» Performance modeling using Monte Carlo simulation
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SIGGRAPH
1999
ACM
15 years 7 months ago
Modeling and Rendering of Weathered Stone
Stone is widespread in its use as a building material and artistic medium. One of its most remarkable qualities is that it changes appearance as it interacts with the environment....
Julie Dorsey, Alan Edelman, Henrik Wann Jensen, Ju...
139
Voted
FS
2011
168views more  FS 2011»
14 years 7 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
140
Voted
WWW
2006
ACM
16 years 4 months ago
Random sampling from a search engine's index
We revisit a problem introduced by Bharat and Broder almost a decade ago: how to sample random pages from the corpus of documents indexed by a search engine, using only the search...
Ziv Bar-Yossef, Maxim Gurevich
WSC
1997
15 years 4 months ago
Selecting the Best System: A Decision-Theoretic Approach
The problem of selecting the best system from a finite set of alternatives is considered from a Bayesian decision-theoretic perspective. The framework presented is quite general,...
Stephen E. Chick
149
Voted
CVIU
2006
176views more  CVIU 2006»
15 years 3 months ago
Temporal motion models for monocular and multiview 3D human body tracking
We explore an approach to 3D people tracking with learned motion models and deterministic optimization. The tracking problem is formulated as the minimization of a differentiable ...
Raquel Urtasun, David J. Fleet, Pascal Fua