Bayesian learning in undirected graphical models--computing posterior distributions over parameters and predictive quantities-is exceptionally difficult. We conjecture that for ge...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Recent advances in biosensing technologies have led to applications of biosensor probe arrays for rapid identification of biological agents such as drugs, gene expressions, protein...
Thanks to an increase in rendering efficiency, indirect illumination has recently begun to be integrated in cinematic lighting design, an application where physical accuracy is le...
The visibility function in direct illumination describes the binary visibility over a light source, e.g., an environment map. Intuitively, the visibility is often strongly correla...