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104
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SAC
2008
ACM
15 years 5 days ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead
QEST
2010
IEEE
14 years 10 months ago
Rare Event Simulation for Highly Dependable Systems with Fast Repairs
Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., suppor...
Daniël Reijsbergen, Pieter-Tjerk de Boer, Wer...
IOR
2010
71views more  IOR 2010»
14 years 10 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
157
Voted
JMLR
2010
184views more  JMLR 2010»
14 years 7 months ago
Sequential Monte Carlo Samplers for Dirichlet Process Mixtures
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
Yener Ülker, Bilge Günsel, Ali Taylan Ce...
TOG
2012
221views Communications» more  TOG 2012»
13 years 3 months ago
Gabor noise by example
Procedural noise is a fundamental tool in Computer Graphics. However, designing noise patterns is hard. In this paper, we present Gabor noise by example, a method to estimate the ...
Bruno Galerne, Ares Lagae, Sylvain Lefebvre, Georg...