Importance sampling - PDFSEARCH.IO - Document Search Engine

Importance sampling
Results: 182

#	Item
101	Department of Economics Working Paper Series Optimal Limit Methods for Computing Sensitivities of Discontinuous Integrals Including Triggerable Derivative Securities Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:15:42 Variance reduction Mathematics Equations Mathematical finance Normal distribution Dirac delta function Black–Scholes Importance sampling Mathematical analysis Statistics Monte Carlo methods
102	Universal Estimation of Divergence for Continuous Distributions via Data-Dependent Partitions Qing Wang, Sanjeev R. Kulkarni, Sergio Verd´u Department of Electrical Engineering Princeton University Princeton, NJ[removed]U Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2005-12-05 13:40:41 M-estimators Kullback–Leibler divergence Thermodynamics Information theory Importance sampling Jensen–Shannon divergence Statistics Estimation theory Statistical theory
103	SLUO Statistics Lecture 10 Add to Reading List Source URL: www-group.slac.stanford.edu Language: English - Date: 2004-11-12 17:12:30 Mathematics Numerical analysis Statistical mechanics Non-uniform random numbers Probabilistic complexity theory Inverse transform sampling Pseudorandomness Expected value Importance sampling Probability and statistics Applied mathematics Monte Carlo methods
104	1 1 What is Monte Carlo? 1.1 Introduction Add to Reading List Source URL: media.wiley.com Language: English - Date: 2009-11-03 04:07:00 Mathematics Stochastic Importance sampling Pseudorandomness Equation of State Calculations by Fast Computing Machines Variance reduction Normal distribution Monte Carlo methods in finance Markov chain Monte Carlo Monte Carlo methods Statistics Probability and statistics
105	Lecture Notes on Monte Carlo Methods Fall Semester, 2005 Courant Institute of Mathematical Sciences, NYU Jonathan Goodman, [removed] Chapter 3: Variance Reduction. Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2005-11-08 16:13:43 Monte Carlo methods Variance reduction Probability theory Data analysis Variance Importance sampling Covariance Control variates Central limit theorem Statistics Probability and statistics Mathematical analysis
106	Efficient Risk Estimation via Nested Sequential Simulation Mark Broadie, Columbia University Joint work with Yiping Du and Ciamac Moallemi Bachelier Finance Society June 24, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 11:26:12 Management Risk Financial risk Importance sampling Variance reduction Value at risk Actuarial science Ethics Mathematical finance
107	Efficient BRDF Importance Sampling Using A Factored Representation Jason Lawrence∗ Princeton University Szymon Rusinkiewicz† Princeton University Add to Reading List Source URL: www.cs.virginia.edu Language: English - Date: 2006-10-08 13:11:27 Mathematics Monte Carlo methods Statistics Astrophysics Radiometry Bidirectional reflectance distribution function Rendering Light field Importance sampling 3D computer graphics Algebra Optics
108	DOI: [removed]j[removed]01399.x Biometrics 66, 1162–1173 December[removed]Estimating and Projecting Trends in HIV/AIDS Generalized Add to Reading List Source URL: www.stat.washington.edu Language: English - Date: 2011-05-24 20:39:46 Monte Carlo methods Bayesian statistics Computational statistics Importance sampling Markov chain Monte Carlo Bayes factor Fisher information Maximum a posteriori estimation Likelihood function Statistics Estimation theory Bayesian inference
109	Motivation Time-changed Lévy-models and Esscher transforms Applications and examples Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:41:09 Lévy process Importance sampling Brownian motion Symbol Statistics Stochastic processes Probability and statistics
110	Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility Models Scott Robertson Carnegie Mellon University [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:08:18 Options Finance Stochastic processes Stochastic volatility Heston model Importance sampling Black–Scholes Volatility Monte Carlo method Mathematical finance Financial economics Statistics

UPDATE