Monte Carlo methods

Results: 695



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231Control theory / Electronic engineering / Linear filters / Monte Carlo methods / Robot navigation / Extended Kalman filter / Simultaneous localization and mapping / Particle filter / Kalman filter / Robot control / Statistics / Estimation theory

Department of Electrical and Computer Systems Engineering Technical Report MECSE

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Source URL: www.ecse.monash.edu.au

Language: English - Date: 2007-01-24 08:31:52
232Variance reduction / Statistical theory / Computational statistics / Antithetic variates / Variance / Estimator / Control variates / Efficiency / Normal distribution / Statistics / Monte Carlo methods / Estimation theory

Baseline: Practical Control Variates for Agent Evaluation in Zero-Sum Domains Joshua Davidson, Christopher Archibald and Michael Bowling {joshuad, archibal, bowling}@ualberta.ca Department of Computing Science University

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Source URL: poker.cs.ualberta.ca

Language: English - Date: 2013-08-20 15:50:17
233Monte Carlo methods / Statistical models / Importance sampling / Variance reduction / Stochastic process / Markov chain Monte Carlo / Mixture model / Markov chain / Kalman filter / Statistics / Probability and statistics / Markov models

Lightweight Implementations of Probabilistic Programming Languages Via Transformational Compilation David Wingate Andreas Stuhlmüller

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Source URL: jmlr.csail.mit.edu

Language: English - Date: 2011-06-30 04:29:48
234Schrödinger equation / Free particle / Wave / Probability current / Scattering length / Monte Carlo methods for electron transport / Physics / Quantum mechanics / Scattering cross-section

Ph125c lecture notes, Coupling to a continuum; Fermi’s Golden Rule So far in our discussion we have implicitly assumed that |k and |s lie in a discrete (bound) part of the eigenspectrum of H 0 , as opposed to

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Source URL: www.its.caltech.edu

Language: English - Date: 2001-04-19 00:00:07
235Computational statistics / Probability and statistics / Markov models / Markov processes / Metropolis–Hastings algorithm / Markov chain / Gibbs sampling / Itō diffusion / Bayesian inference in phylogeny / Statistics / Monte Carlo methods / Markov chain Monte Carlo

Part A Simulation and Statistical Programming HT 2015 Problem Sheet 3 due Week 7 Tuesday 10am 1. (a) Give a Metropolis-Hastings algorithm to sample according to the Gamma probability density function, p(x) ∝ xα−1 ex

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2015-02-23 13:52:48
236Markov models / Monte Carlo methods / Markov chain Monte Carlo / Statistical models / Gibbs sampling / Bayesian inference / Bayesian network / Bayesian probability / Probabilistic logic / Statistics / Probability and statistics / Bayesian statistics

Probabilistic Inference Using Markov Chain Monte Carlo Methods Radford M. Neal Technical Report CRG-TR-93-1 Department of Computer Science University of Toronto

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Source URL: www.cs.columbia.edu

Language: English - Date: 2015-03-12 00:16:19
237Investment / Mathematical finance / Equations / Option style / Asian option / Tk / Option / Black–Scholes / Financial economics / Options / Finance

MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:09:39
238Monte Carlo methods / Statistical theory / Decision theory / Estimator / M-estimator / Importance sampling / Mean squared error / Bias of an estimator / Regret / Statistics / Estimation theory / Statistical inference

Adaptive Monte Carlo via Bandit Allocation James Neufeld JNEUFELD @ UALBERTA . CA Andr´as Gy¨orgy GYORGY @ UALBERTA . CA Dale Schuurmans

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2014-05-18 17:42:18
239Monte Carlo methods / Slice sampling / Poisson processes / Gumbel distribution / Gibbs sampling / Exponential distribution / Estimation theory / Order statistic / Rejection sampling / Statistics / Markov chain Monte Carlo / Non-uniform random numbers

A∗ Sampling Chris J. Maddison Dept. of Computer Science University of Toronto

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Source URL: papers.nips.cc

Language: English - Date: 2015-01-26 10:22:24
240Stochastic processes / Markov chain Monte Carlo / Markov processes / Jeffrey S. Rosenthal / Markov chain / Metropolis–Hastings algorithm / Random walk / Stochastic / Gibbs sampling / Statistics / Markov models / Monte Carlo methods

CURRICULUM VITAE Jeffrey S. Rosenthal (Last updated April 16, BIOGRAPHICAL INFORMATION: Personal:

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Source URL: probability.ca

Language: English - Date: 2015-04-16 10:11:05
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