1297 search results - page 68 / 260 » Hyperdynamics Importance Sampling |
146
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IOR
2008
15 years 6 months ago
2008
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
178
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RT
1998
Springer
15 years 10 months ago
1998
Springer
The paper presents a single-pass, view-dependent method to solve the general rendering equation, using a combined finite element and random walk approach. Applying finite element t...
161
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CGI
2004
IEEE
15 years 10 months ago
2004
IEEE
Efficient global illumination computation in dynamically changing environments is an important practical problem. In high-quality animation rendering costly "final gathering&...
145
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WSC
2007
15 years 8 months ago
2007
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
210
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SODA
2007
ACM
15 years 7 months ago
2007
ACM
We study the problem of aggregating partial rankings. This problem is motivated by applications such as meta-searching and information retrieval, search engine spam fighting, e-c...