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WSC
2004
15 years 8 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
UAI
2003
15 years 7 months ago
Bayesian Hierarchical Mixtures of Experts
The Hierarchical Mixture of Experts (HME) is a well-known tree-structured model for regression and classification, based on soft probabilistic splits of the input space. In its o...
Christopher M. Bishop, Markus Svensén
GECCO
2008
Springer
124views Optimization» more  GECCO 2008»
15 years 7 months ago
Runtime analysis of binary PSO
We investigate the runtime of the Binary Particle Swarm Optimization (PSO) algorithm introduced by Kennedy and Eberhart (1997). The Binary PSO maintains a global best solution and...
Dirk Sudholt, Carsten Witt
CAGD
2010
151views more  CAGD 2010»
15 years 6 months ago
On the complexity of smooth spline surfaces from quad meshes
This paper derives strong relations that boundary curves of a smooth complex of patches have to obey when the patches are computed by local averaging. These relations restrict the...
Jörg Peters, Jianhua Fan
CCR
2008
94views more  CCR 2008»
15 years 6 months ago
Probabilistic lossy counting: an efficient algorithm for finding heavy hitters
Knowledge of the largest traffic flows in a network is important for many network management applications. The problem of finding these flows is known as the heavy-hitter problem ...
Xenofontas A. Dimitropoulos, Paul Hurley, Andreas ...