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This book constitutes the thoroughly refereed post-proceedings of the 5th International Conference on Computers and Games, CG 2006, co-located with the 14th World Computer-Chess Championship and the 11th Computer Olympiad. The 24 revised papers cover all aspects of artificial intelligence in computer-game playing. Topics addressed are evaluation and learning, search, combinatorial games and theory opening and endgame databases, single-agent search and planning, and computer Go.
Constituting the thoroughly refereed post-conference proceedings of the twelfth Advances in Computer Games conference held in Spain in 2009, the 20 revised full papers cover topics from Bayesian modeling to incongruity theory and data assurance.
The First Asian Conference on Machine Learning (ACML 2009) was held at Nanjing, China during November 2–4, 2009.This was the ?rst edition of a series of annual conferences which aim to provide a leading international forum for researchers in machine learning and related ?elds to share their new ideas and research ?ndings. This year we received 113 submissions from 18 countries and regions in Asia, Australasia, Europe and North America. The submissions went through a r- orous double-blind reviewing process. Most submissions received four reviews, a few submissions received ?ve reviews, while only several submissions received three reviews. Each submission was handled by an Area Chair who coordinated discussions among reviewers and made recommendation on the submission. The Program Committee Chairs examined the reviews and meta-reviews to further guarantee the reliability and integrity of the reviewing process. Twenty-nine - pers were selected after this process. To ensure that important revisions required by reviewers were incorporated into the ?nal accepted papers, and to allow submissions which would have - tential after a careful revision, this year we launched a “revision double-check” process. In short, the above-mentioned 29 papers were conditionally accepted, and the authors were requested to incorporate the “important-and-must”re- sionssummarizedbyareachairsbasedonreviewers’comments.Therevised?nal version and the revision list of each conditionally accepted paper was examined by the Area Chair and Program Committee Chairs. Papers that failed to pass the examination were ?nally rejected.
This updated edition deals with the Monte Carlo simulation of complex physical systems encountered in condensed-matter physics, statistical mechanics, and related fields. It contains many applications, examples, and exercises to help the reader. It is an excellent guide for graduate students and researchers who use computer simulations in their research.
This book constitutes the refereed proceedings of the 37th Annual German Conference on Artificial Intelligence, KI 2014, held in Stuttgart, Germany, in September 2014. The 24 revised full papers presented together with 7 short papers were carefully reviewed and selected from 62 submissions. The papers are organized in thematic topics on cognitive modeling, computer vision, constraint satisfaction, search, and optimization, knowledge representation and reasoning, machine learning and data mining, planning and scheduling.
Faced with the challenge of solving the hard optimization problems that abound in the real world, existing methods often encounter great difficulties. Important applications in business, engineering or economics cannot be tackled by the techniques that have formed the predominant focus of academic research throughout the past three decades. Exact and heuristic approaches are dramatically changing our ability to solve problems of practical significance and are extending the frontier of problems that can be handled effectively. This monograph details state-of-the-art optimization methods, both exact and heuristic, for the LOP. The authors employ the LOP to illustrate contemporary optimization technologies as well as how to design successful implementations of exact and heuristic procedures. Therefore, they do not limit the scope of this book to the LOP, but on the contrary, provide the reader with the background and practical strategies in optimization to tackle different combinatorial problems.
Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.
Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. - Provides a comprehensive yet concise treatment of Monte Carlo methods - Uses the famous "Buffon's needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods - Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bias, efficiency, and measures of uncertainty in an intuitive, visual way. Instead of thinking in the abstract about what would happen to a particular estimator "in repeated samples," the book uses simulation to actually create those repeated samples and summarize the results. The book includes basic examples appropriate for readers learning the material for the first time, as well as more advanced examples that a researcher might use to evaluate an estimator he or she was using in an actual research project. The book also covers a wide range of topics related to Monte Carlo simulation, such as resampling methods, simulations of substantive theory, simulation of quantities of interest (QI) from model results, and cross-validation. Complete R code from all examples is provided so readers can replicate every analysis presented using R.