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IOR
2008
126views more  IOR 2008»
15 years 6 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
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...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
COMBINATORICA
2007
129views more  COMBINATORICA 2007»
15 years 6 months ago
Birth control for giants
The standard Erd˝os-Renyi model of random graphs begins with n isolated vertices, and at each round a random edge is added. Parametrizing n 2 rounds as one time unit, a phase tra...
Joel H. Spencer, Nicholas C. Wormald
IPM
2008
141views more  IPM 2008»
15 years 6 months ago
Towards a unified approach to document similarity search using manifold-ranking of blocks
Document similarity search (i.e. query by example) aims to retrieve a ranked list of documents similar to a query document in a text corpus or on the Web. Most existing approaches...
Xiaojun Wan, Jianwu Yang, Jianguo Xiao
IJCV
2006
161views more  IJCV 2006»
15 years 6 months ago
Discriminative Random Fields
In this research we address the problem of classification and labeling of regions given a single static natural image. Natural images exhibit strong spatial dependencies, and mode...
Sanjiv Kumar, Martial Hebert
ISCI
2008
159views more  ISCI 2008»
15 years 6 months ago
Large scale evolutionary optimization using cooperative coevolution
Evolutionary algorithms (EAs) have been applied with success to many numerical and combinatorial optimization problems in recent years. However, they often lose their effectivenes...
Zhenyu Yang, Ke Tang, Xin Yao
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