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WSC
2004
15 years 8 months ago
Calibrating Credit Portfolio Loss Distributions
Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...
Menghui Cao, William J. Morokoff
FOCM
2007
48views more  FOCM 2007»
15 years 6 months ago
Integration and Optimization of Multivariate Polynomials by Restriction onto a Random Subspace
Abstract. We consider the problem of efficient integration of an n-variate polynomial with respect to the Gaussian measure in Rn and related problems of complex integration and opt...
Alexander I. Barvinok
CORR
2011
Springer
195views Education» more  CORR 2011»
15 years 1 months ago
Simplicial Homology of Random Configurations
Given a Poisson process on a d-dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are give...
Laurent Decreusefond, Eduardo Ferraz, Hugues Randr...
ICASSP
2011
IEEE
14 years 10 months ago
Polytope kernel density estimates on Delaunay graphs
We present a polytope-kernel density estimation (PKDE) methodology that allows us to perform exact mean-shift updates along the edges of the Delaunay graph of the data. We discuss...
Erhan Bas, Deniz Erdogmus
CONEXT
2007
ACM
15 years 10 months ago
Enabling seamless internet mobility
Abstract--Mobility is a requirement not appropriately addressed by the original design of the Internet since an IP address has two fundamentally different tasks. It specifies a net...
Gregor Maier, Wolfgang Mühlbauer, Yevgen Rogo...