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IOR
2008
103views more  IOR 2008»
15 years 7 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
NETWORKS
2011
15 years 2 months ago
On cut-based inequalities for capacitated network design polyhedra
In this article we study capacitated network design problems. We unify and extend polyhedral results for directed, bidirected and undirected link capacity models. Based on valid i...
Christian Raack, Arie M. C. A. Koster, Sebastian O...
ESOP
2011
Springer
14 years 10 months ago
Measure Transformer Semantics for Bayesian Machine Learning
Abstract. The Bayesian approach to machine learning amounts to inferring posterior distributions of random variables from a probabilistic model of how the variables are related (th...
Johannes Borgström, Andrew D. Gordon, Michael...
CCS
2011
ACM
14 years 7 months ago
Televisions, video privacy, and powerline electromagnetic interference
We conduct an extensive study of information leakage over the powerline infrastructure from eight televisions (TVs) spanning multiple makes, models, and underlying technologies. I...
Miro Enev, Sidhant Gupta, Tadayoshi Kohno, Shwetak...
DSN
2011
IEEE
14 years 6 months ago
Approximate analysis of blocking queueing networks with temporal dependence
—In this paper we extend the class of MAP queueing networks to include blocking models, which are useful to describe the performance of service instances which have a limited con...
Vittoria de Nitto Persone, Giuliano Casale, Evgeni...