This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
This paper introduces a statistical model for query-relevant summarization: succinctly characterizing the relevance of a document to a query. Learning parameter values for the pro...
The centroidal Voronoi tessellation (CVT) has found versatile applications in geometric modeling, computer graphics, and visualization. In this paper, we extend the concept of the...
Given a tetrahedral mesh immersed in a voxel model, we present a method to refine the mesh to reduce the discrepancy between interpolated values based on either scheme at arbitra...