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WSC
2004
15 years 7 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
BSL
2005
70views more  BSL 2005»
15 years 5 months ago
Mass problems and randomness
A mass problem is a set of Turing oracles. If P and Q are mass problems, we say that P is weakly reducible to Q if every member of Q Turing computes a member of P. We say that P i...
Stephen G. Simpson
TIT
2002
60views more  TIT 2002»
15 years 5 months ago
A Zador-like formula for quantizers based on periodic tilings
We consider Zador's asymptotic formula for the distortion-rate function for a variable-rate vector quantizer in the high-rate case. This formula involves the differential ent...
N. J. A. Sloane, Vinay A. Vaishampayan
CORR
2008
Springer
92views Education» more  CORR 2008»
15 years 5 months ago
Bipolarization of posets and natural interpolation
The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of [0, 1]n. We take this basic fact as a starting poin...
Michel Grabisch, Christophe Labreuche
CORR
2011
Springer
180views Education» more  CORR 2011»
15 years 1 months ago
Commutative Algebra of Statistical Ranking
A model for statistical ranking is a family of probability distributions whose states are orderings of a xed nite set of items. We represent the orderings as maximal chains in a ...
Bernd Sturmfels, Volkmar Welker