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CORR
2007
Springer
121views Education» more  CORR 2007»
15 years 6 months ago
Iterative Filtering for a Dynamical Reputation System
The paper introduces a novel iterative method that assigns a reputation to n + m items: n raters and m objects. Each rater evaluates a subset of objects leading to a n × m rating...
Cristobald de Kerchove, Paul Van Dooren
IOR
2006
192views more  IOR 2006»
15 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
MA
2010
Springer
172views Communications» more  MA 2010»
15 years 4 months ago
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
Vivekananda Roy, James P. Hobert
INFOCOM
2010
IEEE
15 years 4 months ago
Joint Energy Management and Resource Allocation in Rechargeable Sensor Networks
—Energy harvesting sensor platforms have opened up a new dimension to the design of network protocols. In order to sustain the network operation, the energy consumption rate cann...
Ren-Shiou Liu, Prasun Sinha, Can Emre Koksal
TWC
2008
135views more  TWC 2008»
15 years 6 months ago
Optimal Distributed Stochastic Routing Algorithms for Wireless Multihop Networks
A novel framework was introduced recently for stochastic routing in wireless multihop networks, whereby each node selects a neighbor to forward a packet according to a probability...
Alejandro Ribeiro, Nikolas D. Sidiropoulos, Georgi...