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WSC
1998
15 years 8 months ago
An Analytical Comparison of Optimization Problem Generation Methodologies
Heuristics are an increasingly popular solution method for combinatorial optimization problems. Heuristic use often frees the modeler from some of the restrictions placed on class...
Raymond R. Hill
SODA
2000
ACM
123views Algorithms» more  SODA 2000»
15 years 8 months ago
Communication complexity of document exchange
We address the problem of minimizing the communication involved in the exchange of similar documents. We consider two users, A and B, who hold documents x and y respectively. Neit...
Graham Cormode, Mike Paterson, Süleyman Cenk ...
UAI
2000
15 years 8 months ago
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks
Particle filters (PFs) are powerful samplingbased inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of prob...
Arnaud Doucet, Nando de Freitas, Kevin P. Murphy, ...
VIP
2000
15 years 8 months ago
A Simulation Study of Using ER Feedback Control to Transport Compressed Video over ATM Networks
Transporting video over asynchronous transfer mode (ATM) networks has been an active area of research. The Variable Bit rate (VBR) service in ATM networks is primarily designed an...
Xiaomei Yu, Doan B. Hoang, David Dagan Feng
WSC
2000
15 years 8 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
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