Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Background: Most genomic data have ultra-high dimensions with more than 10,000 genes (probes). Regularization methods with L1 and Lp penalty have been extensively studied in survi...
Zhenqiu Liu, Dechang Chen, Ming Tan, Feng Jiang, R...
— In this paper we address the problem of predicting gene activities by finding gene regulatory dependencies in experimental DNA microarray data. Only few approaches to infer th...
Christian Spieth, Felix Streichert, Nora Speer, Ch...
Background: Novel strategies are required in order to handle the huge amount of data produced by microarray technologies. To infer gene regulatory networks, the first step is to f...
Background: Chow and Liu showed that the maximum likelihood tree for multivariate discrete distributions may be found using a maximum weight spanning tree algorithm, for example K...
David Edwards, Gabriel C. G. de Abreu, Rodrigo Lab...