8 search results - page 1 / 2 » Dimension-wise integration of high-dimensional functions wit... |
JC
2010
13 years 3 months ago
2010
We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...
ICDE
2003
IEEE
14 years 6 months ago
2003
IEEE
Determining relationships such as functional or inclusion dependencies within and across databases is important for many applications in information integration. When such informa...
JC
2006
13 years 4 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
ICML
2010
IEEE
13 years 6 months ago
2010
IEEE
Local Coordinate Coding (LCC), introduced in (Yu et al., 2009), is a high dimensional nonlinear learning method that explicitly takes advantage of the geometric structure of the d...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...