This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
We present error-correcting codes that achieve the information-theoretically best possible trade-off between the rate and error-correction radius. Specifically, for every 0 < R...
Abstract. Linear inverse problems with uncertain measurement matrices appear in many different applications. One of the standard techniques for solving such problems is the total l...
We propose a novel equalization method for doubly selective wireless channels, whose taps are represented by an arbitrary Basis Expansion Model (BEM). We view such a channel in the...
Tomasz Hrycak, Saptarshi Das, Gerald Matz, Hans G....