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IOR
2008
126views more  IOR 2008»
13 years 5 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
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...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
TIT
2008
110views more  TIT 2008»
13 years 5 months ago
Explicit Codes Achieving List Decoding Capacity: Error-Correction With Optimal Redundancy
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...
Venkatesan Guruswami, Atri Rudra
SIAMMAX
2010
116views more  SIAMMAX 2010»
13 years 11 days ago
Structured Total Maximum Likelihood: An Alternative to Structured Total Least Squares
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...
Amir Beck, Yonina C. Eldar
TSP
2010
13 years 10 days ago
Low complexity equalization for doubly selective channels modeled by a basis expansion
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....