7 search results - page 1 / 2 » Efficient tail estimation for sums of correlated lognormals |
WSC
2008
13 years 6 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
IJAR
2006
13 years 4 months ago
2006
In many real-life situations, we know the probability distribution of two random variables x1 and x2, but we have no information about the correlation between x1 and x2; what are ...
NIPS
2008
13 years 5 months ago
2008
The coding of information by neural populations depends critically on the statistical dependencies between neuronal responses. However, there is no simple model that can simultane...
KDD
2008
ACM
14 years 4 months ago
2008
ACM
Studying the association between quantitative phenotype (such as height or weight) and single nucleotide polymorphisms (SNPs) is an important problem in biology. To understand und...
PAMI
1998
13 years 4 months ago
1998
—We present ordinal measures of association for image correspondence in the context of stereo. Linear correspondence measures like correlation and the sum of squared difference b...