5 search results - page 1 / 1 » Estimating the probability of a rare event over a finite tim... |
WSC
2007
13 years 7 months ago
2007
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
EOR
2010
13 years 5 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
IOR
2008
13 years 5 months ago
2008
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
BIOINFORMATICS
2006
13 years 5 months ago
2006
Motivation: Intervention in a gene regulatory network is used to avoid undesirable states, such as those associated with a disease. Several types of intervention have been studied...
DCOSS
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. We develop a practical, distributed algorithm to detect events, identify measurement errors, and infer missing readings in ecological applications of wireless sensor netw...