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EOR
2010
125views more  EOR 2010»
13 years 5 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
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...
Joshua C. C. Chan, Dirk P. Kroese
TSMC
2010
12 years 11 months ago
Probability Density Estimation With Tunable Kernels Using Orthogonal Forward Regression
A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimat...
Sheng Chen, Xia Hong, Chris J. Harris
ACL
2009
13 years 2 months ago
Setting Up User Action Probabilities in User Simulations for Dialog System Development
User simulations are shown to be useful in spoken dialog system development. Since most current user simulations deploy probability models to mimic human user behaviors, how to se...
Hua Ai, Diane J. Litman
ECML
2003
Springer
13 years 10 months ago
Optimizing Local Probability Models for Statistical Parsing
Abstract. This paper studies the properties and performance of models for estimating local probability distributions which are used as components of larger probabilistic systems â€...
Kristina Toutanova, Mark Mitchell, Christopher D. ...
CIKM
1999
Springer
13 years 9 months ago
A General Language Model for Information Retrieval
Statistical language modeling has been successfully used for speech recognition, part-of-speech tagging, and syntactic parsing. Recently, it has also been applied to information r...
Fei Song, W. Bruce Croft