Sciweavers

33 search results - page 2 / 7
» Integral equation methods for computing likelihoods and thei...
Sort
View
TCS
2010
13 years 3 months ago
Maximum likelihood analysis of algorithms and data structures
We present a new approach for an average-case analysis of algorithms and data structures that supports a non-uniform distribution of the inputs and is based on the maximum likelih...
Ulrich Laube, Markus E. Nebel
SIAMCO
2010
169views more  SIAMCO 2010»
13 years 2 days ago
Shape Derivative of Drag Functional
Abstract. In the paper compressible, stationary Navier-Stokes (N-S) equations are considered. The model is well-posed, there exist weak solutions in bounded domains, subject to inh...
Pavel I. Plotnikov, Jan Sokolowski
WSC
2004
13 years 6 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
TOSN
2011
116views more  TOSN 2011»
13 years 7 days ago
A model framework for greedy routing in a sensor network with a stochastic power scheme
A stochastic model is formulated and analyzed to study the advancements of messages under greedy routing in a sensor network with a power-saving scheme. The aim of this model is g...
Holger Paul Keeler, Peter G. Taylor
QEST
2010
IEEE
13 years 3 months ago
Transient Analysis of Generalised Semi-Markov Processes Using Transient Stochastic State Classes
The method of stochastic state classes approaches the analysis of Generalised Semi Markov Processes (GSMP) through symbolic derivation of probability density functions over Differe...
András Horváth, Lorenzo Ridi, Enrico...