99 search results - page 1 / 20 » Optimal Bounds on Tail Probabilities - A Simplified Approach |
IPPS
1998
IEEE
13 years 9 months ago
1998
IEEE
WSC
2008
13 years 7 months ago
2008
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
RSA
2002
13 years 4 months ago
2002
Let be a finite index set and k 1 a given integer. Let further S []k be an arbitrary family of k element subsets of . Consider a (binomial) random subset p of , where p = (pi :...
WSC
2008
13 years 7 months ago
2008
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
EUROPAR
2004
Springer
13 years 10 months ago
2004
Springer
Several optimization techniques are hindered by uncertainties about the control flow in a program, which can generally not be determined by static methods at compile time. We pres...