13 search results - page 2 / 3 » Sampling Archimedean copulas |
ICDM
2006
IEEE
2006
IEEE
A Probability Distribution Of Functional Random Variable With A Functional Data Analysis Application
13 years 11 months ago
Probability distributions are central tools for probabilistic modeling in data mining, and they lack in functional data analysis (FDA). In this paper we propose a probability dist...
WSC
2007
13 years 7 months ago
2007
Copulas are used in finance and insurance for modeling stochastic dependency. They comprehend the entire dependence structure, not only the correlations. Here they are estimated ...
WCE
2007
13 years 6 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
WSC
2008
13 years 7 months ago
2008
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
PAMI
2006
13 years 4 months ago
2006
Authentication systems based on biometric features (e.g., fingerprint impressions, iris scans, human face images, etc.) are increasingly gaining widespread use and popularity. Ofte...