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» Simulation of Multivariate Extreme Values
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WWW
2008
ACM
14 years 5 months ago
Measuring extremal dependencies in web graphs
We analyze dependencies in power law graph data (Web sample, Wikipedia sample and a preferential attachment graph) using statistical inference for multivariate regular variation. ...
Yana Volkovich, Nelly Litvak, Bert Zwart
BMCBI
2008
149views more  BMCBI 2008»
13 years 5 months ago
Evolution of biological sequences implies an extreme value distribution of type I for both global and local pairwise alignment s
Background: Confidence in pairwise alignments of biological sequences, obtained by various methods such as Blast or Smith-Waterman, is critical for automatic analyses of genomic d...
Olivier Bastien, Eric Maréchal
INFOCOM
2009
IEEE
13 years 11 months ago
Extreme Value FEC for Wireless Data Broadcasting
Abstract—The advent of practical rateless codes enables implementation of highly efficient packet-level forward error correction (FEC) strategies for reliable data broadcasting ...
Weiyao Xiao, David Starobinski
JSAC
2010
142views more  JSAC 2010»
13 years 3 months ago
Extreme value FEC for reliable broadcasting in wireless networks
—The advent of practical rateless codes enables implementation of highly efficient packet-level forward error correction (FEC) strategies for reliable data broadcasting in loss-...
Weiyao Xiao, David Starobinski
EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 6 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski