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» Structure of Extreme Correlated Equilibria
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IOR
2008
103views more  IOR 2008»
13 years 4 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
ICC
2007
IEEE
229views Communications» more  ICC 2007»
13 years 11 months ago
Impact of Spatial Fading Correlation and Keyholes on the Capacity of MIMO Systems with Transmitter and Receiver CSI
Abstract—This paper investigates the impact of fading correlation and channel degeneracy alias keyhole condition on the capacity of multiple-input multiple-output (MIMO) spatial ...
Amine Maaref, Sonia Aïssa
ADHOC
2004
127views more  ADHOC 2004»
13 years 4 months ago
A distributed and adaptive signal processing approach to exploiting correlation in sensor networks
We propose a novel approach to reducing energy consumption in sensor networks using a distributed adaptive signal processing framework and efficient algorithm 1 . While the topic o...
Jim Chou, Dragan Petrovic, Kannan Ramchandran
SIGECOM
2006
ACM
139views ECommerce» more  SIGECOM 2006»
13 years 10 months ago
Playing games in many possible worlds
In traditional game theory, players are typically endowed with exogenously given knowledge of the structure of the game—either full omniscient knowledge or partial but fixed in...
Matt Lepinski, David Liben-Nowell, Seth Gilbert, A...
ECCV
2004
Springer
14 years 6 months ago
Dimensionality Reduction by Canonical Contextual Correlation Projections
A linear, discriminative, supervised technique for reducing feature vectors extracted from image data to a lower-dimensional representation is proposed. It is derived from classica...
Marco Loog, Bram van Ginneken, Robert P. W. Duin