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    JC
    2010
    55views more  JC 2010»
    Dimension-wise integration of high-dimensional functions with applications to finance
    13 years 3 months ago
    Dimension-wise integration of high-dimensional functions with applications to finance
    Download  wissrech.ins.uni-bonn.de
    We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...
    Michael Griebel, Markus Holtz
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    JC
    2006
    53views more  JC 2006»
    The randomized information complexity of elliptic PDE
    13 years 5 months ago
    The randomized information complexity of elliptic PDE
    Download  www.uni-kl.de
    We study the information complexity in the randomized setting of solving a general elliptic PDE of order 2m in a smooth, bounded domain Q Rd with smooth coefficients and homogene...
    Stefan Heinrich
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    JC
    2006
    61views more  JC 2006»
    The discretized discrepancy principle under general source conditions
    13 years 5 months ago
    The discretized discrepancy principle under general source conditions
    Download  www.wias-berlin.de
    We discuss adaptive strategies for choosing regularization parameters in TikhonovPhillips regularization of discretized linear operator equations. Two rules turn out to be entirel...
    Peter Mathé, Sergei V. Pereverzev
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    JC
    2006
    115views more  JC 2006»
    Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
    13 years 5 months ago
    Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
    Download  www.maths.unsw.edu.au
    We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
    Benjamin J. Waterhouse, Frances Y. Kuo, Ian H. Slo...
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    IVC
    2000
    188views more  IVC 2000»
    Face recognition by statistical analysis of feature detectors
    13 years 5 months ago
    Face recognition by statistical analysis of feature detectors
    Download  fias.uni-frankfurt.de
    A successful face recognition system calculates similarity of face images based on the activation of multiscale and multiorientation Gabor kernels, but without utilizing any stati...
    Peter Kalocsai, Christoph von der Malsburg, J. Hor...
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