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WSC
2008
15 years 4 months ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Xian Hua Peng, Steven G. Kou
CDC
2009
IEEE
124views Control Systems» more  CDC 2009»
15 years 3 months ago
Inverse modeling for open boundary conditions in channel network
Abstract-- An inverse modeling problem for systems governed by first-order, hyperbolic partial differential equations subject to periodic forcing is investigated. The problem is de...
Qingfang Wu, Mohammad Rafiee, Andrew Tinka, Alexan...
ACL
2010
15 years 3 hour ago
Jointly Optimizing a Two-Step Conditional Random Field Model for Machine Transliteration and Its Fast Decoding Algorithm
This paper presents a joint optimization method of a two-step conditional random field (CRF) model for machine transliteration and a fast decoding algorithm for the proposed metho...
Dong Yang, Paul R. Dixon, Sadaoki Furui
CVPR
2010
IEEE
15 years 7 months ago
Semantic Context Modeling with Maximal Margin Conditional Random Fields for Automatic Image Annotation
Context modeling for Vision Recognition and Automatic Image Annotation (AIA) has attracted increasing attentions in recent years. For various contextual information and resources,...
Yu Xiang, Xiangdong Zhou, Zuotao Liu, Tat-seng chu...
ICASSP
2009
IEEE
15 years 8 months ago
Bounded conditional mean imputation with Gaussian mixture models: A reconstruction approach to partly occluded features
In this work we show how conditional mean imputation can be bounded through the use of box-truncated Gaussian distributions. That is of interest when signals or features are partl...
Friedrich Faubel, John W. McDonough, Dietrich Klak...