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...
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...
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...
Context modeling for Vision Recognition and Automatic Image Annotation (AIA) has attracted increasing attentions in recent years. For various contextual information and resources,...
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...