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» Computing approximate PSD factorizations
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96
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WSC
2000
15 years 2 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
122
Voted
ICDE
2010
IEEE
227views Database» more  ICDE 2010»
16 years 17 days ago
Approximate Confidence Computation in Probabilistic Databases
Abstract-- This paper introduces a deterministic approximation algorithm with error guarantees for computing the probability of propositional formulas over discrete random variable...
Dan Olteanu, Jiewen Huang, Christoph Koch
97
Voted
ICCSA
2004
Springer
15 years 6 months ago
A Robust and Fast Algorithm for Computing Exact and Approximate Shortest Visiting Routes
Abstract. Given a simple n-sided polygon in the plane with a boundary partitioned into subchains some of which are convex and colored, we consider the following problem: Which is t...
Håkan Jonsson
80
Voted
DAC
2005
ACM
16 years 1 months ago
Segregation by primary phase factors: a full-wave algorithm for model order reduction
Existing Full-wave Model Order Reduction (FMOR) approaches are based on Expanded Taylor Series Approximations (ETAS) of the oscillatory full-wave system matrix. The accuracy of su...
Thomas J. Klemas, Luca Daniel, Jacob K. White
ALGORITHMICA
2010
112views more  ALGORITHMICA 2010»
15 years 29 days ago
Approximation Algorithms for Treewidth
Abstract. This paper presents algorithms whose input is an undirected graph, and whose output is a tree decomposition of width that approximates the optimal, the treewidth of that ...
Eyal Amir