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IOR
2008
91views more  IOR 2008»
15 years 3 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...

Publication
309views
16 years 16 days ago
Improving Nearest Neighbor Classification with Cam Weighted Distance
Nearest neighbor (NN) classification assumes locally constant class conditional probabilities, and suffers from bias in high dimensions with a small sample set. In this paper, we p...
Changyin Zhou, Yanqiu Chen
WSC
2004
15 years 4 months ago
An Examination of Forward Volatility
This paper investigates the adequacy of various principal components (p.c.) approaches as data reduction schemes for processing contingent claim valuations on baskets of equities....
Ray Popovic, David Goldsman
EVOW
2008
Springer
15 years 5 months ago
Evolving an Automatic Defect Classification Tool
Automatic Defect Classification (ADC) is a well-developed technology for inspection and measurement of defects on patterned wafers in the semiconductors industry. The poor training...
Assaf Glazer, Moshe Sipper
AI
2005
Springer
15 years 3 months ago
Fast Protein Superfamily Classification Using Principal Component Null Space Analysis
Abstract. The protein family classification problem, which consists of determining the family memberships of given unknown protein sequences, is very important for a biologist for ...
Leon French, Alioune Ngom, Luis Rueda