This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Abstract—In two recent contributions [1], [2], we have provided a comparative analysis of various optimization algorithms, which can be used for atomic location estimation, and s...
Stefano Tennina, Marco Di Renzo, Fabio Graziosi, F...
Abstract –In this paper, a variational message passing framework is proposed for Markov random fields, which is computationally more efficient and admits wider applicability comp...
Abstract— Combining multi-source cooperation and linkadaptive regenerative techniques, we develop a novel protocol capable of achieving diversity up to the number of cooperating ...
Alfonso Cano, Tairan Wang, Alejandro Ribeiro, Geor...
In this paper we demonstrate the usage of a formal description technique for real-time systems called PLCAutomaton [4] by applying this method to a real-world case study. To this ...