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WSC
2004
14 years 11 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
CORR
2008
Springer
81views Education» more  CORR 2008»
14 years 10 months ago
High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency
We consider the problem of estimating the support of a vector Rp based on observations contaminated by noise. A significant body of work has studied behavior of 1-relaxations when...
Dapo Omidiran, Martin J. Wainwright
ACCV
2010
Springer
14 years 4 months ago
An Efficient RANSAC for 3D Object Recognition in Noisy and Occluded Scenes
In this paper, we present an efficient algorithm for 3D object recognition in presence of clutter and occlusions in noisy, sparse and unsegmented range data. The method uses a robu...
Chavdar Papazov, Darius Burschka
SIGMOD
2009
ACM
120views Database» more  SIGMOD 2009»
15 years 10 months ago
Kernel-based skyline cardinality estimation
The skyline of a d-dimensional dataset consists of all points not dominated by others. The incorporation of the skyline operator into practical database systems necessitates an ef...
Zhenjie Zhang, Yin Yang, Ruichu Cai, Dimitris Papa...
CEC
2010
IEEE
14 years 4 months ago
Parameter estimation with term-wise decomposition in biochemical network GMA models by hybrid regularized Least Squares-Particle
High-throughput analytical techniques such as nuclear magnetic resonance, protein kinase phosphorylation, and mass spectroscopic methods generate time dense profiles of metabolites...
Prospero C. Naval, Luis G. Sison, Eduardo R. Mendo...