Background: Cluster analysis is a crucial tool in several biological and medical studies dealing with microarray data. Such studies pose challenging statistical problems due to di...
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
We consider on-line density estimation with the multivariate Gaussian distribution. In each of a sequence of trials, the learner must posit a mean µ and covariance Σ; the learner...
In this paper we investigate random forest based language model adaptation. Large amounts of out-of-domain data are used to grow the decision trees while very small amounts of in-...