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...
We consider the problem of sensor selection so as to minimise error in estimated location of target. An algorithm based on selecting a sensor in a direction in which the error is ...
We present a visual exploration tool that lets biologists navigate through complex bat wing geometries by combining a novel modeling method and an interactive visualization approa...
Jian Chen, Daniel K. Riskin, Tatjana Y. Hubel, Dav...
We consider kernel density estimation when the observations are contaminated by measurement errors. It is well known that the success of kernel estimators depends heavily on the c...
In this paper, we focus on mining surprising periodic patterns in a sequence of events. In many applications, e.g., computational biology, an infrequent pattern is still considere...