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109
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CORR
2007
Springer
128views Education» more  CORR 2007»
15 years 19 days ago
Model Selection Through Sparse Maximum Likelihood Estimation
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
92
Voted
JSAC
2006
93views more  JSAC 2006»
15 years 18 days ago
Towards a Generalized Stochastic Model of End-to-End Packet-Pair Sampling
End-to-end packet-pair probing has been used as one of the primary mechanisms to measure bottleneck capacity, crosstraffic intensity, and available bandwidth of end-to-end Internet...
Xiliang Liu, Kaliappa Nadar Ravindran, Dmitri Logu...
SIAMSC
2008
143views more  SIAMSC 2008»
15 years 17 days ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
116
Voted
DAC
2010
ACM
14 years 10 months ago
MFTI: matrix-format tangential interpolation for modeling multi-port systems
Numerous algorithms to macromodel a linear time-invariant (LTI) system from its frequency-domain sampling data have been proposed in recent years [1, 2, 3, 4, 5, 6, 7, 8], among w...
Yuanzhe Wang, Chi-Un Lei, Grantham K. H. Pang, Nga...
INFOCOM
2005
IEEE
15 years 6 months ago
Analysis of alternating-priority queueing models with (cross) correlated switchover times
This paper analyzes a single server queueing system in which service is alternated between two queues and the server requires a (finite) switchover time to switch from one queue ...
Robin Groenevelt, Eitan Altman