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QRE
2008
140views more  QRE 2008»
14 years 11 months ago
Discrete mixtures of kernels for Kriging-based optimization
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....
David Ginsbourger, Céline Helbert, Laurent ...
NIPS
2004
15 years 1 months ago
Maximising Sensitivity in a Spiking Network
We use unsupervised probabilistic machine learning ideas to try to explain the kinds of learning observed in real neurons, the goal being to connect abstract principles of self-or...
Anthony J. Bell, Lucas C. Parra
ISBI
2011
IEEE
14 years 3 months ago
Differential information content in staggered multiple shell hardi measured by the tensor distribution function
Diffusion tensor imaging has accelerated the study of brain connectivity, but single-tensor diffusion models are too simplistic to model fiber crossing and mixing. Hybrid diffusio...
Liang Zhan, Alex D. Leow, Iman Aganj, Christophe L...
WSC
1998
15 years 1 months ago
Experience Using the IBM Supply Chain Simulator
The IBM Supply Chain Simulator (SCS) is a software tool that can help a company or a group of companies make strategic business decisions about the design and operation of its sup...
Sugato Bagchi, Stephen J. Buckley, Markus Ettl, Gr...
IOR
2008
103views more  IOR 2008»
14 years 11 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi