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EOR
2010
125views more  EOR 2010»
15 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
CLASSIFICATION
2007
105views more  CLASSIFICATION 2007»
15 years 4 months ago
Bayesian Regularization for Normal Mixture Estimation and Model-Based Clustering
Normal mixture models are widely used for statistical modeling of data, including cluster analysis. However maximum likelihood estimation (MLE) for normal mixtures using the EM al...
Chris Fraley, Adrian E. Raftery
RTCSA
2007
IEEE
15 years 10 months ago
An MPSoC Performance Estimation Framework Using Transaction Level Modeling
— To use the tremendous hardware resources available in next generation MultiProcessor Systems-on-Chip (MPSoC) efficiently, rapid and accurate design space exploration (DSE) met...
Rabie Ben Atitallah, Smaïl Niar, Samy Meftali...
DAC
2007
ACM
16 years 5 months ago
Modeling and Estimation of Full-Chip Leakage Current Considering Within-Die Correlation
We present an efficient technique for finding the mean and variance of the full-chip leakage of a candidate design, while considering logic-structures and both die-to-die and with...
Khaled R. Heloue, Navid Azizi, Farid N. Najm
ICCV
2011
IEEE
14 years 4 months ago
Optical Flow Estimation Using Learned Sparse Model
Optical flow estimation is a fundamental and ill-posed problem in computer vision. To recover a dense flow field, appropriate spatial constraints have to be enforced. Recent ad...
Kui Jia, Xiaogang Wang, Xiaoou Tang