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» Monte Carlo methods for matrix computations on the grid
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ICA3PP
2005
Springer
15 years 3 months ago
GridMD: Program Architecture for Distributed Molecular Simulation
In the present work we describe architectural concepts of the distributed molecular simulation package GridMD. The main purpose of this work is to underline the construction patter...
Ilya Valuev
COMPGEOM
2011
ACM
14 years 1 months ago
An output-sensitive algorithm for persistent homology
In this paper, we present the first output-sensitive algorithm to compute the persistence diagram of a filtered simplicial complex. For any Γ > 0, it returns only those homo...
Chao Chen, Michael Kerber
SIAMJO
2010
130views more  SIAMJO 2010»
14 years 4 months ago
A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Poly...
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JMLR
2010
169views more  JMLR 2010»
14 years 4 months ago
Matrix-Variate Dirichlet Process Mixture Models
We are concerned with a multivariate response regression problem where the interest is in considering correlations both across response variates and across response samples. In th...
Zhihua Zhang, Guang Dai, Michael I. Jordan
ANOR
2007
103views more  ANOR 2007»
14 years 9 months ago
A semi-analytical method for VaR and credit exposure analysis
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR)andacreditexposureprofile.UsingaMonteCarlosimulationapproachasabenchmark, we find that the analy...
Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ah...