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» Multivariate matrix-exponential distributions
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FS
2010
163views more  FS 2010»
14 years 9 months ago
On optimal portfolio diversification with respect to extreme risks
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Georg Mainik, Ludger Rüschendorf
INFOVIS
2005
IEEE
15 years 5 months ago
Multivariate Glyphs for Multi-Object Clusters
Aggregating items can simplify the display of huge quantities of data values at the cost of losing information about the attribute values of the individual items. We propose a dis...
Eleanor Boyle Chlan, Penny Rheingans
MA
2011
Springer
230views Communications» more  MA 2011»
14 years 6 months ago
Weighted-mean trimming of multivariate data
A general notion of trimmed regions for empirical distributions in d-space is introduced. The regions are called weighted-mean trimmed regions. They are continuous in the data as ...
Rainer Dyckerhoff, Karl Mosler
TCBB
2010
176views more  TCBB 2010»
14 years 10 months ago
Feature Selection for Gene Expression Using Model-Based Entropy
—Gene expression data usually contain a large number of genes, but a small number of samples. Feature selection for gene expression data aims at finding a set of genes that best...
Shenghuo Zhu, Dingding Wang, Kai Yu, Tao Li, Yihon...
GECCO
2007
Springer
155views Optimization» more  GECCO 2007»
15 years 5 months ago
Solving the MAXSAT problem using a multivariate EDA based on Markov networks
Markov Networks (also known as Markov Random Fields) have been proposed as a new approach to probabilistic modelling in Estimation of Distribution Algorithms (EDAs). An EDA employ...
Alexander E. I. Brownlee, John A. W. McCall, Deryc...