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» On the Convergence Rate of Good-Turing Estimators
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141
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COLT
2000
Springer
15 years 4 months ago
The Role of Critical Sets in Vapnik-Chervonenkis Theory
In the present paper, we present the theoretical basis, as well as an empirical validation, of a protocol designed to obtain effective VC dimension estimations in the case of a si...
Nicolas Vayatis
83
Voted
WSC
2004
15 years 1 months ago
A Large Deviations Perspective on Ordinal Optimization
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
Peter W. Glynn, Sandeep Juneja
113
Voted
IOR
2006
192views more  IOR 2006»
15 years 13 days ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
92
Voted
WSC
2000
15 years 1 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Michael G. Hilgers
85
Voted
DATE
2007
IEEE
93views Hardware» more  DATE 2007»
15 years 6 months ago
Minimum-energy LDPC decoder for real-time mobile application
— This paper presents a low-power real-time decoder that provides constant-time processing of each frame using dynamic voltage and frequency scaling. The design uses known capaci...
Weihuang Wang, Gwan Choi