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» Probable Innocence Revisited
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EOR
2010
125views more  EOR 2010»
15 years 1 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
NIPS
2001
15 years 3 months ago
Entropy and Inference, Revisited
We study properties of popular near
Ilya Nemenman, F. Shafee, William Bialek
89
Voted
ACL
2006
15 years 3 months ago
Exploring the Potential of Intractable Parsers
We revisit the idea of history-based parsing, and present a history-based parsing framework that strives to be simple, general, and flexible. We also provide a decoder for this pr...
Mark Hopkins, Jonas Kuhn
DCC
2008
IEEE
16 years 1 months ago
Improved versions of Tardos' fingerprinting scheme
We study the Tardos' probabilistic fingerprinting scheme and show that its codeword length may be shortened by a factor of approximately 4. We achieve this by retracing Tardo...
Oded Blayer, Tamir Tassa
115
Voted
FORMATS
2007
Springer
15 years 8 months ago
Quantitative Model Checking Revisited: Neither Decidable Nor Approximable
Abstract. Quantitative model checking computes the probability values of a given property quantifying over all possible schedulers. It turns out that maximum and minimum probabilit...
Sergio Giro, Pedro R. D'Argenio