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WSC
2004
14 years 11 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
78
Voted
BSL
2005
70views more  BSL 2005»
14 years 9 months ago
Mass problems and randomness
A mass problem is a set of Turing oracles. If P and Q are mass problems, we say that P is weakly reducible to Q if every member of Q Turing computes a member of P. We say that P i...
Stephen G. Simpson
TIT
2002
60views more  TIT 2002»
14 years 9 months ago
A Zador-like formula for quantizers based on periodic tilings
We consider Zador's asymptotic formula for the distortion-rate function for a variable-rate vector quantizer in the high-rate case. This formula involves the differential ent...
N. J. A. Sloane, Vinay A. Vaishampayan
CORR
2008
Springer
92views Education» more  CORR 2008»
14 years 9 months ago
Bipolarization of posets and natural interpolation
The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of [0, 1]n. We take this basic fact as a starting poin...
Michel Grabisch, Christophe Labreuche
CORR
2011
Springer
180views Education» more  CORR 2011»
14 years 4 months ago
Commutative Algebra of Statistical Ranking
A model for statistical ranking is a family of probability distributions whose states are orderings of a xed nite set of items. We represent the orderings as maximal chains in a ...
Bernd Sturmfels, Volkmar Welker