Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
We consider the following marking process (rw-rand) made by a random walk on an undirected graph G. Upon arrival at a vertex v, it marks v if unmarked and otherwise it marks a ran...
Petra Berenbrink, Colin Cooper, Robert Elsaesser, ...
A broad class of boosting algorithms can be interpreted as performing coordinate-wise gradient descent to minimize some potential function of the margins of a data set. This class...
We prove that for any positive integer k, there is a constant ck such that a randomly selected set of cknk log n Boolean vectors with high probability supports a balanced k-wise i...
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chains are employed to obtain approximately random samples fro...