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WSC
2000
14 years 11 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
BMCBI
2008
145views more  BMCBI 2008»
14 years 10 months ago
Directed acyclic graph kernels for structural RNA analysis
Background: Recent discoveries of a large variety of important roles for non-coding RNAs (ncRNAs) have been reported by numerous researchers. In order to analyze ncRNAs by kernel ...
Kengo Sato, Toutai Mituyama, Kiyoshi Asai, Yasubum...
WSC
2000
14 years 11 months ago
Facilitating level three cache studies using set sampling
We discuss some of the difficulties present in trace collection and trace-driven cache simulation. We then describe our multiprocessor tracing technique and verify that it accurat...
Niki C. Thornock, J. Kelly Flanagan
IJCAI
2003
14 years 11 months ago
Continuous nonlinear dimensionality reduction by kernel Eigenmaps
We equate nonlinear dimensionality reduction (NLDR) to graph embedding with side information about the vertices, and derive a solution to either problem in the form of a kernel-ba...
Matthew Brand
CDC
2009
IEEE
173views Control Systems» more  CDC 2009»
15 years 2 months ago
Sequentially updated Probability Collectives
— Multi-agent coordination problems can be cast as distributed optimization tasks. Probability Collectives (PCs) are techniques that deal with such problems in discrete and conti...
Michalis Smyrnakis, David S. Leslie