Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and relate...
Due to the rapidly increasing availability of audio files on the Web, it is relevant to augment search engines with advanced audio search functionality. In this context, the rank...
Maria M. Ruxanda, Alexandros Nanopoulos, Christian...
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
This paper presents a general variance reduction method that is a quasi-optimal combination of correlated and importance sampling. The weights of the combination are selected auto...
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...