In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
A desirable quality of a coreference resolution system is the ability to handle transitivity constraints, such that even if it places high likelihood on a particular mention being...
Finite words and their overlap properties are considered in this paper. Let w be a finite word of length n with period p and where the maximum length of its unbordered factors equ...
Some time in the future, some spelling error correction system will correct all the errors, and only the errors. We need evaluation metrics that will tell us when this has been ac...
We study the behavior of block 1/ 2 regularization for multivariate regression, where a K-dimensional response vector is regressed upon a fixed set of p covariates. The problem of...
Guillaume Obozinski, Martin J. Wainwright, Michael...