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WSC
2008
15 years 20 days ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
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...
Xian Hua Peng, Steven G. Kou
ACL
2008
14 years 11 months ago
Enforcing Transitivity in Coreference Resolution
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...
Jenny Rose Finkel, Christopher D. Manning
DLT
2008
14 years 11 months ago
On the Relation between Periodicity and Unbordered Factors of Finite Words
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...
Stepan Holub, Dirk Nowotka
LREC
2008
141views Education» more  LREC 2008»
14 years 11 months ago
All, and only, the Errors: more Complete and Consistent Spelling and OCR-Error Correction Evaluation
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...
Martin Reynaert
NIPS
2008
14 years 11 months ago
High-dimensional support union recovery in multivariate regression
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...