Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Abstract. In this paper, we propose an efficient method for finding consistent correspondences between two sets of features. Our matching algorithm augments the discriminative pow...
Cooper, Dyer and Frieze studied the problem of sampling H-colourings (nearly) uniformly at random. Special cases of this problem include sampling colourings and independent sets a...
ABSTRACT. Upon the discovery of power laws [8, 16, 30], a large body of work in complex network analysis has focused on developing generative models of graphs which mimick real-wor...
Although PageRank has been designed to estimate the popularity of Web pages, it is a general algorithm that can be applied to the analysis of other graphs other than one of hypert...