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FS
2011
168views more  FS 2011»
13 years 1 months ago
Gamma expansion of the Heston stochastic volatility model
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...
Paul Glasserman, Kyoung-Kuk Kim
ACCV
2009
Springer
14 years 4 months ago
A Probabilistic Model for Correspondence Problems Using Random Walks with Restart
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...
Tae Hoon Kim, Kyoung Mu Lee, Sang Uk Lee
STOC
2002
ACM
149views Algorithms» more  STOC 2002»
14 years 10 months ago
The complexity of choosing an H-colouring (nearly) uniformly at random
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...
Leslie Ann Goldberg, Steven Kelk, Mike Paterson
CORR
2011
Springer
202views Education» more  CORR 2011»
13 years 5 months ago
High Degree Vertices, Eigenvalues and Diameter of Random Apollonian Networks
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...
Alan M. Frieze, Charalampos E. Tsourakakis
CIKM
2008
Springer
14 years 2 days ago
A random walk on the red carpet: rating movies with user reviews and pagerank
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...
Derry Tanti Wijaya, Stéphane Bressan