The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Despite a large body of literature and methods devoted to the Traffic Matrix (TM) estimation problem, the inference of traffic flows volume from aggregated data still represents a ...
As access times to main memory and disks continue to diverge, faster non-volatile storage technologies become more attractive for speeding up data analysis applications. NAND flas...
Mehul A. Shah, Stavros Harizopoulos, Janet L. Wien...
We present a computationally efficient method for estimating the trifocal tensor corresponding to three images acquired by a freely moving camera. The proposed method represents p...
Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as 1-minimization find the sparse...