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ML
2002
ACM
220views Machine Learning» more  ML 2002»
13 years 10 months ago
Bayesian Methods for Support Vector Machines: Evidence and Predictive Class Probabilities
I describe a framework for interpreting Support Vector Machines (SVMs) as maximum a posteriori (MAP) solutions to inference problems with Gaussian Process priors. This probabilisti...
Peter Sollich
SIGMETRICS
2002
ACM
107views Hardware» more  SIGMETRICS 2002»
13 years 10 months ago
Simple analytic modeling of software contention
Being able to model contention for software resources (e.g., a critical section or database lock) is paramount to building performance models that capture all aspects of the delay...
Daniel A. Menascé
TVCG
1998
129views more  TVCG 1998»
13 years 10 months ago
Splatting Errors and Antialiasing
—This paper describes three new results for volume rendering algorithms utilizing splatting. First, an antialiasing extension to the basic splatting algorithm is introduced that ...
Klaus Mueller, Torsten Möller, J. Edward Swan...
QUESTA
2007
98views more  QUESTA 2007»
13 years 9 months ago
The acquisition queue
We propose a new queueing model named the acquisition queue. It differs from conventional queueing models in that the server not only serves customers, but also performs acquisit...
Dee Denteneer, J. S. H. van Leeuwaarden, Ivo J. B....
FS
2010
148views more  FS 2010»
13 years 9 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi