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WSC
2008
13 years 10 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
ICASSP
2011
IEEE
12 years 11 months ago
Entropy estimation using the principle of maximum entropy
In this paper, we present a novel entropy estimator for a given set of samples drawn from an unknown probability density function (PDF). Counter to other entropy estimators, the e...
Behrouz Behmardi, Raviv Raich, Alfred O. Hero
CVPR
2003
IEEE
14 years 9 months ago
Video-Based Face Recognition Using Probabilistic Appearance Manifolds
This paper presents a novel method to model and recognize human faces in video sequences. Each registered person is represented by a low-dimensional appearance manifold in the amb...
Kuang-Chih Lee, Jeffrey Ho, Ming-Hsuan Yang, David...
FOCS
2000
IEEE
14 years 3 days ago
Stable Distributions, Pseudorandom Generators, Embeddings and Data Stream Computation
In this article, we show several results obtained by combining the use of stable distributions with pseudorandom generators for bounded space. In particular: —We show that, for a...
Piotr Indyk
IJCV
2000
161views more  IJCV 2000»
13 years 7 months ago
Probabilistic Detection and Tracking of Motion Boundaries
We propose a Bayesian framework for representing and recognizing local image motion in terms of two basic models: translational motion and motion boundaries. Motion boundaries are ...
Michael J. Black, David J. Fleet