Lattice reduction-aided decoding enables significant complexity saving and near-optimum performance in multi-input multi-output (MIMO) communications. However, its remarkable perfo...
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...
Existing Full-wave Model Order Reduction (FMOR) approaches are based on Expanded Taylor Series Approximations (ETAS) of the oscillatory full-wave system matrix. The accuracy of su...
Abstract. Alternating least squares (ALS) is a powerful matrix factorization (MF) algorithm for both implicit and explicit feedback based recommender systems. We show that by using...
Many special purpose algorithms exist for extracting information from streaming data. Constraints are imposed on the total memory and on the average processing time per data item....