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» Computation with imprecise probabilities
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IOR
2008
126views more  IOR 2008»
13 years 7 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
ITIIS
2008
151views more  ITIIS 2008»
13 years 7 months ago
Bandwidth Management of WiMAX Systems and Performance Modeling
WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, ...
Yue Li, Jianhua He, Weixi Xing
IPL
2006
110views more  IPL 2006»
13 years 7 months ago
Variationally universal hashing
The strongest well-known measure for the quality of a universal hash-function family H is its being -strongly universal, which measures, for randomly chosen h H, one's inabi...
Ted Krovetz, Phillip Rogaway
PAMI
2006
132views more  PAMI 2006»
13 years 7 months ago
Rapid Object Indexing Using Locality Sensitive Hashing and Joint 3D-Signature Space Estimation
We propose a new method for rapid 3D object indexing that combines feature-based methods with coarse alignment-based matching techniques. Our approach achieves a sublinear complexi...
Bogdan Matei, Ying Shan, Harpreet S. Sawhney, Yi T...
SIAMSC
2008
97views more  SIAMSC 2008»
13 years 7 months ago
Long-Time Simulations on High Resolution Meshes to Model Calcium Waves in a Heart Cell
Abstract. A model for the flow of calcium in an atrial heart cell is given by a system of timedependent reaction-diffusion equations coupled by non-linear reaction terms. Calcium i...
Matthias K. Gobbert