We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
In this note we consider the following problem. Suppose a set of sensors is jointly trying to estimate a process. One sensor takes a measurement at every time step and the measure...
Vijay Gupta, Timothy H. Chung, Babak Hassibi, Rich...
Radial functions are a powerful tool in many areas of multidimensional approximation, especially when dealing with scattered data. We present a fast approximate algorithm for the ...
The paper develops a novel approach to stream cipher design: Both the state update function and the output function of the corresponding pseudorandom generators are compositions of...
The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total...