Abstract--We propose a new Consistent Weighted Sampling method, where the probability of drawing identical samples for a pair of inputs is equal to their Jaccard similarity. Our me...
Finding similar images in a large database is an important, but often computationally expensive, task. In this paper, we present a two-tier similar-image retrieval system with the...
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Random sampling is an appealing approach to build synopses of large data streams because random samples can be used for a broad spectrum of analytical tasks. Users are often inter...