61 search results - page 8 / 13 » Exact Simulation of Integrate-and-Fire Models with Exponenti... |
WSC
2008
13 years 12 months ago
2008
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
COLT
2000
Springer
14 years 1 months ago
2000
Springer
In the present paper, we present the theoretical basis, as well as an empirical validation, of a protocol designed to obtain effective VC dimension estimations in the case of a si...
QEST
2010
IEEE
13 years 7 months ago
2010
IEEE
We study Timed Branching Processes (TBPs), a natural extension of (multitype) Branching Processes (BPs) where each entity is equipped with a finite set of private continuous variab...
DSP
2006
13 years 9 months ago
2006
Cross correlation function (CCF) of signals is an important tool of multi-sensors signal processing. Parabola functions are commonly used as parametric models of the CCF in time d...
NIPS
2008
13 years 11 months ago
2008
We propose a new class of consistency constraints for Linear Programming (LP) relaxations for finding the most probable (MAP) configuration in graphical models. Usual cluster-base...