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EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
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...
Joshua C. C. Chan, Dirk P. Kroese
SAC
2008
ACM
13 years 7 months ago
Error estimation in wireless sensor networks
We present an analogy between the operation of a Wireless Sensor Network and the sampling and reconstruction of a signal. We measure the impact of three factors on the quality of ...
Alejandro César Frery, Heitor Ramos, Jos&ea...
CVPR
2009
IEEE
15 years 3 months ago
Recognizing Linked Events: Searching the Space of Feasible Explanations
The ambiguity inherent in a localized analysis of events from video can be resolved by exploiting constraints between events and examining only feasible global explanations. We sho...
Dima Damen (University of Leeds), David Hogg (Univ...
ICCV
2009
IEEE
15 years 19 days ago
Time-Constrained Photography
Capturing multiple photos at different focus settings is a powerful approach for reducing optical blur, but how many photos should we capture within a fixed time budget? We develop...
Samuel W. Hasinoff, Kiriakos N. Kutulakos, Frédo ...
CVPR
2005
IEEE
14 years 9 months ago
Kernel-Based Bayesian Filtering for Object Tracking
Particle filtering provides a general framework for propagating probability density functions in non-linear and non-Gaussian systems. However, the algorithm is based on a Monte Ca...
Bohyung Han, Ying Zhu, Dorin Comaniciu, Larry S. D...