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IOR
2010
71views more  IOR 2010»
13 years 4 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
JCIT
2010
146views more  JCIT 2010»
13 years 2 months ago
Determing Performance of Choreography-based Composite Services
Web Service Choreography Description Language is a main-stream standard for the description of peer-to-peer collaborations for the participants for service composition. To predict...
Yunni Xia, Zhe Ouyang, Yanxin Wu, Ruilong Yang
MOC
2010
13 years 2 months ago
Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel
In this paper, a Jacobi-collocation spectral method is developed for Volterra integral equations of the second kind with a weakly singular kernel. We use some function transformati...
Yanping Chen, Tao Tang
ICASSP
2011
IEEE
12 years 11 months ago
Variational methods for spectral unmixing of hyperspectral images
This paper studies a variational Bayesian unmixing algorithm for hyperspectral images based on the standard linear mixing model. Each pixel of the image is modeled as a linear com...
Olivier Eches, Nicolas Dobigeon, Jean-Yves Tourner...
ISMIS
2009
Springer
14 years 2 months ago
Fuzzy Clustering for Categorical Spaces
Abstract. A multi-relational clustering method is presented which can be applied to complex knowledge bases storing resources expressed in the standard Semantic Web languages. It a...
Nicola Fanizzi, Claudia d'Amato, Floriana Esposito