40 search results - page 6 / 8 » Large deviations bounds for estimating conditional value-at-... |
WSC
2004
13 years 8 months ago
2004
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...
BMCBI
2008
13 years 7 months ago
2008
Background: Microarray pre-processing usually consists of normalization and summarization. Normalization aims to remove non-biological variations across different arrays. The norm...
BMCBI
2006
13 years 7 months ago
2006
Background: Differentially expressed genes are typically identified by analyzing the variation between replicate measurements. These procedures implicitly assume that there are no...
CSDA
2008
13 years 7 months ago
2008
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
TCBB
2010
13 years 5 months ago
2010
—Gene expression data usually contain a large number of genes, but a small number of samples. Feature selection for gene expression data aims at finding a set of genes that best...