Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
We analyze dependencies in power law graph data (Web sample, Wikipedia sample and a preferential attachment graph) using statistical inference for multivariate regular variation. ...
A measure of aesthetics that has been used in automated layout is described. The approach combines heuristic measures of attributes that degrade the aesthetic quality. The combina...
Steven J. Harrington, J. Fernando Naveda, Rhys Pri...
This paper addresses variational supervised texture segmentation. The main contributions are twofold. First, the proposed method circumvents a major problem related to classical t...
Abstract. Image segmentation techniques typically require proper weighting of competing data fidelity and regularization terms. Conventionally, the associated parameters are set t...