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CORR
2007
Springer
128views Education» more  CORR 2007»
13 years 9 months ago
Model Selection Through Sparse Maximum Likelihood Estimation
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
JSAC
2006
93views more  JSAC 2006»
13 years 9 months ago
Towards a Generalized Stochastic Model of End-to-End Packet-Pair Sampling
End-to-end packet-pair probing has been used as one of the primary mechanisms to measure bottleneck capacity, crosstraffic intensity, and available bandwidth of end-to-end Internet...
Xiliang Liu, Kaliappa Nadar Ravindran, Dmitri Logu...
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 9 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
DAC
2010
ACM
13 years 7 months ago
MFTI: matrix-format tangential interpolation for modeling multi-port systems
Numerous algorithms to macromodel a linear time-invariant (LTI) system from its frequency-domain sampling data have been proposed in recent years [1, 2, 3, 4, 5, 6, 7, 8], among w...
Yuanzhe Wang, Chi-Un Lei, Grantham K. H. Pang, Nga...
INFOCOM
2005
IEEE
14 years 2 months ago
Analysis of alternating-priority queueing models with (cross) correlated switchover times
This paper analyzes a single server queueing system in which service is alternated between two queues and the server requires a (finite) switchover time to switch from one queue ...
Robin Groenevelt, Eitan Altman