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'...
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...
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...
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...
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 ...