We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Abstract-- Cycle accurate simulation has long been the primary tool for micro-architecture design and evaluation. Though accurate, the slow speed often imposes constraints on the e...
We propose a novel tracking algorithm for the target of which geometric appearance changes drastically over time. To track it, we present a local patch-based appearance model and p...
Junseok Kwon (Seoul National University), Kyoung M...
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
Estimation of the amounts of target molecules in realtime affinity-based biosensors is studied. The problem is mapped to inferring the parameters of a temporally sampled diffusio...