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CORR
2010
Springer
165views Education» more  CORR 2010»
13 years 7 months ago
Monte Carlo Methods for Top-k Personalized PageRank Lists and Name Disambiguation
We study a problem of quick detection of top-k Personalized PageRank lists. This problem has a number of important applications such as finding local cuts in large graphs, estima...
Konstantin Avrachenkov, Nelly Litvak, Danil Nemiro...
ICPR
2010
IEEE
14 years 1 months ago
A Neurobiologically Motivated Stochastic Method for Analysis of Human Activities in Video
In this paper, we develop a neurobiologicallymotivated statistical method for video analysis that simultaneously searches the combined motion and form space in a concerted and ef...
Ricky Sethi, Amit Roy-Chowdhury
WSC
2007
13 years 11 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
CG
2010
Springer
13 years 6 months ago
A Human-Computer Team Experiment for 9x9 Go
Monte Carlo Tree Search has given computer go a significant boost in strength the past few years, but progress seems to have slowed, and once again we have to ask ourselves how can...
Darren Cook
WSC
2000
13 years 10 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...