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» Multivariate matrix-exponential distributions
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FS
2010
163views more  FS 2010»
13 years 5 months ago
On optimal portfolio diversification with respect to extreme risks
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Georg Mainik, Ludger Rüschendorf
INFOVIS
2005
IEEE
14 years 1 months ago
Multivariate Glyphs for Multi-Object Clusters
Aggregating items can simplify the display of huge quantities of data values at the cost of losing information about the attribute values of the individual items. We propose a dis...
Eleanor Boyle Chlan, Penny Rheingans
MA
2011
Springer
230views Communications» more  MA 2011»
13 years 2 months ago
Weighted-mean trimming of multivariate data
A general notion of trimmed regions for empirical distributions in d-space is introduced. The regions are called weighted-mean trimmed regions. They are continuous in the data as ...
Rainer Dyckerhoff, Karl Mosler
TCBB
2010
176views more  TCBB 2010»
13 years 6 months ago
Feature Selection for Gene Expression Using Model-Based Entropy
—Gene expression data usually contain a large number of genes, but a small number of samples. Feature selection for gene expression data aims at finding a set of genes that best...
Shenghuo Zhu, Dingding Wang, Kai Yu, Tao Li, Yihon...
GECCO
2007
Springer
155views Optimization» more  GECCO 2007»
14 years 2 months ago
Solving the MAXSAT problem using a multivariate EDA based on Markov networks
Markov Networks (also known as Markov Random Fields) have been proposed as a new approach to probabilistic modelling in Estimation of Distribution Algorithms (EDAs). An EDA employ...
Alexander E. I. Brownlee, John A. W. McCall, Deryc...