This paper proposes a novel nonparametric clustering algorithm capable of identifying shape-free clusters. This algorithm is based on a nonparametric estimation of the normalized ...
Chaolin Zhang, Xuegong Zhang, Michael Q. Zhang, Ya...
In this article we present a novel convexity measure for object shape analysis. The proposed method is based on the idea of generating pairs of points from a set, and measuring th...
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 ...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Recently the entropy-similarity measure has been introduced for the registration of image pairs prior to subtraction in medical imaging e.g. digital subtraction angiography (DSA). ...