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» On multivariate estimation by thresholding
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EOR
2010
125views more  EOR 2010»
13 years 9 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
CSDA
2006
62views more  CSDA 2006»
13 years 9 months ago
Nonparametric density estimation and clustering in astronomical sky surveys
We present a nonparametric method for galaxy clustering in astronomical sky surveys. We show that the cosmological definition of clusters of galaxies is equivalent to density cont...
Woncheol Jang
COMCOM
2006
94views more  COMCOM 2006»
13 years 9 months ago
Estimation of network distances using off-line measurements
Several emerging large-scale Internet applications such as Content Distribution Networks, and Peerto-Peer networks could potentially benefit from knowing the underlying Internet t...
Prasun Sinha, Danny Raz, Nidhan Choudhuri
CAGD
2005
112views more  CAGD 2005»
13 years 9 months ago
Estimating differential quantities using polynomial fitting of osculating jets
This paper addresses the point-wise estimation of differential properties of a smooth manifold S--a curve in the plane or a surface in 3D--assuming a point cloud sampled over S is...
Frédéric Cazals, Marc Pouget
ICCV
2007
IEEE
14 years 11 months ago
Conditional State Space Models for Discriminative Motion Estimation
We consider the problem of predicting a sequence of real-valued multivariate states from a given measurement sequence. Its typical application in computer vision is the task of mo...
Minyoung Kim, Vladimir Pavlovic