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» On the Distribution of Natural Probability Functions
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EOR
2008
150views more  EOR 2008»
13 years 7 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
IMC
2004
ACM
14 years 1 months ago
A pragmatic approach to dealing with high-variability in network measurements
The Internet is teeming with high variability phenomena, from measured IP flow sizes to aspects of inferred router-level connectivity, but there still exists considerable debate ...
Walter Willinger, David Alderson, Lun Li
ICIP
2007
IEEE
14 years 9 months ago
Robust Image Segmentation with Mixtures of Student's t-Distributions
Gaussian mixture models have been widely used in image segmentation. However, such models are sensitive to outliers. In this paper, we consider a robust model for image segmentati...
Giorgos Sfikas, Christophoros Nikou, Nikolas P. Ga...
ICC
2007
IEEE
117views Communications» more  ICC 2007»
14 years 1 months ago
Modeling Hop Length Distributions for Reactive Routing Protocols in One Dimensional MANETs
— In mobile ad hoc networks (MANETs), packets hop from a source to a series of forwarding nodes until they reach the desired destination. Defining the hop length to be the dista...
Chuan Heng Foh, Juki Wirawan Tantra, Jianfei Cai, ...
EMNLP
2010
13 years 5 months ago
Storing the Web in Memory: Space Efficient Language Models with Constant Time Retrieval
We present three novel methods of compactly storing very large n-gram language models. These methods use substantially less space than all known approaches and allow n-gram probab...
David Guthrie, Mark Hepple