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IOR
2008
126views more  IOR 2008»
13 years 7 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
IJCV
2006
165views more  IJCV 2006»
13 years 7 months ago
A Riemannian Framework for Tensor Computing
Tensors are nowadays a common source of geometric information. In this paper, we propose to endow the tensor space with an affine-invariant Riemannian metric. We demonstrate that ...
Xavier Pennec, Pierre Fillard, Nicholas Ayache
JSAC
2008
98views more  JSAC 2008»
13 years 7 months ago
Multiuser Detection of Sparsely Spread CDMA
Code-division multiple access (CDMA) is the basis of a family of advanced air interfaces in current and future generation networks. The benefits promised by CDMA have not been full...
Dongning Guo, Chih-Chun Wang
PRL
2008
85views more  PRL 2008»
13 years 7 months ago
Reliability estimation of a statistical classifier
Pattern classification techniques derived from statistical principles have been widely studied and have proven powerful in addressing practical classification problems. In real-wo...
Pandu Ranga Rao Devarakota, Bruno Mirbach, Bjö...
PAMI
2006
193views more  PAMI 2006»
13 years 7 months ago
A System for Learning Statistical Motion Patterns
Analysis of motion patterns is an effective approach for anomaly detection and behavior prediction. Current approaches for the analysis of motion patterns depend on known scenes, w...
Weiming Hu, Xuejuan Xiao, Zhouyu Fu, Dan Xie, Tien...