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» Performance Optimization and Evaluation for Linear Codes
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IJPP
2010
137views more  IJPP 2010»
13 years 7 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
AINA
2010
IEEE
14 years 2 months ago
Mobile Element Path Planning for Time-Constrained Data Gathering in Wireless Sensor Networks
— We consider the problem of gathering data from a sensor network using mobile elements. In particular, we consider the case where the data are produced by measurements and need ...
Khaled Almiani, Anastasios Viglas, Lavy Libman
ERSA
2006
111views Hardware» more  ERSA 2006»
13 years 10 months ago
Promises and Pitfalls of Reconfigurable Supercomputing
Reconfigurable supercomputing (RSC) combines programmable logic chips with high performance microprocessors, all communicating over a high bandwidth, low latency interconnection n...
Maya Gokhale, Christopher Rickett, Justin L. Tripp...
KDD
2004
ACM
624views Data Mining» more  KDD 2004»
14 years 2 months ago
Programming the K-means clustering algorithm in SQL
Using SQL has not been considered an efficient and feasible way to implement data mining algorithms. Although this is true for many data mining, machine learning and statistical a...
Carlos Ordonez
JMLR
2006
143views more  JMLR 2006»
13 years 9 months ago
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
Rémi Munos