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PR
2007
293views more  PR 2007»
13 years 9 months ago
Mean shift-based clustering
In this paper, a mean shift-based clustering algorithm is proposed. The mean shift is a kernel-type weighted mean procedure. Herein, we first discuss three classes of Gaussian, C...
Kuo-Lung Wu, Miin-Shen Yang
QUESTA
2007
117views more  QUESTA 2007»
13 years 9 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
DGCI
2005
Springer
14 years 3 months ago
Algorithms for the Topological Watershed
The watershed transformation is an efficient tool for segmenting grayscale images. An original approach to the watershed [1,9] consists in modifying the original image by lowering...
Michel Couprie, Laurent Najman, Gilles Bertrand
ACTA
2008
88views more  ACTA 2008»
13 years 8 months ago
Weighted height of random trees
We consider a model of random trees similar to the split trees of Devroye [30] in which a set of items is recursively partitioned. Our model allows for more flexibility in the cho...
Nicolas Broutin, Luc Devroye, Erin McLeish
FS
2010
95views more  FS 2010»
13 years 8 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier