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IOR
2006
192views more  IOR 2006»
13 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
KAIS
2006
126views more  KAIS 2006»
13 years 9 months ago
Fast and exact out-of-core and distributed k-means clustering
Clustering has been one of the most widely studied topics in data mining and k-means clustering has been one of the popular clustering algorithms. K-means requires several passes ...
Ruoming Jin, Anjan Goswami, Gagan Agrawal
TASLP
2008
176views more  TASLP 2008»
13 years 9 months ago
Analysis of Minimum Distances in High-Dimensional Musical Spaces
Abstract--We propose an automatic method for measuring content-based music similarity, enhancing the current generation of music search engines and recommender systems. Many previo...
Michael Casey, Christophe Rhodes, Malcolm Slaney
BMCBI
2005
107views more  BMCBI 2005»
13 years 9 months ago
Identifying differential expression in multiple SAGE libraries: an overdispersed log-linear model approach
Background: In testing for differential gene expression involving multiple serial analysis of gene expression (SAGE) libraries, it is critical to account for both between and with...
Jun Lu, John K. Tomfohr, Thomas B. Kepler
CC
2002
Springer
117views System Software» more  CC 2002»
13 years 9 months ago
Online Subpath Profiling
We present an efficient online subpath profiling algorithm, OSP, that reports hot subpaths executed by a program in a given run. The hot subpaths can start at arbitrary basic block...
David Oren, Yossi Matias, Shmuel Sagiv