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» Sensitivity estimates from characteristic functions
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WSC
2007
13 years 9 months ago
Sensitivity estimates from characteristic functions
We investigate the application of the likelihood ratio method (LRM) for sensitivity estimation when the relevant density for the underlying model is known only through its charact...
Paul Glasserman, Zongjian Liu
ENVSOFT
2007
94views more  ENVSOFT 2007»
13 years 6 months ago
Automated estimation and analyses of meteorological drought characteristics from monthly rainfall data
The paper describes a new software package for automated estimation, display and analyses of various drought indices – continuous functions of precipitation that allow quantitat...
V. U. Smakhtin, D. A. Hughes
IJCNN
2007
IEEE
14 years 1 months ago
Parameter Optimization of PSS Based on Estimated Hessian Matrix from Trajectory Sensitivities
This paper describes the optimal tuning for the output limits of the power system stabilizer (PSS), which can improve the system damping performance immediately following a large d...
Seung-Mook Baek, Jung-Wook Park, Ganesh K. Venayag...
SIAMMAX
2011
180views more  SIAMMAX 2011»
13 years 2 months ago
Computing Characteristic Polynomials from Eigenvalues
Abstract. This paper concerns the computation of the coefficients ck of the characteristic polynomial of a real or complex matrix A. We analyze the forward error in the coefficient...
Rizwana Rehman, Ilse C. F. Ipsen
STOC
2002
ACM
177views Algorithms» more  STOC 2002»
14 years 7 months ago
Similarity estimation techniques from rounding algorithms
A locality sensitive hashing scheme is a distribution on a family F of hash functions operating on a collection of objects, such that for two objects x, y, PrhF [h(x) = h(y)] = si...
Moses Charikar