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» Simulation of Multivariate Extreme Values
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WWW
2008
ACM
14 years 8 months ago
Measuring extremal dependencies in web graphs
We analyze dependencies in power law graph data (Web sample, Wikipedia sample and a preferential attachment graph) using statistical inference for multivariate regular variation. ...
Yana Volkovich, Nelly Litvak, Bert Zwart
BMCBI
2008
149views more  BMCBI 2008»
13 years 7 months ago
Evolution of biological sequences implies an extreme value distribution of type I for both global and local pairwise alignment s
Background: Confidence in pairwise alignments of biological sequences, obtained by various methods such as Blast or Smith-Waterman, is critical for automatic analyses of genomic d...
Olivier Bastien, Eric Maréchal
INFOCOM
2009
IEEE
14 years 2 months ago
Extreme Value FEC for Wireless Data Broadcasting
Abstract—The advent of practical rateless codes enables implementation of highly efficient packet-level forward error correction (FEC) strategies for reliable data broadcasting ...
Weiyao Xiao, David Starobinski
JSAC
2010
142views more  JSAC 2010»
13 years 6 months ago
Extreme value FEC for reliable broadcasting in wireless networks
—The advent of practical rateless codes enables implementation of highly efficient packet-level forward error correction (FEC) strategies for reliable data broadcasting in loss-...
Weiyao Xiao, David Starobinski
EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 9 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski