Sciweavers

145 search results - page 16 / 29
» Transient Probability Functions: A Sample Path Approach
Sort
View
WSC
2008
13 years 11 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
WSC
2001
13 years 10 months ago
Accounting for input model and parameter uncertainty in simulation
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...
Faker Zouaoui, James R. Wilson
CORR
2007
Springer
134views Education» more  CORR 2007»
13 years 9 months ago
An Analytical Study of a Structured Overlay in the presence of Dynamic Membership
— In this paper, we present a complete analytical study of dynamic membership (aka churn) in structured peer-to-peer networks. We use a master-equation-based approach, which is u...
Supriya Krishnamurthy, Sameh El-Ansary, Erik Aurel...
PE
2006
Springer
130views Optimization» more  PE 2006»
13 years 9 months ago
Analysis of resource transfers in peer-to-peer file sharing applications using fluid models
This paper proposes a stochastic fluid flow model to compute the transfer time distribution of resources in peer-to-peer file sharing applications. The amount of bytes transferred...
Rossano Gaeta, Marco Gribaudo, Daniele Manini, Mat...
CVPR
2008
IEEE
14 years 11 months ago
Conditional density learning via regression with application to deformable shape segmentation
Many vision problems can be cast as optimizing the conditional probability density function p(C|I) where I is an image and C is a vector of model parameters describing the image. ...
Jingdan Zhang, Shaohua Kevin Zhou, Dorin Comaniciu...