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» Models of real-valued measurability
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JORS
2010
134views more  JORS 2010»
15 years 2 months ago
An overview and framework for PD backtesting and benchmarking
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
IMCSIT
2010
15 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
ECIR
2008
Springer
15 years 8 months ago
Utilizing Passage-Based Language Models for Document Retrieval
Abstract. We show that several previously proposed passage-based document ranking principles, along with some new ones, can be derived from the same probabilistic model. We use lan...
Michael Bendersky, Oren Kurland
ICASSP
2011
IEEE
14 years 11 months ago
Multi image super resolution using compressed sensing
In this paper we present a new compressed sensing model and reconstruction method for multi-detector signal acquisition. We extend the concept of the famous single-pixel camera to...
Torsten Edeler, Kevin Ohliger, Stephan Hussmann, A...
POPL
2002
ACM
16 years 7 months ago
Stochastic lambda calculus and monads of probability distributions
Probability distributions are useful for expressing the meanings of probabilistic languages, which support formal modeling of and reasoning about uncertainty. Probability distribu...
Norman Ramsey, Avi Pfeffer