Results 1 - 10 of 7,831

Design of capacity-approaching irregular low-density parity-check codes

by Thomas J. Richardson, M. Amin Shokrollahi, Rüdiger L. Urbanke - IEEE TRANS. INFORM. THEORY , 2001
"... We design low-density parity-check (LDPC) codes that perform at rates extremely close to the Shannon capacity. The codes are built from highly irregular bipartite graphs with carefully chosen degree patterns on both sides. Our theoretical analysis of the codes is based on [1]. Assuming that the unde ..."
Abstract - Cited by 588 (6 self) - Add to MetaCart
We design low-density parity-check (LDPC) codes that perform at rates extremely close to the Shannon capacity. The codes are built from highly irregular bipartite graphs with carefully chosen degree patterns on both sides. Our theoretical analysis of the codes is based on [1]. Assuming

Testing Continuous-Time Models of the Spot Interest Rate

by Yacine Aït-sahalia, Lars Hansen, Mahesh Maheswaran, José Scheinkman, Rob Vishny - Review of Financial Studies , 1996
"... Different continuous-time models for interest rates coexist in the literature. We test parametric models by comparing their implied parametric density to the same density estimated nonparametrically. We do not replace the continuous-time model by discrete approximations, even though the data are rec ..."
Abstract - Cited by 310 (9 self) - Add to MetaCart
Different continuous-time models for interest rates coexist in the literature. We test parametric models by comparing their implied parametric density to the same density estimated nonparametrically. We do not replace the continuous-time model by discrete approximations, even though the data

Pyramidal parametrics

by Lance Williams - Computer Graphics (SIGGRAPH ’83 Proceedings , 1983
"... The mapping of images onto surfaces may substantially increase the realism and information content of computer-generated imagery. The projection of a flat source image onto a curved surface may involve sampling difficulties, however, which are compounded as the view of the surface changes. As the pr ..."
Abstract - Cited by 304 (1 self) - Add to MetaCart
. To reduce the computation implied by these requirements, a set of prefiltered source images may be created. This approach can be applied to particular advantage in animation, where a large number of frames using the same source image must be generated. This paper advances a "pyramidal parametric "

Randomized Experiments from Non-random Selection in the U.S. House Elections

by David S. Lee - Journal of Econometrics , 2008
"... This paper establishes the relatively weak conditions under which causal inferences from a regression-discontinuity (RD) analysis can be as credible as those from a randomized experiment, and hence under which the validity of the RD design can be tested by examining whether or not there is a discont ..."
Abstract - Cited by 377 (17 self) - Add to MetaCart
characteristics and choices, but there is also a random chance element: for each individual, there exists a well-defined probability distribution for V. The density function – allowed to differ arbitrarily across the population – is assumed to be continuous. It is formally established that treatment status here

The Variance Gamma Process and Option Pricing.

by Dilip B. Madan, Peter Carr, Eric C. Chang - European Finance Review , 1998
"... : A three parameter stochastic process, termed the variance gamma process, that generalizes Brownian motion is developed as a model for the dynamics of log stock prices. The process is obtained by evaluating Brownian motion with drift at a random time given by a gamma process. The two additional par ..."
Abstract - Cited by 365 (34 self) - Add to MetaCart
parameters are the drift of the Brownian motion and the volatility of the time change. These additional parameters provide control over the skewness and kurtosis of the return distribution. Closed forms are obtained for the return density and the prices of European options. The statistical and risk neutral

Background and Foreground Modeling Using Nonparametric Kernel Density Estimation for Visual Surveillance

by Ahmed Elgammal, Ramani Duraiswami, David Harwood, Larry S. Davis - PROCEEDINGS OF THE IEEE , 2002
"... ... This paper focuses on two issues related to this problem. First, we construct a statistical representation of the scene background that supports sensitive detection of moving objects in the scene, but is robust to clutter arising out of natural scene variations. Second, we build statistical repr ..."
Abstract - Cited by 294 (8 self) - Add to MetaCart
representations of the foreground regions (moving objects) that support their tracking and support occlusion reasoning. The probability density functions (pdfs) associated with the background and foreground are likely to vary from image to image and will not in general have a known parametric form. We accordingly

Density estimation by wavelet thresholding

by David L. Donoho, Iain M. Johnstone, Gerard Kerkyacharian, Dominique Picard - Ann. Statist , 1996
"... Density estimation is a commonly used test case for non-parametric estimation methods. We explore the asymptotic properties of estimators based on thresholding of empirical wavelet coe cients. Minimax rates of convergence are studied over a large range of Besov function classes Bs;p;q and for a rang ..."
Abstract - Cited by 208 (7 self) - Add to MetaCart
Density estimation is a commonly used test case for non-parametric estimation methods. We explore the asymptotic properties of estimators based on thresholding of empirical wavelet coe cients. Minimax rates of convergence are studied over a large range of Besov function classes Bs;p;q and for a

Generalization Of An Inequality By Talagrand, And Links With The Logarithmic Sobolev Inequality

by F. Otto, C. Villani - J. Funct. Anal , 2000
"... . We show that transport inequalities, similar to the one derived by Talagrand [30] for the Gaussian measure, are implied by logarithmic Sobolev inequalities. Conversely, Talagrand's inequality implies a logarithmic Sobolev inequality if the density of the measure is approximately log-concave, ..."
Abstract - Cited by 244 (12 self) - Add to MetaCart
. We show that transport inequalities, similar to the one derived by Talagrand [30] for the Gaussian measure, are implied by logarithmic Sobolev inequalities. Conversely, Talagrand's inequality implies a logarithmic Sobolev inequality if the density of the measure is approximately log

Development and testing of the OPLS all-atom force field on conformational energetics and properties of organic liquids

by William L. Jorgensen, David S. Maxwell, Julian Tirado-rives - J. Am. Chem. Soc , 1996
"... ReceiVed June 27, 1996. ReVised Manuscript ReceiVed September 5, 1996X Abstract: The parametrization and testing of the OPLS all-atom force field for organic molecules and peptides are described. Parameters for both torsional and nonbonded energetics have been derived, while the bond stretching and ..."
Abstract - Cited by 231 (3 self) - Add to MetaCart
ReceiVed June 27, 1996. ReVised Manuscript ReceiVed September 5, 1996X Abstract: The parametrization and testing of the OPLS all-atom force field for organic molecules and peptides are described. Parameters for both torsional and nonbonded energetics have been derived, while the bond stretching

A Multiple Hypothesis Approach to Figure Tracking

by Tat-Jen Cham , James M. Rehg , 1999
"... This paper describes a probabilistic multiple-hypothesis framework for tracking highly articulated objects. In this framework, the probability density of the tracker state is represented as a set of modes with piecewise Gaussians characterizing the neighborhood around these modes. The temporal evolu ..."
Abstract - Cited by 209 (8 self) - Add to MetaCart
This paper describes a probabilistic multiple-hypothesis framework for tracking highly articulated objects. In this framework, the probability density of the tracker state is represented as a set of modes with piecewise Gaussians characterizing the neighborhood around these modes. The temporal
Results 1 - 10 of 7,831