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Coherent measures of risk

by Philippe Artzner, Freddy Delbaen, JEAN-MARC EBER, David Heath , 1999
"... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We exami ..."
Abstract - Cited by 921 (4 self) - Add to MetaCart
In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We

Distributional Clustering Of English Words

by Fernando Pereira, Naftali Tishby, Lillian Lee - In Proceedings of the 31st Annual Meeting of the Association for Computational Linguistics , 1993
"... We describe and evaluate experimentally a method for clustering words according to their dis- tribution in particular syntactic contexts. Words are represented by the relative frequency distributions of contexts in which they appear, and relative entropy between those distributions is used as the si ..."
Abstract - Cited by 629 (27 self) - Add to MetaCart
as the similarity measure for clustering. Clusters are represented by average context distributions derived from the given words according to their probabilities of cluster membership. In many cases, the clusters can be thought of as encoding coarse sense distinctions. Deterministic annealing is used to find lowest

Survey of clustering algorithms

by Rui Xu, Donald Wunsch II - IEEE TRANSACTIONS ON NEURAL NETWORKS , 2005
"... Data analysis plays an indispensable role for understanding various phenomena. Cluster analysis, primitive exploration with little or no prior knowledge, consists of research developed across a wide variety of communities. The diversity, on one hand, equips us with many tools. On the other hand, the ..."
Abstract - Cited by 499 (4 self) - Add to MetaCart
. Several tightly related topics, proximity measure, and cluster validation, are also discussed.

Automatic Retrieval and Clustering of Similar Words

by Dekang Lin , 1998
"... greatest challenges in natural language learning. We first define a word similarity measure based on the distributional pattern of words. The similarity measure allows us to construct a thesaurus using a parsed corpus. We then present a new evaluation methodology for the automatically constructed th ..."
Abstract - Cited by 943 (15 self) - Add to MetaCart
greatest challenges in natural language learning. We first define a word similarity measure based on the distributional pattern of words. The similarity measure allows us to construct a thesaurus using a parsed corpus. We then present a new evaluation methodology for the automatically constructed

Clustering by passing messages between data points

by Brendan J. Frey, Delbert Dueck - Science , 2007
"... Clustering data by identifying a subset of representative examples is important for processing sensory signals and detecting patterns in data. Such “exemplars ” can be found by randomly choosing an initial subset of data points and then iteratively refining it, but this works well only if that initi ..."
Abstract - Cited by 696 (8 self) - Add to MetaCart
if that initial choice is close to a good solution. We devised a method called “affinity propagation,” which takes as input measures of similarity between pairs of data points. Real-valued messages are exchanged between data points until a high-quality set of exemplars and corresponding clusters gradually emerges

Estimating the number of clusters in a dataset via the Gap statistic

by Robert Tibshirani, Guenther Walther, Trevor Hastie , 2000
"... We propose a method (the \Gap statistic") for estimating the number of clusters (groups) in a set of data. The technique uses the output of any clustering algorithm (e.g. k-means or hierarchical), comparing the change in within cluster dispersion to that expected under an appropriate reference ..."
Abstract - Cited by 502 (1 self) - Add to MetaCart
a typical plot of an error measure W k (the within cluster dispersion dened below) for a clustering pr...

Cluster Ensembles - A Knowledge Reuse Framework for Combining Multiple Partitions

by Alexander Strehl, Joydeep Ghosh, Claire Cardie - Journal of Machine Learning Research , 2002
"... This paper introduces the problem of combining multiple partitionings of a set of objects into a single consolidated clustering without accessing the features or algorithms that determined these partitionings. We first identify several application scenarios for the resultant 'knowledge reuse&ap ..."
Abstract - Cited by 603 (20 self) - Add to MetaCart
(consensus functions). The first combiner induces a similarity measure from the partitionings and then reclusters the objects. The second combiner is based on hypergraph partitioning. The third one collapses groups of clusters into meta-clusters which then compete for each object to determine the combined

Measurement and Analysis of Online Social Networks

by Alan Mislove, Massimiliano Marcon, Krishna P. Gummadi, Peter Druschel, Bobby Bhattacharjee - In Proceedings of the 5th ACM/USENIX Internet Measurement Conference (IMC’07 , 2007
"... Online social networking sites like Orkut, YouTube, and Flickr are among the most popular sites on the Internet. Users of these sites form a social network, which provides a powerful means of sharing, organizing, and finding content and contacts. The popularity of these sites provides an opportunity ..."
Abstract - Cited by 698 (14 self) - Add to MetaCart
an opportunity to study the characteristics of online social network graphs at large scale. Understanding these graphs is important, both to improve current systems and to design new applications of online social networks. This paper presents a large-scale measurement study and analysis of the structure

Clustering Gene Expression Patterns

by Amir Ben-Dor, Ron Shamir, Zohar Yakhini , 1999
"... Recent advances in biotechnology allow researchers to measure expression levels for thousands of genes simultaneously, across different conditions and over time. Analysis of data produced by such experiments offers potential insight into gene function and regulatory mechanisms. A key step in the ana ..."
Abstract - Cited by 451 (11 self) - Add to MetaCart
Recent advances in biotechnology allow researchers to measure expression levels for thousands of genes simultaneously, across different conditions and over time. Analysis of data produced by such experiments offers potential insight into gene function and regulatory mechanisms. A key step

Example-based learning for view-based human face detection

by Kah-kay Sung, Tomaso Poggio - IEEE Transactions on Pattern Analysis and Machine Intelligence , 1998
"... Abstract—We present an example-based learning approach for locating vertical frontal views of human faces in complex scenes. The technique models the distribution of human face patterns by means of a few view-based “face ” and “nonface ” model clusters. At each image location, a difference feature v ..."
Abstract - Cited by 690 (24 self) - Add to MetaCart
Abstract—We present an example-based learning approach for locating vertical frontal views of human faces in complex scenes. The technique models the distribution of human face patterns by means of a few view-based “face ” and “nonface ” model clusters. At each image location, a difference feature
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