Results 1 - 10
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6,355
Exploration, normalization, and summaries of high density oligonucleotide array probe level data.
- Biostatistics,
, 2003
"... SUMMARY In this paper we report exploratory analyses of high-density oligonucleotide array data from the Affymetrix GeneChip R system with the objective of improving upon currently used measures of gene expression. Our analyses make use of three data sets: a small experimental study consisting of f ..."
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Cited by 854 (33 self)
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SUMMARY In this paper we report exploratory analyses of high-density oligonucleotide array data from the Affymetrix GeneChip R system with the objective of improving upon currently used measures of gene expression. Our analyses make use of three data sets: a small experimental study consisting
A Markov Model for the Term Structure of Credit Risk Spreads
- Review of Financial Studies
, 1997
"... This article provides a Markov model for the term structure of credit risk spreads. The model is based on Jarrow and Turnbull (1995), with the bankruptcy process following a discrete state space Markov chain in credit ratings. The parameters of this process are easily estimated using observable data ..."
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Cited by 377 (12 self)
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, and for risk management. This article presents a simple model for valuing risky debt that explicitly incorporates a firm's credit rating as an indicator of the likelihood of default. As such, this article presents an arbitrage-free model for the term structure of credit risk spreads and their evolution
The Variance Gamma Process and Option Pricing.
- 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 ..."
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Cited by 365 (34 self)
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densities are estimated for data on the S&P500 Index and the prices of options on this Index. It is observed that the statistical density is symmetric with some kurtosis, while the risk neutral density is negatively skewed with a larger kurtosis. The additional parameters also correct for pricing biases
Performance analysis of k-ary n-cube interconnection networks
- IEEE Transactions on Computers
, 1990
"... Abstmct-VLSI communication networks are wire-limited. The cost of a network is not a function of the number of switches required, but rather a function of the wiring density required to construct the network. This paper analyzes commu-nication networks of varying dimension under the assumption of co ..."
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Cited by 357 (18 self)
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-spot throughput than high-dimensional networks (e.g., binary n-cubes) with the same bisection width. Index Terms- Communication networks, concurrent comput-ing, interconnection networks, message-passing multiprocessors, parallel processing, VLSI. I.
The evolving philosophers problem: dynamic change management
- IEEE Trans Softw Eng
, 1990
"... Abstract-One of the major challenges in the provision of distributed systems is the accommodation of evolutionary change. This may involve modifications or extensions to the system which were not envisaged at design time. Furthermore, in many application domains there is a requirement that the syste ..."
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Cited by 332 (17 self)
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philosophers. ” The principles described in this model have been implemented and tested in the Conic environment for distributed systems. Index Terms-Change management, distributed systems, dynamic con-figuration, system evolution. I.
Tussle in cyberspace: Defining tomorrow’s Internet
- In Proc. ACM SIGCOMM
, 2002
"... Abstract—The architecture of the Internet is based on a number of principles, including the self-describing datagram packet, the end-to-end arguments, diversity in technology and global addressing. As the Internet has moved from a research curiosity to a recognized component of mainstream society, n ..."
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Cited by 307 (10 self)
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it into account. Index Terms—Competition, design principles, economics, network architecture, trust, tussle. I.
Quantized Feedback Stabilization of Linear Systems
- IEEE Trans. Automat. Control
, 2000
"... This paper addresses feedback stabilization problems for linear time-invariant control systems with saturating quantized measurements. We propose a new control design methodology, which relies on the possibility of changing the sensitivity of the quantizer while the system evolves. The equation that ..."
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Cited by 293 (27 self)
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global asymptotic stability. Index Terms---Feedback stabilization, hybrid system, linear control system, quantized measurement. I. INTRODUCTION T HIS PAPER deals with quantized feedback stabilization problems for linear time-invariant control systems. A quantizer, as defined here, acts as a
Clustering by compression
- IEEE Transactions on Information Theory
, 2005
"... Abstract—We present a new method for clustering based on compression. The method does not use subject-specific features or background knowledge, and works as follows: First, we determine a parameter-free, universal, similarity distance, the normalized compression distance or NCD, computed from the l ..."
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Cited by 297 (25 self)
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questions in Mammalian evolution, based on whole-mitochondrial genomic analysis: the Eutherian orders and the Marsupionta hypothesis against the Theria hypothesis. Index Terms—Heterogenous data analysis, hierarchical unsupervised clustering, Kolmogorovcomplexity, normalized compression distance, parameter
The Variational Formulation of the Fokker-Planck Equation
- SIAM J. Math. Anal
, 1999
"... The Fokker--Planck equation, or forward Kolmogorov equation, describes the evolution of the probability density for a stochastic process associated with an Ito stochastic differential equation. It pertains to a wide variety of time--dependent systems in which randomness plays a role. In this paper, ..."
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Cited by 282 (22 self)
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The Fokker--Planck equation, or forward Kolmogorov equation, describes the evolution of the probability density for a stochastic process associated with an Ito stochastic differential equation. It pertains to a wide variety of time--dependent systems in which randomness plays a role. In this paper
Hidden Markov processes
- IEEE Trans. Inform. Theory
, 2002
"... Abstract—An overview of statistical and information-theoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain observed through a discrete-time memoryless invariant channel. In recent years, the work of Baum and Petrie on finite- ..."
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Cited by 264 (5 self)
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, and for universal decoding of hidden Markov channels. These and other related topics are reviewed in this paper. Index Terms—Baum–Petrie algorithm, entropy ergodic theorems, finite-state channels, hidden Markov models, identifiability, Kalman filter, maximum-likelihood (ML) estimation, order estimation, recursive
Results 1 - 10
of
6,355