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867,361
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
A Simple Model of Capital Market Equilibrium with Incomplete Information
 JOURNAL OF FINANCE
, 1987
"... The sphere of modern financial economics encompases finance, micro investment theory and much of the economics of uncertainty. As is evident from its influence on other branches of economics including public finance, industrial organization and monetary theory, the boundaries of this sphere are both ..."
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Cited by 756 (2 self)
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are both permeable and flexible. The complex interactions of time and uncertainty guarantee intellectual challenge and intrinsic excitement to the study of financial economics. Indeed, the mathematics of the subject contain some of the most interesting applications of probability and optimization theory
On the optimality of the simple Bayesian classifier under zeroone loss
 MACHINE LEARNING
, 1997
"... The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains containin ..."
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Cited by 818 (27 self)
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The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains
Rapid object detection using a boosted cascade of simple features
 ACCEPTED CONFERENCE ON COMPUTER VISION AND PATTERN RECOGNITION 2001
, 2001
"... This paper describes a machine learning approach for visual object detection which is capable of processing images extremely rapidly and achieving high detection rates. This work is distinguished by three key contributions. The first is the introduction of a new image representation called the " ..."
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Cited by 3283 (9 self)
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which unlike previous approaches provides statistical guarantees that discarded regions are unlikely to contain the object of interest. In the domain of face detection the system yields detection rates comparable to the best previous systems. Used in realtime applications, the detector runs at 15
Network Applications of Bloom Filters: A Survey
 INTERNET MATHEMATICS
, 2002
"... A Bloomfilter is a simple spaceefficient randomized data structure for representing a set in order to support membership queries. Bloom filters allow false positives but the space savings often outweigh this drawback when the probability of an error is controlled. Bloom filters have been used in ..."
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Cited by 522 (17 self)
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A Bloomfilter is a simple spaceefficient randomized data structure for representing a set in order to support membership queries. Bloom filters allow false positives but the space savings often outweigh this drawback when the probability of an error is controlled. Bloom filters have been used
The geometry of graphs and some of its algorithmic applications
 COMBINATORICA
, 1995
"... In this paper we explore some implications of viewing graphs as geometric objects. This approach offers a new perspective on a number of graphtheoretic and algorithmic problems. There are several ways to model graphs geometrically and our main concern here is with geometric representations that res ..."
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Cited by 524 (19 self)
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their geometric images. In this paper we develop efficient algorithms for embedding graphs lowdimensionally with a small distortion. Further algorithmic applications include: 0 A simple, unified approach to a number of problems on multicommodity flows, including the LeightonRae Theorem [29] and some of its ex
A statistical interpretation of term specificity and its application in retrieval
 Journal of Documentation
, 1972
"... Abstract: The exhaustivity of document descriptions and the specificity of index terms are usually regarded as independent. It is suggested that specificity should be interpreted statistically, as a function of term use rather than of term meaning. The effects on retrieval of variations in term spec ..."
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Cited by 589 (3 self)
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are of greater value than matches on frequent terms. Results for the test collections show that considerable improvements in performance are obtained with this very simple procedure. Exhaustivity and specificity We are familiar with the notions of exhaustivity and specificity: exhaustivity is a property of index
Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics
, 1996
"... For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has ..."
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Cited by 543 (13 self)
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For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain
TOSSIM: Accurate and Scalable Simulation of Entire TinyOS Applications
, 2003
"... Accurate and scalable simulation has historically been a key enabling factor for systems research. We present TOSSIM, a simulator for TinyOS wireless sensor networks. By exploiting the sensor network domain and TinyOS’s design, TOSSIM can capture network behavior at a high fidelity while scaling to ..."
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Cited by 784 (19 self)
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to thousands of nodes. By using a probabilistic bit error model for the network, TOSSIM remains simple and efficient, but expressive enough to capture a wide range of network interactions. Using TOSSIM, we have discovered several bugs in TinyOS, ranging from network bitlevel MAC interactions to queue overflows
Imagenet: A largescale hierarchical image database
 In CVPR
, 2009
"... The explosion of image data on the Internet has the potential to foster more sophisticated and robust models and algorithms to index, retrieve, organize and interact with images and multimedia data. But exactly how such data can be harnessed and organized remains a critical problem. We introduce her ..."
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Cited by 840 (28 self)
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datasets. Constructing such a largescale database is a challenging task. We describe the data collection scheme with Amazon Mechanical Turk. Lastly, we illustrate the usefulness of ImageNet through three simple applications in object recognition, image classification and automatic object clustering. We
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