Results 11  20
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6,563
Multicommodity maxflow mincut theorems and their use in designing approximation algorithms
 J. ACM
, 1999
"... In this paper, we establish maxflow mincut theorems for several important classes of multicommodity flow problems. In particular, we show that for any nnode multicommodity flow problem with uniform demands, the maxflow for the problem is within an O(log n) factor of the upper bound implied by ..."
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Cited by 357 (6 self)
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In this paper, we establish maxflow mincut theorems for several important classes of multicommodity flow problems. In particular, we show that for any nnode multicommodity flow problem with uniform demands, the maxflow for the problem is within an O(log n) factor of the upper bound implied
A Data Structure for Dynamic Trees
, 1983
"... A data structure is proposed to maintain a collection of vertexdisjoint trees under a sequence of two kinds of operations: a link operation that combines two trees into one by adding an edge, and a cut operation that divides one tree into two by deleting an edge. Each operation requires O(log n) ti ..."
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Cited by 347 (21 self)
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trees. (4) Implementing the network simplex algorithm for minimumcost flows. The most significant application is (2); an O(mn log n)time algorithm is obtained to find a maximum flow in a network of n vertices and m edges, beating by a factor of log n the fastest algorithm previously known for sparse
Hierarchical model · Interaction factor · Loglinear model · Möbius inversion ·
"... Loglinear modeling using conditional loglinear structures ..."
Estimation of Risk Neutral Measures using the Generalized TwoFactor LogStable Option Pricing Model
, 2008
"... We construct a simple representative agent model to provide a theoretical framework for the logstable option pricing model. We also implement a new parametric method for estimating the risk neutral measure (RNM) using a generalized twofactor logstable option pricing model. Under the generalized tw ..."
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We construct a simple representative agent model to provide a theoretical framework for the logstable option pricing model. We also implement a new parametric method for estimating the risk neutral measure (RNM) using a generalized twofactor logstable option pricing model. Under the generalized
Random sampling with a reservoir
 ACM Transactions on Mathematical Software
, 1985
"... We introduce fast algorithms for selecting a random sample of n records without replacement from a pool of N records, where the value of N is unknown beforehand. The main result of the paper is the design and analysis of Algorithm Z; it does the sampling in one pass using constant space and in O(n(1 ..."
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Cited by 335 (2 self)
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(n(1 + log(N/n))) expected time, which is optimum, up to a constant factor. Several optimizations are studied that collectively improve the speed of the naive version of the algorithm by an order of magnitude. We give an efficient Pascallike implementation that incorporates these modifications
CAPTCHA: Using Hard AI Problems for Security
 IN PROCEEDINGS OF EUROCRYPT
, 2003
"... We introduce captcha, an automated test that humans can pass, but current computer programs can't pass: any program that has high success over a captcha can be used to solve an unsolved Artificial Intelligence (AI) problem. We provide several novel constructions of captchas. Since captchas ..."
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Cited by 331 (4 self)
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have many applications in practical security, our approach introduces a new class of hard problems that can be exploited for security purposes. Much like research in cryptography has had a positive impact on algorithms for factoring and discrete log, we hope that the use of hard AI problems
Sure independence screening for ultrahigh dimensional feature space
, 2006
"... Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas and is key to various scientific discoveries. For problems of large scale or dimensionality p, estimation accuracy and computational cost are two top concerns. In a recent paper, ..."
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Cited by 283 (26 self)
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, Candes and Tao (2007) propose the Dantzig selector using L1 regularization and show that it achieves the ideal risk up to a logarithmic factor log p. Their innovative procedure and remarkable result are challenged when the dimensionality is ultra high as the factor log p can be large and their uniform
Stable Distributions, Pseudorandom Generators, Embeddings and Data Stream Computation
, 2000
"... In this paper we show several results obtained by combining the use of stable distributions with pseudorandom generators for bounded space. In particular: ffl we show how to maintain (using only O(log n=ffl 2 ) words of storage) a sketch C(p) of a point p 2 l n 1 under dynamic updates of its coo ..."
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Cited by 324 (13 self)
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In this paper we show several results obtained by combining the use of stable distributions with pseudorandom generators for bounded space. In particular: ffl we show how to maintain (using only O(log n=ffl 2 ) words of storage) a sketch C(p) of a point p 2 l n 1 under dynamic updates of its
A SubConstant ErrorProbability LowDegree Test, and a SubConstant ErrorProbability PCP Characterization of NP
 IN PROC. 29TH ACM SYMP. ON THEORY OF COMPUTING, 475484. EL PASO
, 1997
"... We introduce a new lowdegreetest, one that uses the restriction of lowdegree polynomials to planes (i.e., affine subspaces of dimension 2), rather than the restriction to lines (i.e., affine subspaces of dimension 1). We prove the new test to be of a very small errorprobability (in particular, ..."
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Cited by 324 (20 self)
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, and such that the errorprobability is 2 \Gamma log 1\Gammaffl n . Our results are in fact stronger, as stated below. One application of the new characterization of NP is that approximating SETCOVER to within a logarithmic factors is NPhard. Previous analysis for lowdegreetests, as well as previous
On the simultaneous calibration of multifactor lognormal interestrate models to Black volatilities and to the correlation matrix Riccardo Rebonato
, 1999
"... It is shown in this paper that it is not only possible, but indeed expedient and advisable, to perform a simultaneous calibration of a lognormal BGM interestrate model to the percentage volatilities of the individual rates and to the correlation surface. One of the contributions of the paper it to ..."
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Cited by 41 (1 self)
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It is shown in this paper that it is not only possible, but indeed expedient and advisable, to perform a simultaneous calibration of a lognormal BGM interestrate model to the percentage volatilities of the individual rates and to the correlation surface. One of the contributions of the paper
Results 11  20
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6,563