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Results 11 - 20
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6,563
Multicommodity max-flow min-cut theorems and their use in designing approximation algorithms
- J. ACM
, 1999
"... In this paper, we establish max-flow min-cut theorems for several important classes of multicommodity flow problems. In particular, we show that for any n-node multicommodity flow problem with uniform demands, the max-flow for the problem is within an O(log n) factor of the upper bound implied by ..."
Abstract
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Cited by 357 (6 self)
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In this paper, we establish max-flow min-cut theorems for several important classes of multicommodity flow problems. In particular, we show that for any n-node multicommodity flow problem with uniform demands, the max-flow 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 vertex-disjoint 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 ..."
Abstract
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Cited by 347 (21 self)
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trees. (4) Implementing the network simplex algorithm for minimum-cost 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 · Log-linear model · Möbius inversion ·
"... Log-linear modeling using conditional log-linear structures ..."
Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable 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 two-factor log-stable 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 two-factor log-stable 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 ..."
Abstract
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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 Pascal-like 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 ..."
Abstract
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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 ultra-high dimensional feature space
, 2006
"... Variable selection plays an important role in high dimensional statistical modeling which nowa-days 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, ..."
Abstract
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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 ..."
Abstract
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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 Sub-Constant Error-Probability Low-Degree Test, and a Sub-Constant Error-Probability PCP Characterization of NP
- IN PROC. 29TH ACM SYMP. ON THEORY OF COMPUTING, 475-484. EL PASO
, 1997
"... We introduce a new low-degree--test, one that uses the restriction of low-degree polynomials to planes (i.e., affine sub-spaces of dimension 2), rather than the restriction to lines (i.e., affine sub-spaces of dimension 1). We prove the new test to be of a very small errorprobability (in particular, ..."
Abstract
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Cited by 324 (20 self)
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, and such that the error-probability 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 SET-COVER to within a logarithmic factors is NP-hard. Previous analysis for low-degree-tests, as well as previous
On the simultaneous calibration of multi-factor log-normal interest-rate 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 log-normal BGM interest-rate model to the percentage volatilities of the individual rates and to the correlation surface. One of the contributions of the paper it to ..."
Abstract
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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 log-normal BGM interest-rate 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
