939 citations
- Johns Hopkins UniversityUS137 papers
- Space Telescope Science InstituteUS59 papers
- Université Bourgogne Franche-ComtéFR35 papers
- Princeton UniversityUS30 papers
- Centre National de la Recherche ScientifiqueFR28 papers
- European Southern ObservatoryCL26 papers
- California Institute of TechnologyUS25 papers
- University of ArizonaUS23 papers
- Carnegie ObservatoriesUS20 papers
- Max Planck Institute for AstronomyDE20 papers
- University of California, Santa CruzUS19 papers
- Heidelberg UniversityDE18 papers
Showing 2013Show all
3 papers · 1 filter
cs.LG2013★ 7 cited
Spectral Clustering via the Power Method -- Provably
Christos Boutsidis, Alex Gittens, Prabhanjan Kambadur
Spectral clustering is one of the most important algorithms in data mining and machine intelligence; however, its computational complexity limits its application to truly large sca…
math.PR2013★ 9 cited
Properties of the Ornstein-Uhlenbeck bridge
Sylvain Corlay
This paper presents a study of the properties of the Ornstein-Uhlenbeck bridge, specifically, we derive its Karhunen-Loève expansion for any value of the initial variance and mean-…
q-fin.CP2013★ 2 cited
B-spline techniques for volatility modeling
Sylvain Corlay
This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the pa…