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The distinguishability of product distributions by read-once branching programs
distinguishability product distributions read-once branching programs
2016/1/23
We improve the main result of Brody and Verbin [7] from FOCS 2010 on the power of constant-width branching programs to distinguish product distributions. Specifically, we show that a coin must have bi...
Learning Arbitrary Statistical Mixtures of Discrete Distributions
Randomized algorithms Mixture learning Transportation distance Kantorovich-Rubinstein duality
2016/1/22
We study the problem of learning from unlabeled samples very general statistical mixture models on large finite sets.Specifically, the model to be learned, ϑ, is a probability dis-tribution over ...
On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions
Collateralized Debt Obligations (CDOs) Cashflow CDO Synthetic CDO Mechanism Financial Crisis Pricing Models Levy Stable Distributions
2013/1/28
This paper aims to reveal the mechanism of Collateralized Debt Obligations (CDOs) and how CDOs extend the current global financial crisis. We first introduce the concept of CDOs and give a brief accou...