We present a parallelization of the revised simplex method for large extensive forms of two-stage stochastic linear programming (LP) problems. These problems have been considered too large to solve with the simplex method; instead, decomposition approaches based on Benders decomposition or, more...

The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods are generally slow. Our...

This paper shows how a high-level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of...

The progress of parallel computing in Information Retrieval (IR) is reviewed. In particular we stress the importance of the motivation in using parallel computing for text retrieval. We analyse parallel IR systems using a classification defined by Rasmussen and describe some parallel IR systems....

Purpose This paper aims to focus on real-world mobile systems, and thus propose relevant contribution to the special issue on “Real-world mobile robot systems”. This work on 3D laser semantic mobile mapping and particle filter localization dedicated for robot patrolling urban sites is...

This discussion paper resulted in a publication in the 'Journal of Statistical Software' (forthcoming).<P> This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013) where a constructive Bayesian approach is presented for combining...</p>