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Subject
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BALANCE MODEL 1 GAS TRANSPORTATION 1 Grouped move 1 High-frequency finance 1 MULTIGRID METHOD 1 Markov chain Monte Carlo 1 Multigrid Monte Carlo 1 Price process 1 UNSTEADY FLOW 1 algorithms 1 image processing 1 multigrid and multilevel methods 1 nonnegative matrix factorization 1 БАЛАНСОВАЯ МОДЕЛЬ 1 МНОГОСЕТОЧНЫЙ МЕТОД 1 НЕСТАЦИОНАРНЫЙ ПОТОК 1 ТРАНСПОРТ ГАЗА 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2 Undetermined 1
Author
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Czado, Claudia 1 GILLIS, Nicolas 1 GLINEUR, François 1 Müller, Gernot J. 1 ВАЛИЕВИЧ, АХМЕТЗЯНОВ АТЛАС 1 ВЛАДИМИРОВИЧ, СПИРИДОНОВ СЕРГЕЙ 1 МИХАЙЛОВИЧ, САЛЬНИКОВ АНТОН 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
Published in...
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CORE Discussion Papers 1 Discussion Paper 1 Управление большими системами: сборник трудов 1
Source
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RePEc 2 EconStor 1
Showing 1 - 3 of 3
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Многосеточные балансовые модели нестационарных потоков в сложных газотранспортных системах
ВАЛИЕВИЧ, АХМЕТЗЯНОВ АТЛАС; … - In: Управление большими … (2010) 3, pp. 230-251
Предлагаются многосеточные варианты иерархических методов моделирования распределения потоков для оптимизации нестационарных режимов транспорта газа на...
Persistent link: https://www.econbiz.de/10011227087
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A multilevel approach for nonnegative matrix factorization
GILLIS, Nicolas; GLINEUR, François - Center for Operations Research and Econometrics (CORE), … - 2010
Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image processing, computational biology, etc. In this paper,...
Persistent link: https://www.econbiz.de/10008836122
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Stochastic volatility models for ordinal valued time series with application to finance
Müller, Gernot J.; Czado, Claudia - 2006
parameter estimation we develop an efficient Grouped Move Multigrid Monte Carlo (GM-MGMC) sampler. We apply both models to price …
Persistent link: https://www.econbiz.de/10010275913
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