- For sub-90nm technology nodes and below, random fluctuations of within-die physical process properties are also known as random on-chip variation (OCV). It impacts on the VLSI/So...
Jun-Fu Huang, Victor C. Y. Chang, Sally Liu, Kelvi...
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
This paper studies a variational Bayesian unmixing algorithm for hyperspectral images based on the standard linear mixing model. Each pixel of the image is modeled as a linear com...
Olivier Eches, Nicolas Dobigeon, Jean-Yves Tourner...
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...