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» On Markov-Additive Jump Processes
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NIPS
2007
13 years 7 months ago
Variational inference for Markov jump processes
Markov jump processes play an important role in a large number of application domains. However, realistic systems are analytically intractable and they have traditionally been ana...
Manfred Opper, Guido Sanguinetti
IOR
2006
192views more  IOR 2006»
13 years 5 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ICASSP
2011
IEEE
12 years 9 months ago
A Bayesian marked point process for object detection. Application to muse hyperspectral data
Marked point processes have received a great attention in the recent years, for their ability to extract objects in large data sets as those obtained in biological studies or hype...
Florent Chatelain, Aude Costard, Olivier J. J. Mic...