Regime switching models, in which the state of the world is locally stationary, are a useful abstraction for many continuous valued data streams. In this paper we develop an onlin...
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Ada...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
Abstract. Advanced multi-threaded programs apply concurrency concepts in sophisticated ways. For instance, they use fine-grained locking to increase parallelism and change locking...
Abstract. Synthesis is the automatic construction of a system from its specification. In the classical synthesis algorithms it is always assumed the system is “constructed from ...
Abstract. Hierarchical classification problems gained increasing attention within the machine learning community, and several methods for hierarchically structured taxonomies have...