Although support vector machines (SVMs) for binary classification give rise to a decision rule that only relies on a subset of the training data points (support vectors), it will ...
Antoni B. Chan, Nuno Vasconcelos, Gert R. G. Lanck...
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
In this paper, we elaborate on denoising schemes based on lossy compression. First, we provide an alternative interpretation of the so-called Occam filter and relate it with the c...
We present a framework for passivity-preserving model reduction for RLC systems that includes, as a special case, the well-known PRIMA model reduction algorithm. This framework pr...
Exponential Family PSR (EFPSR) models capture stochastic dynamical systems by representing state as the parameters of an exponential family distribution over a shortterm window of...