Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
We show that computing the crossing number and the odd crossing number of a graph with a given rotation system is NP-complete. As a consequence we can show that many of the well-k...
Michael J. Pelsmajer, Marcus Schaefer, Daniel Stef...
In the past decade, moving horizon estimation (MHE) has emerged as a powerful technique for estimating the state of a dynamical system in the presence of nonlinearities and disturb...
Angelo Alessandri, Marco Baglietto, Giorgio Battis...
—This paper addresses the independent component analysis (ICA) of quaternion random vectors. In particular, we focus on the Gaussian case and therefore only consider the quaterni...
In this paper, we investigate joint network and channel decoding algorithms for the multiple-access relay channel. We consider a realistic reference scenario with Rayleigh fading ...