Abstract--Kernel-based algorithms such as support vector machines have achieved considerable success in various problems in batch setting, where all of the training data is availab...
Jyrki Kivinen, Alex J. Smola, Robert C. Williamson
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
This paper examines the problem of moving object detection. More precisely, it addresses the difficult scenarios where background scene textures in the video might change over tim...
This paper shows how to construct a Markovian arrival process of second order from information on the marginal distribution and on its autocorrelation function. More precisely, clo...
Abstract. We discuss periodization of smooth functions f of d variables for approximation of multivariate integrals. The benefit of periodization is that we may use lattice rules,...