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» Bounds for Functions of Dependent Risks
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NIPS
2001
15 years 1 months ago
Online Learning with Kernels
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
FS
2010
140views more  FS 2010»
14 years 10 months ago
Nonparametric estimation for a stochastic volatility model
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...
F. Comte, V. Genon-Catalot, Yves Rozenholc
ICCV
2009
IEEE
14 years 9 months ago
Realtime background subtraction from dynamic scenes
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...
Li Cheng, Minglun Gong
EPEW
2006
Springer
15 years 3 months ago
Explicit Inverse Characterizations of Acyclic MAPs of Second Order
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...
Armin Heindl, Gábor Horváth, Karsten...
NA
2007
100views more  NA 2007»
14 years 11 months ago
Periodization strategy may fail in high dimensions
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,...
Frances Y. Kuo, Ian H. Sloan, Henryk Wozniakowski