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IOR
2010
71views more  IOR 2010»
14 years 7 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
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...
Jörn Dunkel, Stefan Weber
CORR
2010
Springer
135views Education» more  CORR 2010»
14 years 6 months ago
Transmit Energy Focusing for DOA Estimation in MIMO Radar with Colocated Antennas
In this paper, we propose a transmit beamspace energy focusing technique for multiple-input multiple-output (MIMO) radar with application to direction finding for multiple targets...
Aboulnasr Hassanien, Sergiy A. Vorobyov
ICASSP
2011
IEEE
14 years 1 months ago
Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
Cornelia Vacar, Jean-François Giovannelli, ...
INFOCOM
2011
IEEE
14 years 1 months ago
Optimal sampling algorithms for frequency estimation in distributed data
—Consider a distributed system with n nodes where each node holds a multiset of items. In this paper, we design sampling algorithms that allow us to estimate the global frequency...
Zengfeng Huang, Ke Yi, Yunhao Liu, Guihai Chen
IPSN
2010
Springer
15 years 4 months ago
Distributed estimation of linear acceleration for improved accuracy in wireless inertial motion capture
Motion capture using wireless inertial measurement units (IMUs) has many advantages over other techniques. Achieving accurate tracking with IMUs presents a processing challenge, e...
A. D. Young, M. J. Ling, D. K. Arvind