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IOR
2006
192views more  IOR 2006»
14 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
SIAMSC
2010
143views more  SIAMSC 2010»
14 years 7 months ago
Computing and Deflating Eigenvalues While Solving Multiple Right-Hand Side Linear Systems with an Application to Quantum Chromod
Abstract. We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate G...
Andreas Stathopoulos, Konstantinos Orginos
ICCV
2001
IEEE
15 years 11 months ago
Gradient Vector Flow Fast Geodesic Active Contours
This paper proposes a new front propagation flow for boundary extraction. The proposed framework is inspired by the geodesic active contour model and leads to a paradigm that is r...
Nikos Paragios, Olivier Mellina-Gottardo, Visvanat...
IPMI
2005
Springer
15 years 10 months ago
The Role of Non-Overlap in Image Registration
Here we model the effect of non-overlapping voxels on image registration, and show that a major defect of overlap-only models--their limited capture range--can be alleviated. Theor...
Jonas August, Takeo Kanade
ASAP
2007
IEEE
107views Hardware» more  ASAP 2007»
15 years 3 months ago
A Hardware-Oriented Method for Evaluating Complex Polynomials
A hardware-oriented method for evaluating complex polynomials by solving iteratively a system of linear equations is proposed. Its implementation uses a digit-serial iterations on...
Milos D. Ercegovac, Jean-Michel Muller