We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
We consider the problem of estimating the support of a vector Rp based on observations contaminated by noise. A significant body of work has studied behavior of 1-relaxations when...
In this paper, we present an efficient algorithm for 3D object recognition in presence of clutter and occlusions in noisy, sparse and unsegmented range data. The method uses a robu...
The skyline of a d-dimensional dataset consists of all points not dominated by others. The incorporation of the skyline operator into practical database systems necessitates an ef...
High-throughput analytical techniques such as nuclear magnetic resonance, protein kinase phosphorylation, and mass spectroscopic methods generate time dense profiles of metabolites...
Prospero C. Naval, Luis G. Sison, Eduardo R. Mendo...