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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
BPM
2000
Springer
133views Business» more  BPM 2000»
15 years 1 months ago
Workflow Verification: Finding Control-Flow Errors Using Petri-Net-Based Techniques
Workflow management systems facilitate the everyday operation of business processes by taking care of the logistic control of work. In contrast to traditional information systems, ...
Wil M. P. van der Aalst
AIPS
2007
15 years 2 days ago
Learning to Plan Using Harmonic Analysis of Diffusion Models
This paper summarizes research on a new emerging framework for learning to plan using the Markov decision process model (MDP). In this paradigm, two approaches to learning to plan...
Sridhar Mahadevan, Sarah Osentoski, Jeffrey Johns,...
ICPR
2006
IEEE
15 years 11 months ago
Image-Based Rendering of Synthetic Diffuse Objects in Natural Scenes
We present a method for solving the global illumination problem for synthetic diffuse objects. The approach generates realistic shading for applications where a synthetic object i...
Mais Alnasser, Hassan Foroosh
MICCAI
2007
Springer
15 years 10 months ago
Hyperspherical von Mises-Fisher Mixture (HvMF) Modelling of High Angular Resolution Diffusion MRI
A mapping of unit vectors onto a 5D hypersphere is used to model and partition ODFs from HARDI data. This mapping has a number of useful and interesting properties and we make a li...
Abhir Bhalerao, Carl-Fredrik Westin