In this paper, we deal with a generative model for multi-label, interactive segmentation. To estimate the pixel likelihoods for each label, we propose a new higher-order formulatio...
Tae Hoon Kim (Seoul National University), Kyoung M...
Statistical and computational concerns have motivated parameter estimators based on various forms of likelihood, e.g., joint, conditional, and pseudolikelihood. In this paper, we ...
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
In signal restoration by Bayesian inference, one typically uses a parametric model of the prior distribution of the signal. Here, we consider how the parameters of a prior model s...