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99
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FS
2010
140views more  FS 2010»
15 years 2 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
158
Voted
CDC
2009
IEEE
221views Control Systems» more  CDC 2009»
15 years 7 months ago
Parametrization invariant covariance quantification in identification of transfer functions for linear systems
This paper adresses the variance quantification problem for system identification based on the prediction error framework. The role of input and model class selection for the auto-...
Tzvetan Ivanov, Michel Gevers
ICML
2006
IEEE
16 years 4 months ago
Efficient MAP approximation for dense energy functions
We present an efficient method for maximizing energy functions with first and second order potentials, suitable for MAP labeling estimation problems that arise in undirected graph...
Marius Leordeanu, Martial Hebert
CVPR
2006
IEEE
16 years 5 months ago
Noise Estimation from a Single Image
In order to work well, many computer vision algorithms require that their parameters be adjusted according to the image noise level, making it an important quantity to estimate. W...
Ce Liu, William T. Freeman, Richard Szeliski, Sing...
ISBI
2007
IEEE
15 years 10 months ago
Sub-Resolution Maximum-Likelihood Based Localization of Fluorescent Nanoparticles in Three Dimensions
Several recent studies have shown that fluorescent particles can be localized with an accuracy that is well beyond traditional resolution limits. Using a theoretical model of the...
François Aguet, Dimitri Van De Ville, Micha...